Keywords: Reinforcement Learning, Sample Efficient RL, Statistical Overfitting
Abstract: Deep reinforcement learning algorithms that learn policies by trial-and-error must learn from limited amounts of data collected by actively interacting with the environment. While many prior works have shown that proper regularization techniques are crucial for enabling data-efficient RL, a general understanding of the bottlenecks in data-efficient RL has remained unclear. Consequently, it has been difficult to devise a universal technique that works well across all domains. In this paper, we attempt to understand the primary bottleneck in sample-efficient deep RL by examining several potential hypotheses such as non-stationarity, excessive action distribution shift, and overfitting. We perform thorough empirical analysis on state-based DeepMind control suite (DMC) tasks in a controlled and systematic way to show that statistical overfitting on the temporal-difference (TD) error is the main culprit that severely affects the performance of deep RL algorithms, and prior methods that lead to good performance do in fact, control the amount of statistical overfitting. This observation gives us a robust principle for making deep RL efficient: we can hill-climb on a notion of validation temporal-difference error by utilizing any form of regularization techniques from supervised learning. We show that a simple online model selection method that targets the statistical overfitting issue is effective across state-based DMC and Gym tasks.
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