VIREL: A Variational Inference Framework for Reinforcement Learning
Matthew Fellows‚ Anuj Mahajan‚ Tim Rudner and Shimon Whiteson
Applying probabilistic models to reinforcement learning (RL) enables the uses of powerful optimisation tools such as variational inference in RL. However, existing inference frameworks and their algorithms pose significant challenges for learning optimal policies, for example, the lack of mode capturing behaviour in pseudo-likelihood methods, difficulties learning deterministic policies in maximum entropy RL based approaches, and a lack of analysis when function approximators are used. We propose VIREL, a theoretically grounded inference framework for RL that utilises a parametrised action-value function to summarise future dynamics of the underlying MDP, generalising existing approaches. VIREL also benefits from a mode-seeking form of KL divergence, the ability to learn deterministic optimal polices naturally from inference, and the ability to optimise value functions and policies in separate, iterative steps. Applying variational expectation-maximisation to VIREL, we show that the actor-critic algorithm can be reduced to expectation-maximisation, with policy improvement equivalent to an E-step and policy evaluation to an M-step. We derive a family of actor-critic methods from VIREL, including a scheme for adaptive exploration and demonstrate that our algorithms outperform state-of-the-art methods based on soft value functions in several domains.