Look Back When Surprised: Stabilizing Reverse Experience Replay for Neural Approximation

Experience replay-based sampling techniques are essential to several reinforcement learning (RL) algorithms since they aid in convergence by breaking spurious correlations. The most popular techniques, such as uniform experience replay (UER) and prioritized experience replay (PER), seem to suffer from sub-optimal convergence and significant bias error, respectively. To alleviate this, we introduce a new experience replay method for reinforcement learning, called Introspective Experience Replay (IER). IER picks batches corresponding to data points consecutively before the 'surprising' points. Our proposed approach is based on the theoretically rigorous reverse experience replay (RER), which can be shown to remove bias in the linear approximation setting but can be sub-optimal with neural approximation. We show empirically that IER is stable with neural function approximation and has a superior performance compared to the state-of-the-art techniques like uniform experience replay (UER), prioritized experience replay (PER), and hindsight experience replay (HER) on the majority of tasks