Variational Deep Q Network

Yunhao Tang; Alp Kucukelbir

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arXiv · 1711.11225

Variational Deep Q Network

Yunhao Tang·Alp Kucukelbir

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Abstract

We propose a framework that directly tackles the probability distribution of the value function parameters in Deep Q Network (DQN), with powerful variational inference subroutines to approximate the posterior of the parameters. We will establish the equivalence between our proposed surrogate objective and variational inference loss. Our new algorithm achieves efficient exploration and performs well on large scale chain Markov Decision Process (MDP).

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Yunhao Tang, Alp Kucukelbir. 2017-11-30. Variational Deep Q Network. https://arxiv.org/abs/1711.11225

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