Modified Double DQN: addressing stability
  Inspired by double q learning algorithm, the double DQN algorithm was
originally proposed in order to address the overestimation issue in the
original DQN algorithm. The double DQN has successfully shown both
theoretically and empirically the importance of decoupling in terms of action
evaluation and selection in computation of targets values; although, all the
benefits were acquired with only a simple adaption to DQN algorithm, minimal
possible change as it was mentioned by the authors. Nevertheless, there seems a
roll-back in the proposed algorithm of Double-DQN since the parameters of
policy network are emerged again in the target value function which were
initially withdrawn by DQN with the hope of tackling the serious issue of
moving targets and the instability caused by it (i.e., by moving targets) in
the process of learning. Therefore, in this paper three modifications to the
Double-DQN algorithm are proposed with the hope of maintaining the performance
in the terms of both stability and overestimation. These modifications are
focused on the logic of decoupling the best action selection and evaluation in
the target value function and the logic of tackling the moving targets issue.
Each of these modifications have their own pros and cons compared to the
others. The mentioned pros and cons mainly refer to the execution time required
for the corresponding algorithm and the stability provided by the corresponding
algorithm. Also, in terms of overestimation, none of the modifications seem to
underperform compared to the original Double-DQN if not outperform it. With the
intention of evaluating the efficacy of the proposed modifications, multiple
empirical experiments along with theoretical experiments were conducted. The
results obtained are represented and discussed in this article.
