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Parameterized Projected Bellman Operator

AAAI 2024 · Reinforcement learning › Policy gradient and actor-critic · approach: Temporal-difference and discounting theory · 2 citations (OpenAlex)

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Proposes the projected Bellman operator (PBO), a learned operator mapping value-function parameters to updated parameters, avoiding sample-based Bellman backups and projection steps in approximate value iteration, with offline (ProFQI) and online (ProDQN) algorithms.

Problem

Approximate value iteration relies on sample-based Bellman operator applications followed by costly projection onto a function space, where uninformative samples slow updates and projection adds expense.

Approach

Learn an operator acting directly on value-function parameters (PBO) that emulates the optimal Bellman operator followed by projection, so it can be iterated arbitrarily many times without new samples and its outputs always lie in the function space; parameterized with neural networks and trained with a loss over multiple PBO iterations (and optionally a fixed-point term).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Learn and apply a parameterized projected Bellman operator instead of regular FQI updatesProFQI · Car-on-hilldiscounted cumulative rewardHelped
Learn and apply a parameterized projected Bellman operator instead of regular DQN updatesProDQN · Bicycle balancingdiscounted cumulative rewardMixed
Learn and apply a parameterized projected Bellman operator instead of regular DQN updatesProDQN · Lunar landerdiscounted cumulative rewardHelped
Apply the trained PBO for additional iterations after trainingProFQI · Chain-walkL2 norm to optimal action-value functionHelped
Add a fixed-point term to the PBO training loss (ablation)ProFQI · Chain-walk, K=2 and K=5L2 norm to optimal action-value functionHelped
Add a fixed-point term to the PBO training loss (ablation)ProFQI · Chain-walk, K=15L2 norm to optimal action-value functionHurt
Use the closed-form chain-walk PBO with unknown transition and reward parameters (ablation)ProFQI · Chain-walk, K=2 and K=5L2 norm to optimal action-value functionHelped
Use the closed-form LQR PBO with unknown system parameters (ablation)ProFQI · LQRdistance to optimal action-value parametersHelped
Use the closed-form LQR PBO with known system parameters (ablation)ProFQI · LQRdistance to optimal action-value parametersHelped

Surprising findings

Limitations

Experimental setup

Datasets: chain-walk LQR car-on-hill bicycle balancing lunar lander

Benchmarks: chain-walk LQR car-on-hill bicycle balancing lunar lander

Metrics: l2-norm distance to optimal action-value parameters discounted cumulative reward

Baselines: FQI DQN

Builds on: fitted Q-iteration deep Q-network approximate value iteration HyperNetworks

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