61.4LGMay 29
Multivariate Distributional Reinforcement Learning Using Sliced DivergencesBaptiste Debes, Tinne Tuytelaars
Distributional reinforcement learning (DRL) models the full return distribution rather than expectations, but extending it to multivariate settings remains challenging. Many common metrics do not naturally generalize beyond one dimension or lose computational tractability, and the multivariate case introduces additional difficulties such as general matrix discounting, for which no contraction results are available. We introduce Sliced Distributional Reinforcement Learning (SDRL), which lifts tractable one-dimensional divergences to multivariate return distributions via projections. We prove Bellman contraction for uniform slicing under shared scalar discounting, and introduce a maximum-slicing variant with contraction under general dense discount matrices. SDRL supports a broad class of base divergences; we analyze Wasserstein, Cramér, and Maximum Mean Discrepancy (MMD), and characterize which SDRL variants suit the standard single-sample Bellman update used in distributional RL. We evaluate SDRL on a toy chain problem and a gridworld image-based environment as well as a subset of Atari games.
LGJan 27
Distributional value gradients for stochastic environmentsBaptiste Debes, Tinne Tuytelaars
Gradient-regularized value learning methods improve sample efficiency by leveraging learned models of transition dynamics and rewards to estimate return gradients. However, existing approaches, such as MAGE, struggle in stochastic or noisy environments, limiting their applicability. In this work, we address these limitations by extending distributional reinforcement learning on continuous state-action spaces to model not only the distribution over scalar state-action value functions but also over their gradients. We refer to this approach as Distributional Sobolev Training. Inspired by Stochastic Value Gradients (SVG), our method utilizes a one-step world model of reward and transition distributions implemented via a conditional Variational Autoencoder (cVAE). The proposed framework is sample-based and employs Max-sliced Maximum Mean Discrepancy (MSMMD) to instantiate the distributional Bellman operator. We prove that the Sobolev-augmented Bellman operator is a contraction with a unique fixed point, and highlight a fundamental smoothness trade-off underlying contraction in gradient-aware RL. To validate our method, we first showcase its effectiveness on a simple stochastic reinforcement learning toy problem, then benchmark its performance on several MuJoCo environments.