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Poster
Trajectory-Aware Eligibility Traces for Off-Policy Reinforcement Learning
Brett Daley · Martha White · Christopher Amato · Marlos C. Machado

Tue Jul 25 05:00 PM -- 06:30 PM (PDT) @ Exhibit Hall 1 #216
in Poster Session 2 »
Off-policy learning from multistep returns is crucial for sample-efficient reinforcement learning, but counteracting off-policy bias without exacerbating variance is challenging. Classically, off-policy bias is corrected in a per-decision manner: past temporal-difference errors are re-weighted by the instantaneous Importance Sampling (IS) ratio after each action via eligibility traces. Many off-policy algorithms rely on this mechanism, along with differing protocols for cutting the IS ratios (traces) to combat the variance of the IS estimator. Unfortunately, once a trace has been cut, the effect cannot be easily reversed. This has led to the development of credit-assignment strategies that account for multiple past experiences at a time. These trajectory-aware methods have not been extensively analyzed, and their theoretical justification remains uncertain. In this paper, we propose a multistep operator that unifies per-decision and trajectory-aware methods. We prove convergence conditions for our operator in the tabular setting, establishing the first guarantees for several existing methods as well as many new ones. Finally, we introduce Recency-Bounded Importance Sampling (RBIS), which leverages trajectory awareness to perform robustly across $\lambda$-values in an off-policy control task.
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Author Information

Brett Daley (University of Alberta)
Martha White (University of Alberta)
Christopher Amato (Northeastern University)
Marlos C. Machado

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