Momentum in Reinforcement Learning

AISTATS, pp. 2529-2538, 2019.

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Abstract:

We adapt the optimization's concept of momentum to reinforcement learning. Seeing the state-action value functions as an analog to the gradients in optimization, we interpret momentum as an average of consecutive $q$-functions. We derive Momentum Value Iteration (MoVI), a variation of Value Iteration that incorporates this momentum idea...More

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