Disentangling Options with Hellinger Distance Regularizer
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In reinforcement learning (RL), temporal abstraction still remains as an important and unsolved problem. The options framework provided clues to temporal abstraction in the RL, and the option-critic architecture elegantly solved the two problems of finding options and learning RL agents in an end-to-end manner. However, it is necessary to examine whether the options learned through this method play a mutually exclusive role. In this paper, we propose a Hellinger distance regularizer, a method for disentangling options. In addition, we will shed light on various indicators from the statistical point of view to compare with the options learned through the existing option-critic architecture.
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