This paper studies the potential of the return distribution for exploration in deterministic reinforcement learning (RL) environments. We study network losses and propagation mechanisms for Gaussian, Categorical and Gaussian mixture distributions. Combined with exploration policies that leverage this return distribution, we solve, for example, a randomized Chain task of length 100, which has not been reported before when learning with neural networks.
In this paper we study how to learn stochastic, multimodal transition dynamics in reinforcement learning (RL) tasks. We focus on evaluating transition function estimation, while we defer planning over this model to future work. Stochasticity is a fundamental property of many task environments. However, discriminative function approximators have difficulty estimating multimodal stochasticity. In contrast, deep generative models do capture complex high-dimensional outcome distributions. First we discuss why, amongst such models, conditional variational inference (VI) is theoretically most appealing for model-based RL. Subsequently, we compare different VI models on their ability to learn complex stochasticity on simulated functions, as well as on a typical RL gridworld with multimodal dynamics. Results show VI successfully predicts multimodal outcomes, but also robustly ignores these for deterministic parts of the transition dynamics. In summary, we show a robust method to learn multimodal transitions using function approximation, which is a key preliminary for model-based RL in stochastic domains. We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing @math -divergences, allowing us to capture complicated statistical patterns in the transition dynamics, e.g. multi-modality and heteroskedasticity, which are usually missed by other common modeling approaches. We illustrate the performance of our method by solving a challenging benchmark where model-based approaches usually fail and by obtaining promising results in a real-world scenario for controlling a gas turbine.