Randomized Value Functions via Multiplicative Normalizing Flows
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Randomized value functions offer a promising approach towards the challenge of efficient exploration in complex environments with high dimensional state and action spaces. Unlike traditional point estimate methods, randomized value functions maintain a posterior distribution over action-space values. This prevents the agent's behavior policy from prematurely exploiting early estimates and falling into local optima. In this work, we leverage recent advances in variational Bayesian neural networks and combine these with traditional Deep Q-Networks (DQN) to achieve randomized value functions for high-dimensional domains. In particular, we augment DQN with multiplicative normalizing flows in order to track an approximate posterior distribution over its parameters. This allows the agent to perform approximate Thompson sampling in a computationally efficient manner via stochastic gradient methods. We demonstrate the benefits of our approach through an empirical comparison in high dimensional environments.
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