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Momentum in Reinforcement Learning

2019-10-21 · Nino Vieillard, Bruno Scherrer, Olivier Pietquin, Matthieu Geist

We adapt the optimization's concept of momentum to reinforcement learning. Seeing the state-action value functions as an analog to the gradients in optimization, we interpret momentum as an average of consecutive $q$-functions. We derive Momentum Value Iteration (MoVI), a variation of Value Iteration that incorporates this momentum idea. Our analysis shows that this allows MoVI to average errors over successive iterations. We show that the proposed approach can be readily extended to deep learning. Specifically, we propose a simple improvement on DQN based on MoVI, and experiment it on Atari games.

📄 PDF Abstract BibTeX arXiv:1910.09322

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Atari Gamesreinforcement-learningReinforcement LearningReinforcement Learning (RL)

Methods 이 논문이 사용한 방법론

Q-Learning Q-Learning is an off-policy temporal difference control algorithm: $$Q\left(S\_{t}, A\_{t}\right) \leftarrow Q\left(S\_{t}, A\_{t}\right) + \alpha\left[R_{t+1} +…
Dense Connections Dense Connections, or Fully Connected Connections, are a type of layer in a deep neural network that use a linear operation where every input is connected to every output…
Convolution A convolution is a type of matrix operation, consisting of a kernel, a small matrix of weights, that slides over input data performing element-wise multiplication with the…
DQN A DQN, or Deep Q-Network, approximates a state-value function in a Q-Learning framework with a neural network. In the Atari…

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