The Effect of Multi-step Methods on Overestimation in Deep Reinforcement Learning

Multi-step (also called n-step) methods in Reinforcement Learning (RL) have been shown to be more efficient than the 1-step method due to faster propagation of the reward signal, both theoretically and empirically, in tasks exploiting tabular representation of the value-function. Recently, research in Deep Reinforcement Learning (DRL) also shows that multi-step methods improve learning speed and final performance in applications where the value-function and policy are represented with deep neural networks. However, there is a lack of understanding about what is actually contributing to the boost of performance. In this work, we analyze the effect of multi-step methods on alleviating the overestimation problem in DRL, where multi-step experiences are sampled from a replay buffer. Specifically building on top of Deep Deterministic Policy Gradient (DDPG), we propose Multi- step DDPG (MDDPG), where different step sizes are manually set, and a variant called Mixed Multi-step DDPG (MMDDPG) where an average over different multi-step backups is used as an update target for the Q-value function. Empirically, we show that both MDDPG and MMDDPG are significantly less affected by the overestimation problem than DDPG with 1-step backup, which consequently results in better final performance and learning speed. We also discuss the advantages and disadvantages of different ways to do multi-step expansion in order to reduce approximation error, and expose the tradeoff between overestimation and underestimation that underlies offline multi-step methods. Finally, we compare the computational resource needs of MDDPG and MMDDPG with those of Twin Delayed Deep Deterministic Policy Gradient (TD3), a state-of-the-art algorithm proposed to address overestimation in actor-critic methods, since they show comparable final performance and learning speed.