Propagating Uncertainty in Reinforcement Learning via Wasserstein Barycenters

Alberto Maria Metelli, Amarildo Likmeta, Marcello Restelli
2019 Neural Information Processing Systems  
How does the uncertainty of the value function propagate when performing temporal difference learning? In this paper, we address this question by proposing a Bayesian framework in which we employ approximate posterior distributions to model the uncertainty of the value function and Wasserstein barycenters to propagate it across state-action pairs. Leveraging on these tools, we present an algorithm, Wasserstein Q-Learning (WQL), starting in the tabular case and then, we show how it can be
more » ... d to deal with continuous domains. Furthermore, we prove that, under mild assumptions, a slight variation of WQL enjoys desirable theoretical properties in the tabular setting. Finally, we present an experimental campaign to show the effectiveness of WQL on finite problems, compared to several RL algorithms, some of which are specifically designed for exploration, along with some preliminary results on Atari games.
dblp:conf/nips/MetelliLR19 fatcat:fopzpftyqffy5jhmgej3lr5xgu