Parameter-Free Reduction of the Estimation Bias in Deep Reinforcement Learning for Deterministic Policy Gradients

Abstract Approximation of the value functions in value-based deep reinforcement learning induces overestimation bias, resulting in suboptimal policies. We show that when the reinforcement signals received by the agents have a high variance, deep actor-critic approaches that overcome the overestimation bias lead to a substantial underestimation bias. We first address the detrimental issues in the existing approaches that aim to overcome such underestimation error. Then, through extensive statistical analysis, we introduce a novel, parameter-free Deep Q-learning variant to reduce this underestimation bias in deterministic policy gradients. By sampling the weights of a linear combination of two approximate critics from a highly shrunk estimation bias interval, our Q-value update rule is not affected by the variance of the rewards received by the agents throughout learning. We test the performance of the introduced improvement on a set of MuJoCo and Box2D continuous control tasks and demonstrate that it outperforms the existing approaches and improves the baseline actor-critic algorithm in most of the environments tested.