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In this work, we build on recent advances in distributional reinforcement learning to give a generally applicable, flexible, and state-of-the-art distributional variant of DQN. We achieve this by using quantile regression to approximate the…

Machine Learning · Computer Science 2018-06-20 Will Dabney , Georg Ostrovski , David Silver , Rémi Munos

In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the…

Artificial Intelligence · Computer Science 2017-10-30 Will Dabney , Mark Rowland , Marc G. Bellemare , Rémi Munos

In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The…

Machine Learning · Computer Science 2019-05-16 Borislav Mavrin , Shangtong Zhang , Hengshuai Yao , Linglong Kong , Kaiwen Wu , Yaoliang Yu

Although distributional reinforcement learning (DRL) has been widely examined in the past few years, there are two open questions people are still trying to address. One is how to ensure the validity of the learned quantile function, the…

Machine Learning · Computer Science 2021-05-17 Fan Zhou , Zhoufan Zhu , Qi Kuang , Liwen Zhang

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

Machine Learning · Statistics 2019-02-22 Mark Rowland , Robert Dadashi , Saurabh Kumar , Rémi Munos , Marc G. Bellemare , Will Dabney

Distributional Reinforcement Learning (RL) estimates return distribution mainly by learning quantile values via minimizing the quantile Huber loss function, entailing a threshold parameter often selected heuristically or via hyperparameter…

Machine Learning · Computer Science 2024-01-09 Parvin Malekzadeh , Konstantinos N. Plataniotis , Zissis Poulos , Zeyu Wang

Distributional reinforcement learning (RL) has proven useful in multiple benchmarks as it enables approximating the full distribution of returns and extracts rich feedback from environment samples. The commonly used quantile regression…

Machine Learning · Computer Science 2025-05-27 Sami Jullien , Romain Deffayet , Jean-Michel Renders , Paul Groth , Maarten de Rijke

Although distributional reinforcement learning (DRL) has been widely examined in the past few years, very few studies investigate the validity of the obtained Q-function estimator in the distributional setting. To fully understand how the…

Machine Learning · Computer Science 2023-08-01 Qi Kuang , Zhoufan Zhu , Liwen Zhang , Fan Zhou

Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…

Machine Learning · Computer Science 2025-07-08 Ju-Seung Byun , Andrew Perrault

To date, distributional reinforcement learning (distributional RL) methods have exclusively focused on the discounted setting, where an agent aims to optimize a discounted sum of rewards over time. In this work, we extend distributional RL…

Machine Learning · Computer Science 2026-01-14 Juan Sebastian Rojas , Chi-Guhn Lee

The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectation. A distributional RL algorithm may be characterised by…

Machine Learning · Computer Science 2023-03-20 Thibaut Théate , Antoine Wehenkel , Adrien Bolland , Gilles Louppe , Damien Ernst

The potential of offline reinforcement learning (RL) is that high-capacity models trained on large, heterogeneous datasets can lead to agents that generalize broadly, analogously to similar advances in vision and NLP. However, recent works…

Machine Learning · Computer Science 2023-04-19 Aviral Kumar , Rishabh Agarwal , Xinyang Geng , George Tucker , Sergey Levine

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Distributional reinforcement learning (DRL) extends the value-based approach by approximating the full distribution over future returns instead of the mean only, providing a richer signal that leads to improved performances. Quantile…

Machine Learning · Statistics 2022-02-23 Alix Lhéritier , Nicolas Bondoux

Reinforcement learning (RL) is one of the most practical ways to learn from real-life use-cases. Motivated from the cognitive methods used by humans makes it a widely acceptable strategy in the field of artificial intelligence. Most of the…

Artificial Intelligence · Computer Science 2026-04-14 Abhishek Sawaika , Samuel Yen-Chi Chen , Udaya Parampalli , Rajkumar Buyya

Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheless, this approach does not take into consideration the…

Machine Learning · Computer Science 2023-01-02 Thibaut Théate , Damien Ernst

Learning an effective representation for high-dimensional data is a challenging problem in reinforcement learning (RL). Deep reinforcement learning (DRL) such as Deep Q networks (DQN) achieves remarkable success in computer games by…

Machine Learning · Computer Science 2019-05-10 Borislav Mavrin , Hengshuai Yao , Linglong Kong

We consider the problem of learning a set of probability distributions from the empirical Bellman dynamics in distributional reinforcement learning (RL), a class of state-of-the-art methods that estimate the distribution, as opposed to only…

Machine Learning · Computer Science 2020-12-10 Thanh Tang Nguyen , Sunil Gupta , Svetha Venkatesh

Mainstream approximate action-value iteration reinforcement learning (RL) algorithms suffer from overestimation bias, leading to suboptimal policies in high-variance stochastic environments. Quantile-based action-value iteration methods…

Machine Learning · Computer Science 2025-12-09 Clinton Enwerem , Aniruddh G. Puranic , John S. Baras , Calin Belta

Reinforcement learning is concerned with identifying reward-maximizing behaviour policies in environments that are initially unknown. State-of-the-art reinforcement learning approaches, such as deep Q-networks, are model-free and learn to…

Artificial Intelligence · Computer Science 2017-08-18 Felix Leibfried , Nate Kushman , Katja Hofmann
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