Fully Parameterized Quantile Function for Distributional Reinforcement Learning
Derek Yang · Li Zhao · Zichuan Lin · Tao Qin · Jiang Bian · Tie-Yan Liu

Wed Dec 11th 10:45 AM -- 12:45 PM @ East Exhibition Hall B + C #208

Distributional Reinforcement Learning (RL) differs from traditional RL in that, rather than the expectation of total returns, it estimates distributions and has achieved state-of-the-art performance on Atari Games. The key challenge in practical distributional RL algorithms lies in how to parameterize estimated distributions so as to better approximate the true continuous distribution. Existing distributional RL algorithms parameterize either the probability side or the return value side of the distribution function, leaving the other side uniformly fixed as in C51, QR-DQN or randomly sampled as in IQN. In this paper, we propose fully parameterized quantile function that parameterizes both the quantile fraction axis (i.e., the x-axis) and the value axis (i.e., y-axis) for distributional RL. Our algorithm contains a fraction proposal network that generates a discrete set of quantile fractions and a quantile value network that gives corresponding quantile values. The two networks are jointly trained to find the best approximation of the true distribution. Experiments on 55 Atari Games show that our algorithm significantly outperforms existing distributional RL algorithms and creates a new record for the Atari Learning Environment for non-distributed agents.

Author Information

Derek Yang (UC San Diego)
Li Zhao (Microsoft Research)
Zichuan Lin (Tsinghua University)
Tao Qin (Microsoft Research)
Jiang Bian (Microsoft)
Tie-Yan Liu (Microsoft Research Asia)

Tie-Yan Liu is an assistant managing director of Microsoft Research Asia, leading the machine learning research area. He is very well known for his pioneer work on learning to rank and computational advertising, and his recent research interests include deep learning, reinforcement learning, and distributed machine learning. Many of his technologies have been transferred to Microsoft’s products and online services (such as Bing, Microsoft Advertising, Windows, Xbox, and Azure), and open-sourced through Microsoft Cognitive Toolkit (CNTK), Microsoft Distributed Machine Learning Toolkit (DMTK), and Microsoft Graph Engine. He has also been actively contributing to academic communities. He is an adjunct/honorary professor at Carnegie Mellon University (CMU), University of Nottingham, and several other universities in China. He has published 200+ papers in refereed conferences and journals, with over 17000 citations. He has won quite a few awards, including the best student paper award at SIGIR (2008), the most cited paper award at Journal of Visual Communications and Image Representation (2004-2006), the research break-through award (2012) and research-team-of-the-year award (2017) at Microsoft Research, and Top-10 Springer Computer Science books by Chinese authors (2015), and the most cited Chinese researcher by Elsevier (2017). He has been invited to serve as general chair, program committee chair, local chair, or area chair for a dozen of top conferences including SIGIR, WWW, KDD, ICML, NIPS, IJCAI, AAAI, ACL, ICTIR, as well as associate editor of ACM Transactions on Information Systems, ACM Transactions on the Web, and Neurocomputing. Tie-Yan Liu is a fellow of the IEEE, and a distinguished member of the ACM.

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