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Bootstrapping the value function?

Open XuchanBao opened this issue 6 years ago • 1 comments

Currently, the target for the value function is the discounted sum of all future rewards. This gives unbiased estimate but will result in higher variance. An alternative is to use bootstrapped estimate, i.e. something like target[i] = rewards[i] + gamma * prev_values * masks[i]

Bootstrapping is often preferred due to low variance, even though it results in biased gradient estimate.

XuchanBao avatar Jul 15 '19 18:07 XuchanBao

This is done in Tianshou, check it out at https://github.com/thu-ml/tianshou If you are still interested. @XuchanBao

ChenDRAG avatar Apr 14 '21 08:04 ChenDRAG