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Eligibility traces is a method of weighting between temporal-difference "targets" and Monte-Carlo "returns". In practice, for example, instead of using the one-step TD target, $r_t + \gamma V (s_{t+1})$, as in the temporal difference update $V (s_t) \leftarrow V (s_t) + \alpha (r_t + \gamma V (s_{t+1}) − V (s_t))$, you use the so-called &...

5

To rewrite $G_t^\lambda$ recursively, our goal is to define it in terms of $$G_{t+1}^\lambda = (1-\lambda)\sum_{n=1}^\infty \lambda^{n-1}G_{t+1:t+n+1}.\tag{0}$$ The $\lambda$-return is a weighted average of all $n$-step returns. We will split up the summation by pulling out the one-step return $G_{t:t+1}$ and the first step's reward $R_{t+1}$. $$\begin{... 3 Epsilon-greedy is one method of making an agent explore the state space to ensure that the agent doesn't settle on a sub-optimal policy. By taking random actions, even with a small probability, the agent can get to places in the state space it normally wouldn't see and on the chance that the outcome is better than what it normally would have seen, it can ... 3 Softmax policy \pi_\theta(s,a) is defined as \frac{\exp{(\phi(s,a)^T \theta})}{\Sigma \exp{(\phi(s,a) ^T \theta) }}, where the summation is over the action space. Taking log, this becomes$$ \log \pi_\theta(s,a) = log(e^{\phi(s,a) ^T \theta}) - log({\Sigma e^{\phi(s,a) ^T \theta }}) \\ = \phi(s,a) ^T \theta - log({\Sigma e^{\phi(s,a)^T \theta }})  ...

2

Theoretically, nothing precludes the use of $\lambda$-returns in actor-critic methods. The $\lambda$-return is an unbiased estimator of the Monte Carlo (MC) return, which means they are essentially interchangeable. In fact, as discussed in High-Dimensional Continuous Control Using Generalized Advantage Estimation, using the $\lambda$-return instead of the MC ...

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I will refer to $\mathcal T^{\pi}$as $\mathcal T$ and $P^{\pi}$ as $P$ for notational simplicity \begin{align} (\mathcal{T})^{n+1} Q &= \mathcal{T}(\mathcal{T}(...(\mathcal{T}(Q))))\\ &= r + \gamma P(r + \gamma P(...(r + \gamma P Q)))\\ &= r + r\sum_{i=1}^{n} \gamma^i P^i + \gamma^{n+1} P^{n+1} Q \end{align} \begin{align} \mathcal{T}_{\lambda}Q &...

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If you really just want an SMDP-version of the algorithm, which only needs to be capable of operating on the "high-level" time scale of macro-actions, you can relatively safely take the original pseudocode of whatever MDP-based algorithm you like, replace every occurrence of "action" with "macro-action", and you're pretty much done. The only caveat I can ...

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