ACERAC: Efficient reinforcement learning in fine time discretization

One of the main goals of reinforcement learning (RL) is to provide a~way for physical machines to learn optimal behavior instead of being programmed. However, effective control of the machines usually requires fine time discretization. The most common RL methods apply independent random elements to each action, which is not suitable in that setting. It is not feasible because it causes the controlled system to jerk, and does not ensure sufficient exploration since a~single action is not long enough to create a~significant experience that could be translated into policy improvement. In our view these are the main obstacles that prevent application of RL in contemporary control systems. To address these pitfalls, in this paper we introduce an RL framework and adequate analytical tools for actions that may be stochastically dependent in subsequent time instances. We also introduce an RL algorithm that approximately optimizes a~policy that produces such actions. It applies experience replay to adjust likelihood of sequences of previous actions to optimize expected n-step returns the policy yields. The efficiency of this algorithm is verified against four other RL methods (CDAU, PPO, SAC, ACER) in four simulated learning control problems (Ant, HalfCheetah, Hopper, and Walker2D) in diverse time discretization. The algorithm introduced here outperforms the competitors in most cases considered.