DDPG and TD3

DDPG

Deep deterministic policy gradient (DDPG) is an actor-critic method. As the name suggests, the action is deterministic given the observation. DDPG composes of actor and critic networks. Given an observation, an actor network outputs an appropriate action. And given an action and an observation, a critic network outputs a prediction of the expected return (Q-value).

Replay Buffer

A replay buffer will store the (obs, action, reward, obs_next) tuples for each step the agent interacts with the environment. After the buffer is full, a batch of tuples can be extracted for training. Meanwhile, the new experience can be stored again in another buffer. Once the latter buffer is full, it can be swapped with the training buffer.

Training

A batch sampled from the replay buffer will be used to train the critic networks and then the actor networks. Then, another batch will be sampled and trained both networks again. As you will see, there are actually two critic and two actor networks in DDPG. The two networks in each type are almost identical but just one is a delayed or an average version of the other.

Training Actor Networks

We will fix the critic networks when we train the actor networks. Given a tuple (obs, action, reward, obs_next), we will only use the obs variable and plugged that into our actor network. The current actor network will create action_est and we can input both action_est and obs into the critic network to get an Q-value estimate. Assuming that the critic network is well-trained, the objective here is simply to maximize this estimated Q-value.

Training Critic Networks

Given a tuple (obs, action, reward, obs_next) and fixed actor networks, we have multiple ways to estimate an Q-value. For example, we can have

Q_est = critic_est (obs, action)

Q_tar = reward + discount \cdot critic_est (obs_next, act_est (obs_next))

The critic_est and act_est are critic and actor networks, respectively. So to train the network, we may try to minimize the square difference of Q_est and Q_tar.

Target Networks

As both Q_est and Q_tar depend on critic_est network, the naive implementation in training the critic networks tends to have poor convergence. To mitigate this problem, we can introduce a separate critic_est network. We will call this target critic network and denote it as critic_target. In practice, critic_target will simply be a delayed copy or an exponential average of critic_est. It seems that a target actor network, act_target, is introduced in the same manner. But I am not sure if it is really necessary.

TD3

TD3 stands for Twin Delayed DDPG. It is essentially DDPG but added with two additional tricks as follows.

Delayed Policy Update

The authors found that it is more important to have an accurate critic network than an actor network (similar to GAN that an accurate discriminator is important). Consequently, the authors suggest “delaying” the policy update. In practice, say train two batches of critic network before training a batch of actor network.

Clipped Double Q-Learning

Double Q-Learning was introduced to address the overestimation of Q-value. The authors argue that there is an overestimate of Q in DDPG as well. And they state that even double Q-learning is not sufficient to suppress the overestimation. Instead, they introduced a “clipped double Q-Learning”, where they use two critic networks rather than one to generate a current Q-estimate. And they aggregate the two estimates as the minimum of the two.

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