Recent advances in deep reinforcement learning algorithms have shown great potential and success for solving many challenging real-world problems, including Go game and robotic applications. Usually, these algorithms need a carefully designed reward function to guide training in each time step. However, in real world, it is non-trivial to design such a reward function, and the only signal available is usually obtained at the end of a trajectory, also known as the episodic reward or return. In this work, we introduce a new algorithm for temporal credit assignment, which learns to decompose the episodic return back to each time-step in the trajectory using deep neural networks. With this learned reward signal, the learning efficiency can be substantially improved for episodic reinforcement learning. In particular, we find that expressive language models such as the Transformer can be adopted for learning the importance and the dependency of states in the trajectory, therefore providing high-quality and interpretable learned reward signals. We have performed extensive experiments on a set of MuJoCo continuous locomotive control tasks with only episodic returns and demonstrated the effectiveness of our algorithm.
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