Neural ODE and SDE Models for Adaptation and Planning in Model-Based Reinforcement Learning
Organizations: School of Computer Science, The University of Sheffield, UK · Cancer Research UK National Biomarker Centre, The University of Manchester, UK · School of Chemical, Materials and Biological Engineering, The University of Sheffield, UK · Machine Learning group, Centrum Wiskunde & Informatica, Amsterdam, Netherlands · Institute for Ecological Economics, Vienna University of Economics and Business, Austria
Abstract
We investigate neural ordinary and stochastic differential equations (neural ODEs and SDEs) to model stochastic dynamics in fully and partially observed environments within a model-based reinforcement learning (RL) framework. Through a sequence of simulations, we show that neural SDEs more effectively capture the inherent stochasticity of transition dynamics, enabling high-performing policies with improved sample efficiency in challenging scenarios. We leverage neural ODEs and SDEs for efficient policy adaptation to changes in environment dynamics via inverse models, requiring only limited interactions with the new environment. To address partial observability, we introduce a latent SDE model that combines an ODE with a GAN-trained stochastic component in latent space. Policies derived from this model provide a strong baseline, outperforming or matching general model-based and model-free approaches across stochastic continuous-control benchmarks. This work demonstrates the applicability of action-conditional latent SDEs for RL planning in environments with stochastic transitions. Our code is available at: https://github.com/ChaoHan-UoS/NeuralRL
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Appendix
| Cartpole | Swimmer | Walker2d | Hopper | ||
| Training hparams | Max env. steps | 250K | 500K | ||
| Model batch size | 256 | 128 | |||
| Optimizer | Adam | ||||
| Neural/Latent ODE/SDE | Planning horizon | N/A | 10 | ||
| Search population | N/A | 1000 | 1700 | ||
| Trajectory cut length | 20 | 10 | |||