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 discontinuity


Natural Value Approximators: Learning when to Trust Past Estimates

Neural Information Processing Systems

Neural networks have a smooth initial inductive bias, such that small changes in input do not lead to large changes in output. However, in reinforcement learning domains with sparse rewards, value functions have non-smooth structure with a characteristic asymmetric discontinuity whenever rewards arrive. We propose a mechanism that learns an interpolation between a direct value estimate and a projected value estimate computed from the encountered reward and the previous estimate. This reduces the need to learn about discontinuities, and thus improves the value function approximation. Furthermore, as the interpolation is learned and state-dependent, our method can deal with heterogeneous observability. We demonstrate that this one change leads to significant improvements on multiple Atari games, when applied to the state-of-the-art A3C algorithm.



Leveraging the two-timescale regime to demonstrate convergence of neural networks

Neural Information Processing Systems

Artificial neural networks are among the most successful modern machine learning methods, in particular because their non-linear parametrization provides a flexible way to implement feature learning (see, e.g., Goodfellow et al., 2016, chapter 15).



NeuralJumpStochasticDifferentialEquations

Neural Information Processing Systems

One approach is with hybrid systems, which are dynamical systems characterized by piecewise continuous trajectories with a finite number of discontinuities introduced by discrete events [5].