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Simple random search provides a competitive approach to reinforcement learning

Horia Mania, Aurelia Guy, Benjamin Recht

2018 · arXiv

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A common belief in model-free reinforcement learning is that methods based on random search in the parameter space of policies exhibit significantly worse sample complexity than those that explore the space of actions. We dispel such beliefs by introducing a random search method for training static, linear policies for continuous control problems, matching state-of-the-art sample efficiency on the benchmark MuJoCo locomotion tasks. Our method also finds a nearly optimal controller for a challenging instance of the Linear Quadratic Regulator, a classical problem in control theory, when the dynamics are not known. Computationally, our random search algorithm is at least 15 times more efficient than the fastest competing model-free methods on these benchmarks. We take advantage of this computational efficiency to evaluate the performance of our method over hundreds of random seeds and many different hyperparameter configurations for each benchmark task. Our simulations highlight a high variability in performance in these benchmark tasks, suggesting that commonly used estimations of sample efficiency do not adequately evaluate the performance of RL algorithms.

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erwincoumans
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Black box optimization such as CMA-ES or Augmented Random Search (ars) are used by researchers, for example: CMA-ES: https://blog.otoro.net/2017/10/29/visual-evolution-strategie... ARS: https://arxiv.org/abs/1803.07055 Those optimizers are efficient up to certain neural network sizes.
naturalgradient
Neutral mention · rule
So as someone working in reinforcement learning who has used PPO a fair bit, I find this quite disappointing from an algorithmic perspective. The resources used for this are almost absurd and my suspicion is, especially considering [0], that this comes down to an incredibly expensive random search in the policy space. Or rather, I would want to see a fair bit of analysis to be shown otherwise. Especially given all the work in intrinsic motivation, hierarchical learning, subtask learning, etc, the sort of intermediate summary of most of these papers from 2015-2018 is that so many of these newer heuristics are too brittle/difficult to make work, so we resort to slightly-better-than brute force. https://arxiv.org/abs/1803.07055

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