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Variance Reduced Advantage Estimation with $\delta$ Hindsight Credit Assignment

Machine Learning 2020-09-29 v4 Artificial Intelligence

Abstract

Hindsight Credit Assignment (HCA) refers to a recently proposed family of methods for producing more efficient credit assignment in reinforcement learning. These methods work by explicitly estimating the probability that certain actions were taken in the past given present information. Prior work has studied the properties of such methods and demonstrated their behaviour empirically. We extend this work by introducing a particular HCA algorithm which has provably lower variance than the conventional Monte-Carlo estimator when the necessary functions can be estimated exactly. This result provides a strong theoretical basis for how HCA could be broadly useful.

Keywords

Cite

@article{arxiv.1911.08362,
  title  = {Variance Reduced Advantage Estimation with $\delta$ Hindsight Credit Assignment},
  author = {Kenny Young},
  journal= {arXiv preprint arXiv:1911.08362},
  year   = {2020}
}

Comments

Removed incorrect sentence regarding policy gradients of any 2 different different actions necessarily being negative for softmax parameterization

R2 v1 2026-06-23T12:20:51.445Z