# What is sample efficiency, and how can importance sampling be used to achieve it?

For instance, the title of this paper reads: "Sample Efficient Actor-Critic with Experience Replay".

What is sample efficiency, and how can importance sampling be used to achieve it?

An algorithm is sample efficient if it can get the most out of every sample. Imagine learning trying to learn how to play PONG for the first time. As a human, it would take you within seconds to learn how to play the game based on very few samples. This makes you very "sample efficient". Modern RL algorithms would have to see $$100$$ thousand times more data than you so they are, relatively, sample inefficient.

In the case of off-policy learning, not all samples are useful in that they are not part of the distribution that we are interested in. Importance sampling is a technique to filter these samples. Its original use was to understand one distribution while only being able to take samples from a different but related distribution. In RL, this often comes up when trying to learn off-policy. Namely, that your samples are produced by some behaviour policy but you want to learn a target policy. Thus one needs to measure how important/similar the samples generated are to samples that the target policy may have made. Thus, one is sampling from a weighted distribution which favours these "important" samples. There are many methods, however, for characterizing what is important, and their effectiveness may differ depending on the application.

The most common approach to this off-policy style of importance sampling is finding a ratio of how likely a sample is to be generated by the target policy. The paper On a Connection between Importance Sampling and the Likelihood Ratio Policy Gradient (2010) by Tang and Abbeel covers this topic.

• Thanks again. Basic question: ..finding a ratio of how likely a sample is to be generated by the target policy How do we decide this, given that we know only the behaviour policy? Isn't target policy something we have to find? – Gokul NC Feb 7 '18 at 16:59
• We can get an estimate of this readily by finding the ratio of the target policy, pi, taking that action verses the behaviour policy, mu. Thus the ratio is P= pi(s,a)/mu(s,a) where a and s are the action chosen by mu and the state, respectively. – Jaden Travnik Feb 7 '18 at 19:06
• My question was, where do we obtain pi(s,a) from, while we only have mu(s,a) ? That is, where do we get the target policy from, while it's our goal to find it? – Gokul NC Feb 8 '18 at 5:19
• Your target policy is initialized to random, it’s just a matter of updating it. – Jaden Travnik Feb 8 '18 at 11:40

Sample Efficiency denotes the amount of experience that an agent/algorithm needs to generate in an environment (e.g. the number of actions it takes and number of resulting states + rewards it observes) during training in order to reach a certain level of performance. Intuitively, you could say an algorithm is sample efficient if it can make good use of every single piece of experience it happens to generate and rapidly improve its policy. An algorithm has poor sample efficiency if it fails to learn anything useful from many samples of experience and doesn't improve rapidly.