ACCELERATING REINFORCEMENT LEARNING WITH A DIRECTIONAL-GAUSSIAN-SMOOTHING EVOLUTION STRATEGY

The objective of reinforcement learning (RL) is to find an optimal strategy for solving a dynamical control problem. Evolution strategy (ES) has been shown great promise in many challenging reinforcement learning (RL) tasks, where the underlying dynamical system is only accessible as a black box such that adjoint methods cannot be used. However, existing ES methods have two limitations that hinder its applicability in RL. First, most existing methods rely on Monte Carlo based gradient estimators to generate search directions. Due to low accuracy of Monte Carlo estimators, the RL training suffers from slow convergence and requires more iterations to reach the optimal solution. Second, the landscape of the reward function can be deceptive and may contain many local maxima, causing ES algorithms to prematurely converge and be unable to explore other parts of the parameter space with potentially greater rewards. In this work, we employ a Directional Gaussian Smoothing Evolutionary Strategy (DGS-ES) to accelerate RL training, which is well-suited to address these two challenges with its ability to (i) provide gradient estimates with high accuracy, and (ii) find nonlocal search direction which lays stress on large-scale variation of the reward function and disregards local fluctuation. Through several benchmark RL tasks demonstrated herein, we show that the DGS-ES method is highly scalable, possesses superior wall-clock time, and achieves competitive reward scores to other popular policy gradient and ES approaches.