An Emphatic Approach to the Problem of Off-policy Temporal-Difference Learning
Abstract
In this paper we introduce the idea of improving the performance of parametric temporal-difference (TD) learning algorithms by selectively emphasizing or de-emphasizing their updates on different time steps. In particular, we show that varying the emphasis of linear TD()'s updates in a particular way causes its expected update to become stable under off-policy training. The only prior model-free TD methods to achieve this with per-step computation linear in the number of function approximation parameters are the gradient-TD family of methods including TDC, GTD(), and GQ(). Compared to these methods, our _emphatic TD()_ is simpler and easier to use; it has only one learned parameter vector and one step-size parameter. Our treatment includes general state-dependent discounting and bootstrapping functions, and a way of specifying varying degrees of interest in accurately valuing different states.
Cite
@article{arxiv.1503.04269,
title = {An Emphatic Approach to the Problem of Off-policy Temporal-Difference Learning},
author = {Richard S. Sutton and A. Rupam Mahmood and Martha White},
journal= {arXiv preprint arXiv:1503.04269},
year = {2016}
}
Comments
29 pages This is a significant revision based on the first set of reviews. The most important change was to signal early that the main result is about stability, not convergence