1 Introduction
In reinforcement learning (RL), the objective that one wants to optimize for is often best described as an undiscounted sum of rewards (e.g., maximizing the total score in a game) and a discount factor is merely introduced so as to avoid some of the optimization challenges that can occur when directly optimizing on an undiscounted objective (Bertsekas and Tsitsiklis, 1996). In this scenario, the discount factor plays the role of a hyperparameter that can be tuned to obtain a better performance on the true objective. Furthermore, for practical reasons, a policy can only be evaluated for a finite amount of time, making the effective performance metric a finitehorizon, undiscounted objective.^{1}^{1}1As an example, in the seminal work of Mnih et al. (2015), the (undiscounted) score of Atari games is reported with a timelimit of 5 minutes per game.
To gain a better understanding of the interaction between the discount factor and a finitehorizon, undiscounted objective, we designed a number of experiments to study this relation. One surprising finding is that for some problems a low discount factor can result in better asymptotic performance, when a finitehorizon, undiscounted objective is indirectly optimized through the proxy of an infinitehorizon, discounted sum. This motivates us to look deeper into the effect of the discount factor on the optimization process.
We analyze why in practice the performance of low discount factors tends to fall flat when combined with function approximation, especially in tasks with long horizons. Specifically, we refute a number of common hypotheses and present a new one instead, identifying the primary culprit to be the sizedifference of the action gap (i.e., the difference between the values of the best and the secondbest actions of a state) across the statespace.
Our main contribution is a new method that yields more homogeneous actiongap sizes for sparsereward problems. This is achieved by mapping the update target to a logarithmic space and performing updates in that space instead. We prove convergence of this method under standard conditions.
Finally, we demonstrate empirically that our method achieves much better performance for low discount factors than previously possible, providing supporting evidence for our new hypothesis. Combining this with our analytical result that there exist tasks where low discount factors outperform higher ones asymptotically suggests that our method can unlock a performance on certain problems that is not achievable by contemporary RL methods.
2 Problem Setting
Consider a Markov decision process (MDP,
(Puterman, 1994)) , where denotes the set of states, the set of actions, the reward function ,the transition probability function
, and the starting state distribution. At each time step , the agent observes state and takes action . The agent observes the next state, drawn from the transition probability distribution
, and a reward . A terminal state is one that, once entered, terminates the interaction with the environment; mathematically, it can be interpreted as an absorbing state that transitions only to itself with a corresponding reward of 0. The behavior of an agent is defined by a policy , which, at time step , takes as input the history of states, actions, and rewards, , and outputs a distribution over actions, in accordance to which action is selected. If action only depends on the current state , we will call the policy a stationary one; if the policy depends on more than the current state , we will call the policy nonstationary.We define a task to be the combination of an MDP and a performance metric . The metric is a function that takes as input a policy and outputs a score that represents the performance of on . By contrast, we define the learning metric to be the metric that the agent optimizes. Within the context of this paper, unless otherwise stated, the performance metric considers the expected, finitehorizon, undiscounted sum of rewards over the startstate distribution; the learning metric considers the expected, infinitehorizon, discounted sum of rewards:
(1) 
where the horizon and the discount factor are hyperparameters of and , respectively.
The optimal policy of a task, , is the policy that maximizes the metric on the MDP . Note that in general will be a nonstationary policy. In particular, the optimal policy depends besides the current state on the time step. We denote the policy that is optimal w.r.t. the learning metric by . Because is not a finitehorizon objective, there exists a stationary, optimal policy for it, considerably simplifying the learning problem.^{2}^{2}2This is the main reason why optimizing on an infinitehorizon objective, rather than a finitehorizon one, is an attractive choice. Due to the difference between the learning and performance metrics, the policy that is optimal w.r.t. the learning metric does not need to be optimal w.r.t. the performance metric. We call the difference in performance between and , as measured by , the metric gap:
The relation between and the metric gap will be analyzed in Section 3.1.
We consider modelfree, valuebased methods. These are methods that aim to find a good policy by iteratively improving an estimate of the optimal actionvalue function , which, generally, predicts the expected discounted sum of rewards under the optimal policy conditioned on stateaction pairs. The canonical example is Qlearning (Watkins and Dayan, 1992), which updates its estimates as follows:
(2) 
where
is the stepsize. The actionvalue function is commonly estimated using a function approximator with weight vector
: . Deep QNetworks (DQN) (Mnih et al., 2015)use a deep neural network as function approximator and iteratively improve an estimate of
by minimizing a sequence of loss functions:
(3)  
(4) 
The weight vector from the previous iteration, , is encoded using a separate target network.
3 Analysis of Discount Factor Effects
3.1 Effect on Metric Gap
The question that is central to this section is the following: given a finitehorizon, undiscounted performance metric, what can be said about the relation between the discount factor of the learning metric and the metric gap?
To study this problem, we designed a variety of different tasks and measured the dependence between the metric gap and the discount factor. In Figure 1, we illustrate three of those tasks, as well as the metric gap on those tasks as function of the discount factor. In each task, an agent, starting from a particular position, has to collect rewards by collecting the positive objects while avoiding the negative objects. The transition dynamics of tasks A and B is deterministic; whereas, in task C wind blows in the direction of the arrows, making the agent move towards left with a 40% chance, regardless of its performed action. For all three tasks, the horizon of the performance metric is 12.
On task A, where a small negative reward has to be traded off for a large positive reward that is received later, high discount factors result in a smaller metric gap. By contrast, on task B, low discount factors result in a smaller metric gap. The reason is that for high discount factors the optimal learning policy takes the longer route by first trying to collect the large object, before going to the small object. However, with a performance metric horizon of 12, there is not enough time to take the long route and get both rewards. The low discount factor takes a shorter route by first going to the smaller object and is able to collect all objects in time. On task C, a tradeoff has to be made between the risk of falling into the negative object (due to domain stochasticity) versus taking a longer detour that minimizes this risk. On this task, the optimal policy is nonstationary (the optimal action depends on the time step). However, because the learning objective is not finitehorizon, it has a stationary optimal policy . Hence, the metric gap cannot be reduced to 0, for any value of the discount factor. However, the best discount factor is something that is not too high nor too low.
The examples from Figure 1 demonstrate that the best discount factor is taskdependent and can be anywhere in the range between and .
3.2 Optimization Effects
The performance of gives the theoretical limit of what the agent can achieve given its learning metric. However, the discount factor also affects the optimization process; for some discount factors, finding could be more challenging than for others. In this section, using the task shown in Figure 2, we evaluate the correlation between the discount factor and how hard it could be to find . It is easy to see that the policy that always takes the left action maximizes both discounted and undiscounted sum of rewards for any discount factor or horizon value, respectively. We define the learning metric as before (1), but use a different performance metric . Specifically, we define to be if the policy takes in every state, and otherwise. The metric gap for this setting of and is , with the optimal performance (for and ) being .
To study the optimization effects under function approximation, we use linear function approximation with features constructed by tilecoding (Sutton, 1996), using tilewidths of , , , and . A tilewidth of corresponds to a binary feature that is nonzero for neighbouring states and zero for the remaining ones. The number and offset of the tilings are such that any value function can be represented. Hence, errorfree reconstruction of the optimal actionvalue function is possible in principle, for any discount factor. Note that for a width of , the representation reduces to a tabular one.
To keep the experiment as simple as possible, we remove exploration effects by performing update sweeps over the entire stateaction space (using a stepsize of ) and measure performance at the end of each update sweep. Figure 3 shows the performance during early learning (average performance over the first sweeps) as well as the final performance (average between sweeps and ).
These experiments demonstrate a common empirical observation: when using function approximation, low discount factors do not work well in sparsereward domains. More specifically, the main observations are: 1) there is a sharp drop in final performance for discount factors below some threshold; 2) this threshold value depends on the tilewidth, with larger ones resulting in worse (i.e., higher) threshold values; and 3) the tabular representation performs well for all discount factors.
It is commonly believed that the action gap has a strong influence on the optimization process (Bellemare et al., 2016; Farahmand, 2011). The action gap of a state is defined as the difference in between the best and the second best actions at that state. To examine this common belief, we start by evaluating two straightforward hypotheses involving the action gap: 1) lower discount factors cause poor performance because they result in smaller action gaps; 2) lower discount factors cause poor performance because they result in smaller relative action gaps (i.e, the action gap of a state divided by the maximum actionvalue of that state). Since both hypotheses are supported by the results from Figure 3, we performed more experiments to test them. To test the first hypothesis, we performed the same experiment as above, but with rewards that are a factor larger. This in turn increases the action gaps by a factor as well. Hence, to validate the first hypothesis, this change should improve (i.e., lower) the threshold value where the performance falls flat. To test the second hypothesis, we pushed all actionvalues up by through additional rewards, reducing the relative actiongap. Hence, to validate the second hypothesis, performance should degrade for this variation. However, neither of the modifications caused significant changes to the early or final performance, invalidating these hypotheses. The corresponding graphs can be found in the supplementary material.
Because our two naïve actiongap hypotheses have failed, we propose an alternative hypothesis: lower discount factors cause poor performance because they result in a larger difference in the actiongap sizes across the state space. To illustrate the statement about the difference in actiongap sizes, we define a metric, which we call the actiongap deviation , that aims to capture the notion of actiongap variations. Specifically, let
be a random variable and let
be the subset of states that have a nonzero action gap. draws uniformly at random a state and outputs , where is the action gap of state . We now defineto be the standard deviation of the variable
. Figure 4 plots as function of the discount factor for the task in Figure 2.To test this new hypothesis, we have to develop a method that reduces the actiongap deviation for low discount factors, without changing the optimal policy. We do so in the next section.
4 Logarithmic Qlearning
In this section, we introduce our new method, logarithmic Qlearning, which reduces the actiongap deviation for sparsereward domains. We present the method in three steps, in each step adding a layer of complexity in order to extend the generality of the method. In the supplementary material, we prove convergence of the method in its most general form. As the first step, we now consider domains with deterministic dynamics and rewards that are either positive or zero.
4.1 Deterministic Domains with Positive Rewards
Our method is based on the same general approach as used by Pohlen et al. (2018): mapping the update target to a different space and performing updates in that space instead. We indicate the mapping function by , and its inverse by . Values in the mapping space are updated as follows:
(5) 
Note that in this equation is not an estimate of an expected return; it is an estimate of an expected return mapped to a different space. To obtain a regular Qvalue the inverse mapping has to be applied to . Because the updates occur in the mapping space, is now measured w.r.t. . That is, the action gap of state is now defined in the mapping space as .
To reduce , we propose to use a logarithmic mapping function. Specifically, we propose the following mapping function:
(6) 
with inverse function: , where , , and are mapping hyperparameters.
To understand the effect of (6) on , we plot , based on action gaps in the logarithmic space, on a variation of the chain task (Figure 2) that uses and . We also plot based on actions in the regular space. Figure 5 shows that with an appropriate value of , the actiongap deviation can almost be reduced to for low values of . Setting too high increases the deviation a little, while setting it too low increases it a lot for low discount factors. In short, controls the smallest Qvalue that can still be accurately represented (i.e., for which the action gap in the logspace is still significant). Roughly, the smallest value that can still be accurately represented is about . In other words, the cutoff point lies approximately at a state from which it takes time steps to experience a reward. Setting too high causes actions that have value in the regular space to have a large negative value in the logspace. This can increase the action gap substantially for the corresponding states, thus, resulting in an overall increase of the actiongap deviation.
The parameters and scale and shift values in the logarithmic space and do not have any effect on the actiongap deviation. The parameter controls the initialization of the Qvalues. Setting as follows:
(7) 
ensures that for any value of , and . This can be useful in practice, e.g., when using neural networks to represent , as it enables standard initialization methods (which produce output values around ) while still ensuring that the initialized values correspond with in the regular space. The parameter scales values in the logspace. For most tabular and linear methods, scaling values does not affect the optimization process. Nevertheless, in deep RL methods more advanced optimization techniques are commonly used and, thus, such scaling can impact the optimization process significantly. In all our experiments, except the deep RL experiments, we fixed according to the equation above with and used .
In stochastic environments, the approach described in this section causes issues, because averaging over stochastic samples in the logspace produces an underestimate compared to averaging in the regular space and then mapping the result to the logspace. Specifically, if is a random variable, (i.e., Jensen’s inequality). Fortunately, within our specific context, there is a way around this limitation that we discuss in the next section.
4.2 Stochastic Domains with Positive Rewards
The stepsize generally conflates two forms of averaging: averaging of stochastic update targets due to environment stochasticity, and, in the case of function approximation, averaging over different states. To amend our method for stochastic environments, ideally, we would separate these forms of averaging and perform the averaging over stochastic update targets in the regular space and the averaging over different states in the logspace. While such a separation is hard to achieve, the approach presented below, which is inspired by the above observation, achieves many of the same benefits. In particular, it enables convergence of to , even when the environment is stochastic.
Let be the stepsize for averaging in the logspace, and be the stepsize for averaging in the regular space. We amend the approach from the previous section by computing an alternative update target that is based on performing an averaging operation in the regular space. Specifically, the update target is transformed into an alternative update target as follows:
(8) 
with . The modified update target is used for the update in the logspace:
(9) 
Note that if , then , and update (9) reduces to update (5) from the previous section, with .
The conditions for convergence are discussed in the next section, but one of the conditions is that should go to in the limit. From a more practical point of view, when using fixed values for and , should be set sufficiently small to keep underestimation of values due to the averaging in the logspace under control. To illustrate this, we plot the RMS error on a positivereward variant of the chain task (). The RMS error plotted is based on the difference between and over all stateaction pairs. We used a tilewidth of 1, corresponding with a tabular representation, and used . Note that for , which reduces the method to the one from the previous section, the error never comes close to zero.
4.3 Stochastic Domains with Positive and/or Negative Rewards
We now consider the general case where the rewards can be both positive or negative (or zero). It might seem that we can generalize to negative rewards simply by replacing in the mapping function (6) by , where is a sufficiently large constant that prevents from becoming negative. The problem with this approach, as we will demonstrate empirically, is that it does not decrease for low discount factors. Hence, in this section we present an alternative approach, based on decomposing the Qvalue function into two functions.
Consider a decomposition of the reward into two components, and , as follows:
(10) 
Note that and are always nonnegative and that at all times. By decomposing the observed reward in this manner, these two reward components can be used to train two separate Qvalue functions: , which represents the value function in the mapping space corresponding to , and , which plays the same role for . To train these value functions, we construct the following update targets:
(11) 
with . These update targets are modified into and , respectively, based on (8), which are then used to update and , respectively, based on (9). Actionselection at time is based on , which we define as follows:
(12) 
In Appendix A, we prove convergence of logarithmic Qlearning under similar conditions as regular Qlearning. In particular, the product has to satisfy the same conditions as does for regular Qlearning. There is one additional condition on , which states that it should go to zero in the limit.
We now compute for the full version of the chain task. Because there are two functions, and , we have to generalize the definition of to this situation. We consider three generalizations: 1) is based on the actiongaps of (‘log plusonly’); 2) is based on the actiongaps of (‘log minonly’); and 3) is based on the actiongaps of both and (‘log both’). Furthermore, we plot a version that resolves the issue of negative rewards naïvely, by adding a value to the input of the logfunction (‘log bias’). We plot for these variants in Figure 7, using , together with for regular Qlearning (‘reg’). Interestingly, only for the ‘log plusonly’ variant is small for all discount factors. Further analysis showed that the reason for this is that under the optimal policy, the chance that the agent moves from a state close to the positive terminal state to the negative terminal state is very small, which means that is too small to make the actiongaps for homogeneous. However, as we will see in the next section, the performance with is good for all discount factors, demonstrating that not having homogeneous actiongaps for is not a huge issue. We argue that this could be because of the behavior related to the nature of positive and negative rewards: it might be worthwhile to travel a long distance to get a positive reward, but avoiding a negative reward is typically a shorthorizon challenge.
5 Experiments
We test our method by returning to the full version of the chain task and the same performance metric as used in Section 3.2, which measures whether or not the greedy policy is optimal. We used , , and (the value of is equal to the value of used in Section 3.2). Figure 8 plots the result for early learning as well as the final performance. Comparing these graphs with the graphs from Figure 3 shows that logarithmic Qlearning has successfully resolved the optimization issues of regular Qlearning related to the use of low discount factors in conjunction with function approximation.
Combined with the observation from Section 3.1 that the best discount factor is taskdependent, and the convergence proof in Appendix A, which guarantees that logarithmic Qlearning converges to the same policy as regular Qlearning, these results demonstrate that logarithmic Qlearning is able to solve tasks that are challenging to solve with Qlearning. Specifically, if a finitehorizon performance metric is used and the task is such that the metric gap is substantially smaller for lower discount factors, but performance falls flat for these discount factors due to function approximation.
Finally, we test our approach in a more complex setting by comparing the performance of DQN (Mnih et al., 2015) with a variant of it that implements our method, which we will refer to as LogDQN. To enable easy baseline comparisons, we used the Dopamine framework for our experiments (Castro et al., 2018). This framework not only contains opensource code of several important deep RL methods, but also contains the results obtained with these methods for a set of 60 games from the Arcade Learning Environment (Bellemare et al., 2013; Machado et al., 2018). This means that direct comparison to some important baselines is possible.
Our LogDQN implementation consists of a modification of the Dopamine’s DQN code. Specifically, in order to adapt DQN’s model to provide estimates of both and , the final output layer is doubled in size, and half of it is used to estimate while the other half estimates . All the other layers are shared between and and remain unchanged. Because both and are updated using the same samples, the replay memory does not require modification, so the memory footprint does not change. Furthermore, because and are updated simultaneously using a single pass through the model, the computational cost of LogDQN and DQN is similar. Further implementation details are provided in the supplementary material.
The published Dopamine baselines are obtained on a stochastic version of Atari using sticky actions (Machado et al., 2018) where with 25% probability the environment executes the action from the previous time step instead of the agent’s new action. Hence, we conducted all our LogDQN experiments on this stochastic version of Atari as well.
While Dopamine provides baselines for 60 games in total, we only consider the subset of 55 games for which human scores have been published, because only for these games a ‘humannormalized score’ can be computed, which is defined as:
(13) 
We use Table 2 from Wang et al. (2016) to retrieve the human and random scores.
We optimized hyperparameters using a subset of 6 games. In particular, we performed a scan over the discount factor between and . For DQN, was optimal; for LogDQN, the best value in this range was . We tried lower values as well, such as and , but this did not improve the overall performance over these 6 games. For the other hyperparameters of LogDQN we used , , , and . The product of and is , which is the same value as the (default) stepsize of DQN. We used different values of for the positive and negative heads: we set based on (7) with for the positive head, and for the negative head. Results from the hyperparameter optimization, as well as further implementation details are provided in the supplementary material.
Figure 9 shows the performance of LogDQN compared to DQN per game, using the same comparison equation as used by Wang et al. (2016):
where
is computed by averaging over the last 10% of each learning curve (i.e., last 20 epochs).
Figure 10 shows the mean and median of the humannormalized score of LogDQN, as well as DQN. We also plot the performance of the other baselines that Dopamine provides: C51 (Bellemare et al., 2017)
, Implicit Quantile Networks
(Dabney et al., 2018), and Rainbow (Hessel et al., 2018). These baselines are just for reference; we have not attempted to combine our technique with the techniques that these other baselines make use of.6 Discussion and Future Work
Our results provide strong evidence for our hypothesis that large differences in actiongap sizes are detrimental to the performance of approximate RL. A possible explanation could be that optimizing on the norm (3) might drive towards an average squarederror that is similar across the statespace. However, the errorlandscape required to bring the approximation error below the actiongap across the statespace has a very different shape if the actiongap is orders of magnitude different in size across the statespace. This mismatch between the required errorlandscape and that produced by the norm might lead to an ineffective use of the function approximator. Further experiments are needed to confirm this.
The strong performance we observed for in the deep RL setting is unlikely solely due to a difference in metric gap. We suspect that there are also other effects at play that make LogDQN as effective as it is. On the other hand, at (much) lower discount factors, the performance was not as good as it was for the high discount factors. We believe a possible reason could be that since such low values are very different than the original DQN settings, some of the other DQN hyperparameters might no longer be ideal in the low discount factor region. An interesting future direction would be to reevaluate some of the other hyperparameters in the low discount factor region.
Acknowledgments
We like to thank Kimia Nadjahi for her contributions to a convergence proof of an early version of logarithmic Qlearning. This early version ultimately got replaced by a significantly improved version, which required a different convergence proof.
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Appendix A Proof of Convergence for Logarithmic Qlearning
a.1 Definitions and Theorem
Our logarithmic Qlearning method is defined by the following equations:
(14) 
(15) 
(16) 
(17) 
(18) 
(19) 
(20) 
(21) 
(22) 
(23) 
For these equations, the following theorem holds:
Theorem 1
Under the definitions above, converges to w.p. 1 if the following conditions hold:
a.2 Proof  part 1
We define and prove in part 2 that from (20), (19), and (18) it follows that:
(24) 
with converging to zero w.p. 1 under condition 4 of the theorem, and defined as:
Similarly, using definition and (23), (22), and (21) it follows that:
(25) 
with converging to zero w.p. 1 under condition 4 of the theorem, and defined as:
It follows directly from the definitions of and and (16) that:
(26) 
Subtracting (25) from (24) and substituting this equivalence yields:
From (15) it follows that . Furthermore, the following holds:
Using these equivalences and defining and , it follows that:
(27) 
with converging to zero w.p. 1 under condition 4 of the theorem. This is a noisy Qlearning algorithm with the noise term decaying to zero. As we show in part 2, is fully specified (in the positive case, and likewise in the negative case) by , , and , which implies that is measurable given information at time , as required by Lemma 1 in Singh et al. (2000). Invoking that Lemma, it can therefore be shown that the iterative process defined by (27) converges to if , , and , as is guaranteed by the first three conditions of the theorem. The steps are similar to the proof of Theorem 1 of the same reference, which we do not repeat here.
a.3 Proof  part 2
In this section, we prove that (24) holds under the definitions from Section A.1, , and condition 4 of the theorem. The proof of (25) follows the same steps, but with the ‘’ variants of the different variables instead. For readability, we use for and for .
The definition of implies . Using these equivalences, we can rewrite (20), (19), and (18) in terms of :
(28) 
with
(29) 
By applying to both sides of (28), we get:
(30) 
which can be rewritten as:
(31) 
where is the error due to averaging in the logspace instead of in the regular space:
(32) 
The key to proving (24), and by extension the theorem, is proving that goes sufficiently fast to 0. We prove this by defining a bound on and showing that this bound goes to 0. Figure 11 illustrates the bound. The variables in the figure refer to the following quantities:
The error corresponds with:
Note here that since is a strictly concave function, the definition of and directly imply . Because is monotonically increasing, it follow that , which yields .
In both graphs of Figure 11, besides the mapping function , three more functions are plotted: , , and . These three functions are all linear functions passing through the point . The function has derivative , while has derivative . The function passes through point as well, giving it derivative .
As illustrated by the figure, and . Furthermore, for between and the following holds (in both cases):
And, equivalently:
We bound , by using a lowerbound for and an upperbound for . Specifically, we define and , and can now bound the error as follows: . Next, we compute an expression for the bound in terms of , , and .
First, note that for the derivatives of and the following holds:
From this it follows that:
Using this, we rewrite our bound as:
Recall that . The derivative of is
Substituting and in the expression for the bound gives:
Using the definitions of and , the results for the bound for :
(33) 
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