Posted by Rishabh Agarwal, Research Scientist and Pablo Samuel Castro, Staff Software Engineer, Google Research, Brain Team
Reinforcement learning (RL) is an area of machine learning that focuses on learning from experiences to solve decision making tasks. While the field of RL has made great progress, resulting in impressive empirical results on complex tasks, such as playing video games, flying stratospheric balloons and designing hardware chips, it is becoming increasingly apparent that the current standards for empirical evaluation might give a false sense of fast scientific progress while slowing it down.
To that end, in “Deep RL at the Edge of the Statistical Precipice”, accepted as an oral presentation at NeurIPS 2021, we discuss how statistical uncertainty of results needs to be considered, especially when using only a few training runs, in order for evaluation in deep RL to be reliable. Specifically, the predominant practice of reporting point estimates ignores this uncertainty and hinders reproducibility of results. Related to this, tables with per-task scores, as are commonly reported, can be overwhelming beyond a few tasks and often omit standard deviations. Furthermore, simple performance metrics like the mean can be dominated by a few outlier tasks, while the median score would remain unaffected even if up to half of the tasks had performance scores of zero. Thus, to increase the field’s confidence in reported results with a handful of runs, we propose various statistical tools, including stratified bootstrap confidence intervals, performance profiles, and better metrics, such as interquartile mean and probability of improvement. To help researchers incorporate these tools, we also release an easy-to-use Python library RLiable with a quickstart colab.
Statistical Uncertainty in RL Evaluation
Empirical research in RL relies on evaluating performance on a diverse suite of tasks, such as Atari 2600 video games, to assess progress. Published results on deep RL benchmarks typically compare point estimates of the mean
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