Beyond Prioritized Replay: Sampling States in Model-Based Reinforcement Learning via Simulated Priorities

Yangchen Pan, Jincheng Mei, Amir-massoud Farahmand, Martha White, Hengshuai Yao, Mohsen Rohani, Jun Luo

Keywords: experience replay, model-based reinforcement learning, sampling distribution, search-control, Dyna, stochastic gradient Langevin dynamics

Abstract: Prioritized Experience Replay (ER) has been empirically shown to improve sample efficiency across many domains and attracted great attention; however, there is little theoretical understanding of why such prioritized sampling helps and its limitations. In this work, we take a deep look at the prioritized ER. In a supervised learning setting, we show the equivalence between the error-based prioritized sampling method for mean squared error and uniform sampling for cubic power loss. We then provide theoretical insight into why it improves convergence rate upon uniform sampling during early learning. Based on the insight, we further point out two limitations of the prioritized ER method: 1) outdated priorities and 2) insufficient coverage of the sample space. To mitigate the limitations, we propose our model-based stochastic gradient Langevin dynamics sampling method. We show that our method does provide states distributed close to an ideal prioritized sampling distribution estimated by the brute-force method, which does not suffer from the two limitations. We conduct experiments on both discrete and continuous control problems to show our approach's efficacy and examine the practical implication of our method in an autonomous driving application.

One-sentence Summary: Understanding prioritized sampling method and mitigating its limitations in a MBRL setting.