Publication

Separating value functions across time-scales

International Conference on Machine Learning (ICML)


Abstract

In many finite horizon episodic reinforcement learning (RL) settings, it is desirable to optimize for the undiscounted return – in settings like Atari, for instance, the goal is to collect the most points while staying alive in the long run. Yet, it may be difficult (or even intractable) mathematically to learn with this target. As such, temporal discounting is often applied to optimize over a shorter effective planning horizon. This comes at the cost of potentially biasing the optimization target away from the undiscounted goal. In settings where this bias is unacceptable – where the system must optimize for longer horizons at higher discounts – the target of the value function approximator may increase in variance leading to difficulties in learning. We present an extension of temporal difference (TD) learning, which we call TD(∆), that breaks down a value function into a series of components based on the differences between value functions with smaller discount factors. The separation of a longer horizon value function into these components has useful properties in scalability and performance. We discuss these properties and show theoretic and empirical improvements over standard TD learning in certain settings.

Related Publications

All Publications

Growing Action Spaces

Gregory Farquhar, Laura Gustafson, Zeming Lin, Shimon Whiteson, Nicolas Usunier, Gabriel Synnaeve

July 14, 2020

Stochastic Hamiltonian Gradient Methods for Smooth Games

Nicolas Loizou, Hugo Berard, Alexia Jolicoeur-Martineau, Pascal Vincent, Simon Lacoste-Julien, Ioannis Mitliagkas

ICML - July 12, 2020

Invariant Causal Prediction for Block MDPs

Amy Zhang, Clare Lyle, Shagun Sodhani, Angelos Filos, Marta Kwiatkowska, Joelle Pineau, Yarin Gal, Doina Precup

ICML - July 14, 2020

To help personalize content, tailor and measure ads, and provide a safer experience, we use cookies. By clicking or navigating the site, you agree to allow our collection of information on and off Facebook through cookies. Learn more, including about available controls: Cookies Policy