Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
97 tokens/sec
GPT-4o
53 tokens/sec
Gemini 2.5 Pro Pro
43 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
47 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

RUDDER: Return Decomposition for Delayed Rewards (1806.07857v3)

Published 20 Jun 2018 in cs.LG, cs.AI, math.OC, and stat.ML

Abstract: We propose RUDDER, a novel reinforcement learning approach for delayed rewards in finite Markov decision processes (MDPs). In MDPs the Q-values are equal to the expected immediate reward plus the expected future rewards. The latter are related to bias problems in temporal difference (TD) learning and to high variance problems in Monte Carlo (MC) learning. Both problems are even more severe when rewards are delayed. RUDDER aims at making the expected future rewards zero, which simplifies Q-value estimation to computing the mean of the immediate reward. We propose the following two new concepts to push the expected future rewards toward zero. (i) Reward redistribution that leads to return-equivalent decision processes with the same optimal policies and, when optimal, zero expected future rewards. (ii) Return decomposition via contribution analysis which transforms the reinforcement learning task into a regression task at which deep learning excels. On artificial tasks with delayed rewards, RUDDER is significantly faster than MC and exponentially faster than Monte Carlo Tree Search (MCTS), TD({\lambda}), and reward shaping approaches. At Atari games, RUDDER on top of a Proximal Policy Optimization (PPO) baseline improves the scores, which is most prominent at games with delayed rewards. Source code is available at \url{https://github.com/ml-jku/rudder} and demonstration videos at \url{https://goo.gl/EQerZV}.

User Edit Pencil Streamline Icon: https://streamlinehq.com
Authors (6)
  1. Jose A. Arjona-Medina (3 papers)
  2. Michael Gillhofer (2 papers)
  3. Michael Widrich (7 papers)
  4. Thomas Unterthiner (24 papers)
  5. Johannes Brandstetter (46 papers)
  6. Sepp Hochreiter (82 papers)
Citations (198)

Summary

  • The paper introduces a novel return decomposition method that redistributes delayed rewards to simplify Q-value estimation.
  • Its methodology transforms credit assignment into a regression task using LSTM, enabling rapid policy optimization.
  • Empirical results demonstrate exponential speed-ups in learning optimal policies on both artificial tasks and Atari gaming environments.

Analyzing RUDDER: Return Decomposition for Delayed Rewards

In reinforcement learning, a complex challenge persists in effectively attributing credit to actions that contribute to a delayed reward, a scenario frequently encountered in real-world applications. The paper "RUDDER: Return Decomposition for Delayed Rewards" addresses this critical problem by proposing a novel approach aimed at enhancing the learning process in environments with delayed rewards. The authors introduce two primary concepts: reward redistribution and return decomposition.

Key Concepts and Methodology

The paper seeks to reformulate Markov Decision Processes (MDPs) in such a way that the expected future rewards are zero, which radically simplifies the estimation of Q-values by disentangling them from uncertain future outcomes. To achieve this, the authors propose decomposing the return into contributions attributable to each state-action pair, transforming the reinforcement learning problem into a regression task via contribution analysis. This approach leverages deep learning's strengths in regression tasks, allowing the model to identify which state-action pairs are most responsible for outcome results.

Reward redistribution is central to RUDDER’s functionality, ensuring that MDPs maintain equivalent returns while transforming the delayed-reward standard MDPs into processes with immediate rewards. This approach relies on preserving optimal policies even under reward changes, thereby maintaining the integrity of learned strategies post-transformation.

The second key innovation is the reconstruction of returns utilizing Long Short-Term Memory (LSTM) networks. These networks are employed to predict sequence-wide returns, allowing the agent to store pertinent information over long sequences and thus facilitate effective rewards redistribution. This provides a mechanism to accelerate learning by significantly reducing the number of updates required for policy optimization in environments with delayed rewards.

Empirical Results and Comparisons

The authors demonstrate RUDDER's effectiveness through a series of experiments on artificial tasks characterized by delayed rewards and on the suite of Atari games. RUDDER's efficacy becomes apparent in its ability to learn optimal policies exponentially faster than traditional Monte Carlo (MC) and temporal difference (TD) methods in scenarios where reward signals are sparse and significantly delayed. For instance, in a task where an agent must defuse a bomb in a grid world, RUDDER drastically reduces learning time compared to baseline methods, showing exponential speed-up with increased delay.

RUDDER's performance was also evaluated in a real-world-inspired gaming environment, the Atari suite. For delayed reward games like Bowling and Seaquest, where rewards might only be realized after a sequence of pivotal actions, RUDDER considerably outperforms the Proximal Policy Optimization (PPO) baseline by reallocating rewards strategically over key actions, thus enabling more efficient learning.

Implications and Future Perspectives

The implications of RUDDER’s reward decomposition and redistribution strategies are vast, both theoretically and practically. Theoretically, it challenges conventional reinforcement learning frameworks that struggle with delayed rewards, laying the groundwork for more sophisticated models that can redefine state-action valuations. Practically, RUDDER has potential applications across various domains where decision-making with delayed payoffs is crucial, such as robotics, gaming, and even financial modeling.

Future research could explore further refinement of reward decomposition techniques to handle increasingly complex tasks and environments, potentially integrating other forms of machine learning that excel in prediction under uncertainty. Additionally, investigating the bounds of reward redistributions in non-Markovian processes could yield insightful breakthroughs in modeling more intricate dynamics.

In summary, RUDDER’s methodical treatment of delayed rewards through return decomposition and reward redistribution represents a significant advancement in reinforcement learning. Its ability to efficiently manage delayed-reward scenarios opens numerous possibilities for developing intelligent systems capable of precise credit assignment, ultimately fostering the development of more robust and generalizable AI solutions.

Github Logo Streamline Icon: https://streamlinehq.com
Youtube Logo Streamline Icon: https://streamlinehq.com