2016/06/08 by Rémi Munos, Tom Stepleton, Munos, Rémi +5 · 1 voice · 25 citations
Computer Science · Decision Sciences · Mathematics · #Advanced Bandit Algorithms Research #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Formal Methods in Verification #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Reinforcement Learning in Robotics #cs.AI #cs.LG #stat.ML
paper · pdf · doi:10.48550/arxiv.1606.02647
openalex publication_date 2016/06/08 · arxiv published 2016/06/08 · arxiv updated 2016/11/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace(λ), with three desired properties: (1) it has low variance; (2) it safely uses samples collected from any behaviour policy, whatever its degree of "off-policyness"; and (3) it is efficient as it makes the best use of samples collected from near on-policy behaviour policies. We analyze the contractive nature of the related operator under both off-policy policy evaluation and control settings and derive online sample-based algorithms. We believe this is the first return-based off-policy control algorithm converging a.s. to Q^* without the GLIE assumption (Greedy in the Limit with Infinite Exploration). As a corollary, we prove the convergence of Watkins' Q(λ), which was an open problem since 1989. We illustrate the benefits of Retrace(λ) on a standard suite of Atari 2600 games.