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Separable value functions across time-scales
Joshua Romoff · Peter Henderson · Ahmed Touati · Yann Ollivier · Joelle Pineau · Emma Brunskill

Tue Jun 11 04:00 PM -- 04:20 PM (PDT) @ Room 104
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($\Delta$), 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.

Author Information

Joshua Romoff (McGill University)
Peter Henderson (Stanford University)
Ahmed Touati (MILA / FAIR)
Yann Ollivier (Facebook Artificial Intelligence Research)
Joelle Pineau (McGill University / Facebook)
Emma Brunskill (Stanford University)
Emma Brunskill

Emma Brunskill is an associate tenured professor in the Computer Science Department at Stanford University. Brunskill’s lab aims to create AI systems that learn from few samples to robustly make good decisions and is part of the Stanford AI Lab, the Stanford Statistical ML group, and AI Safety @Stanford. Brunskill has received a NSF CAREER award, Office of Naval Research Young Investigator Award, a Microsoft Faculty Fellow award and an alumni impact award from the computer science and engineering department at the University of Washington. Brunskill and her lab have received multiple best paper nominations and awards both for their AI and machine learning work (UAI best paper, Reinforcement Learning and Decision Making Symposium best paper twice) and for their work in Ai of education (Intelligent Tutoring Systems Conference, Educational Data Mining conference x3, CHI).

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