Parameter-based Value Functions

NeurIPS 2020

Traditional off-policy actor-critic Reinforcement Learning (RL) algorithms learn value functions of a single target policy. However, when value functions are updated to track the learned policy, they forget potentially useful information about old policies. We introduce a class of value functions called Parameter-based Value Functions (PVFs) whose inputs include the policy parameters. They can generalize across different policies. PVFs can evaluate the performance of any policy given a state, a state-action pair, or a distribution over the RL agent's initial states. First we show how PVFs yield novel off-policy policy gradient theorems. Then we derive off-policy actor-critic algorithms based on PVFs trained by Monte Carlo or Temporal Difference methods. We show how learned PVFs can zero-shot learn new policies that outperform any policy seen during training. Finally our algorithms are evaluated on a selection of discrete and continuous control tasks using shallow policies and deep neural networks. Their performance is comparable to state-of-the-art methods. Speakers: Francesco Faccio, Louis Kirsch, Jürgen Schmidhuber