Sample Efficient Ensemble Reinforcement Learning

Published in "To appear in the Proceedings of the 18th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2021)"
Rohan Saphal , B Ravindran , Dheevatsa Mudigere , Sasikanth Avancha , Bharat Kaul

Ensemble learning is a very prevalent method employed in machine learning. The relative success of ensemble methods is attributed to its ability to tackle a wide range of instances and complex problems that require different low-level approaches. However, ensemble methods are relatively less popular in reinforcement learning owing to the high sample complexity and computational expense involved. We present a new training and evaluation framework for model-free algorithms that use ensembles of policies obtained from a single training instance. These policies are diverse in nature and are learned through directed perturbation of the model parameters at regular intervals. We show that learning an adequately diverse set of policies is required for a good ensemble while extreme diversity can prove detrimental to overall performance. We evaluate our approach to challenging discrete and continuous control tasks and also discuss various ensembling strategies. Our framework is substantially sample efficient, computationally inexpensive and is seen to outperform state of the art(SOTA) scores in Atari 2600 and Mujoco.