Papers › Hyperbolic Discounting and Learning over Multiple Horizons

Hyperbolic Discounting and Learning over Multiple Horizons

19 Feb 2019ICLR 2020 1arXiv:1902.06865archive 2025-07-28

William Fedus, Carles Gelada, Yoshua Bengio, Marc G. Bellemare, Hugo Larochelle

Reinforcement learning (RL) typically defines a discount factor as part of the Markov Decision Process. The discount factor values future rewards by an exponential scheme that leads to theoretical convergence guarantees of the Bellman equation. However, evidence from psychology, economics and neuroscience suggests that humans and animals instead have hyperbolic time-preferences. In this work we revisit the fundamentals of discounting in RL and bridge this disconnect by implementing an RL agent that acts via hyperbolic discounting. We demonstrate that a simple approach approximates hyperbolic discount functions while still using familiar temporal-difference learning techniques in RL. Additionally, and independent of hyperbolic discounting, we make a surprising discovery that simultaneously learning value functions over multiple time-horizons is an effective auxiliary task which often improves over a strong value-based RL agent, Rainbow.

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Reinforcement LearningReinforcement Learning (RL)reinforcement-learning

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