Average-Reward Learning and Planning with Options
Machine Learning
2021-10-27 v1
Abstract
We extend the options framework for temporal abstraction in reinforcement learning from discounted Markov decision processes (MDPs) to average-reward MDPs. Our contributions include general convergent off-policy inter-option learning algorithms, intra-option algorithms for learning values and models, as well as sample-based planning variants of our learning algorithms. Our algorithms and convergence proofs extend those recently developed by Wan, Naik, and Sutton. We also extend the notion of option-interrupting behavior from the discounted to the average-reward formulation. We show the efficacy of the proposed algorithms with experiments on a continuing version of the Four-Room domain.
Cite
@article{arxiv.2110.13855,
title = {Average-Reward Learning and Planning with Options},
author = {Yi Wan and Abhishek Naik and Richard S. Sutton},
journal= {arXiv preprint arXiv:2110.13855},
year = {2021}
}