Per-Decision Option Discounting


Anna Harutyunyan, Peter Vrancx, Philippe Hamel, Ann Nowe, Doina Precup ;
Proceedings of the 36th International Conference on Machine Learning, PMLR 97:2644-2652, 2019.


In order to solve complex problems an agent must be able to reason over a sufficiently long horizon. Temporal abstraction, commonly modeled through options, offers the ability to reason at many timescales, but the horizon length is still determined by the discount factor of the underlying Markov Decision Process. We propose a modification to the options framework that naturally scales the agent’s horizon with option length. We show that the proposed option-step discount controls a bias-variance trade-off, with larger discounts (counter-intuitively) leading to less estimation variance.

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