Separated Proportional-Integral Lagrangian for Chance Constrained Reinforcement Learning

Safety is essential for reinforcement learning (RL) applied in real-world tasks like autonomous driving. Imposing chance constraints (or probabilistic constraints) is a suitable way to enhance RL safety under model uncertainty. Existing chance constrained RL methods like the penalty methods and the Lagrangian methods either exhibit periodic oscillations or learn an over-conservative or unsafe policy. In this paper, we address these shortcomings by elegantly combining these two methods and propose a separated proportional-integral Lagrangian (SPIL) algorithm. We first rewrite penalty methods as optimizing safe probability according to the proportional value of constraint violation, and Lagrangian methods as optimizing according to the integral value of the violation. Then we propose to add up both the integral and proportion values to optimize the policy, with an integral separation technique to limit the integral value within a reasonable range. Besides, the gradient of policy is computed in a model-based paradigm to accelerate training. The proposed method is proved to reduce oscillations and conservatism while ensuring safety by a car-following experiment.