Title: Shallow Updates for Deep Reinforcement Learning,
Abstract: Deep reinforcement learning (DRL) methods such as the Deep Q-Network (DQN)
have achieved state-of-the-art results in a variety of challenging,
high-dimensional domains. This success is mainly attributed to the power of
deep neural networks to learn rich domain representations for approximating the
value function or policy. Batch reinforcement learning methods with linear
representations, on the other hand, are more stable and require less hyper
parameter tuning. Yet, substantial feature engineering is necessary to achieve
good results. In this work we propose a hybrid approach -- the Least Squares
Deep Q-Network (LS-DQN), which combines rich feature representations learned by
a DRL algorithm with the stability of a linear least squares method. We do this
by periodically re-training the last hidden layer of a DRL network with a batch
least squares update. Key to our approach is a Bayesian regularization term for
the least squares update, which prevents over-fitting to the more recent data.
We tested LS-DQN on five Atari games and demonstrate significant improvement
over vanilla DQN and Double-DQN. We also investigated the reasons for the
superior performance of our method. Interestingly, we found that the
performance improvement can be attributed to the large batch size used by the
LS method when optimizing the last layer.