arXiv · 2404.00686
Utilizing Maximum Mean Discrepancy Barycenter for Propagating the Uncertainty of Value Functions in Reinforcement Learning
Abstract
Accounting for the uncertainty of value functions boosts exploration in Reinforcement Learning (RL). Our work introduces Maximum Mean Discrepancy Q-Learning (MMD-QL) to improve Wasserstein Q-Learning (WQL) for uncertainty propagation during Temporal Difference (TD) updates. MMD-QL uses the MMD barycenter for this purpose, as MMD provides a tighter estimate of closeness between probability measures than the Wasserstein distance. Firstly, we establish that MMD-QL is Probably Approximately Correct in MDP (PAC-MDP) under the average loss metric. Concerning the accumulated rewards, experiments on tabular environments show that MMD-QL outperforms WQL and other algorithms. Secondly, we incorporate deep networks into MMD-QL to create MMD Q-Network (MMD-QN). Making reasonable assumptions, we analyze the convergence rates of MMD-QN using function approximation. Empirical results on challenging Atari games demonstrate that MMD-QN performs well compared to benchmark deep RL algorithms, highlighting its effectiveness in handling large state-action spaces.
Explore related subjects
Keep this discovery
Srinjoy Roy, Swagatam Das. 2024-03-31. Utilizing Maximum Mean Discrepancy Barycenter for Propagating the Uncertainty of Value Functions in Reinforcement Learning. https://arxiv.org/abs/2404.00686
Cite the original work for its findings. Save a collection to share your selection of sources.