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Fixed-Horizon Temporal Difference Methods for Stable Reinforcement Learning

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 نشر من قبل Kristopher De Asis
 تاريخ النشر 2019
  مجال البحث الهندسة المعلوماتية
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We explore fixed-horizon temporal difference (TD) methods, reinforcement learning algorithms for a new kind of value function that predicts the sum of rewards over a $textit{fixed}$ number of future time steps. To learn the value function for horizon $h$, these algorithms bootstrap from the value function for horizon $h-1$, or some shorter horizon. Because no value function bootstraps from itself, fixed-horizon methods are immune to the stability problems that plague other off-policy TD methods using function approximation (also known as the deadly triad). Although fixed-horizon methods require the storage of additional value functions, this gives the agent additional predictive power, while the added complexity can be substantially reduced via parallel updates, shared weights, and $n$-step bootstrapping. We show how to use fixed-horizon value functions to solve reinforcement learning problems competitively with methods such as Q-learning that learn conventional value functions. We also prove convergence of fixed-horizon temporal difference methods with linear and general function approximation. Taken together, our results establish fixed-horizon TD methods as a viable new way of avoiding the stability problems of the deadly triad.



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