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arXiv · 1802.08163

An Analysis of Categorical Distributional Reinforcement Learning

Mark Rowland·Marc G. Bellemare·Will Dabney·Rémi Munos·Yee Whye Teh
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Abstract

Distributional approaches to value-based reinforcement learning model the entire distribution of returns, rather than just their expected values, and have recently been shown to yield state-of-the-art empirical performance. This was demonstrated by the recently proposed C51 algorithm, based on categorical distributional reinforcement learning (CDRL) [Bellemare et al., 2017]. However, the theoretical properties of CDRL algorithms are not yet well understood. In this paper, we introduce a framework to analyse CDRL algorithms, establish the importance of the projected distributional Bellman operator in distributional RL, draw fundamental connections between CDRL and the Cram\'er distance, and give a proof of convergence for sample-based categorical distributional reinforcement learning algorithms.

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Mark Rowland, Marc G. Bellemare, Will Dabney, Rémi Munos, Yee Whye Teh. 2018-02-22. An Analysis of Categorical Distributional Reinforcement Learning. https://arxiv.org/abs/1802.08163

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