[1710.10044] Distributional Reinforcement Learning with Quantile Regression
Abstract:In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the observed long-term return. Traditionally, reinforcement learning algorithms average over this randomness to estimate the value function. In this paper, we build on recent work advocating a distributional approach to reinforcement learning in which the distribution over returns is modeled explicitly instead of only estimating the mean. That is, we examine methods of learning the value distribution instead of the value function. We give results that close a number of gaps between the theoretical and algorithmic results given by Bellemare, Dabney, and Munos (2017). First, we extend existing results to the approximate distribution setting. Second, we present a novel distributional reinforcement learning algorithm consistent with our theoretical formulation. Finally, we evaluate this new algorithm on the Atari 2600 games, observing that it significantly outperforms many of the recent improvements on DQN, including the related distributional algorithm C51.
Distributional Reinforcement Learning with Quantile Regression Will Dabney Mark Rowland Marc G. Bellemare Rémi Munos DeepMind University of Cambridge∗ Google Brain DeepMind arXiv:1710.10044v1 [cs.AI] 27 Oct 2017 Abstract the-art on the suite of benchmark Atari 2600 games (Belle-…
saved by
related reading
- Value estimation with finite datamcgill.scholaris.ca
- RL_Notes__final_.pdfjubayer-ibn-hamid.github.io
- [2506.22401] Exploration from a Primal-Dual Lens: Value-Incentivized Actor-Critic Methods for Sample-Efficient Online RLarxiv.org
- f514cec81cb148559cf475e7426eed5e-Paper.pdfproceedings.neurips.cc
- [2507.13181] Spectral Bellman Method: Unifying Representation and Exploration in RLarxiv.org
- [2602.11399] Can We Really Learn One Representation to Optimize All Rewards?arxiv.org
- RLAlgsInMDPs.pdfsites.ualberta.ca
- A Gallery of Methods Beyond RL — Part I: Sampling Methodsshengyu-feng.github.io
- [1709.06560] Deep Reinforcement Learning that Mattersarxiv.org
- A (Long) Peek into Reinforcement Learning | Lil'Loglilianweng.github.io
- Part 1: Key Concepts in RL - Spinning Up documentationspinningup.openai.com
- Deep Q-Networks Explained — LessWronglesswrong.com