Exploration Versus Exploitation in Model-Based Reinforcement Learning: An Empirical Study

Model-based Reinforcement Learning (MBRL) agents use data collected by exploration of the environment to produce a model of the dynamics, which is then used to select a policy that maximizes the objective function. Stochastic Value Gradient (SVG) methods perform the latter step by optimizing some estimate of the value function gradient. Despite showing promising empirical results, many implementations of SVG methods lack rigorous theoretical or empirical justification; this casts doubts as to whether good performance are in large part due to the benchmark-overfitting. To better understand the advantages and shortcomings of existing SVG methods, in this work we carry out a fine-grained empirical analysis of three core components of SVG-based agents: (i) the gradient estimator formula, (ii) the model learning and (iii) the value function approximation. To this end, we extend previous work that proposes using Linear Quadratic Gaussian (LQG) regulator problems to benchmark SVG methods. LQG problems are heavily studied in optimal control literature and deliver challenging learning settings while still allowing comparison with ground-truth values. We use such problems to investigate the contribution of each core component of SVG methods to the overall performance. We focus our analysis on the model learning component, which was neglected from previous work, and we show that overfitting to on-policy data can lead to accurate state predictions but inaccurate gradients, highlighting the importance of exploration also in model-based methods.

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