Efficient Eligibility Traces for Deep Reinforcement Learning

Eligibility traces are an effective technique to accelerate reinforcement learning by smoothly assigning credit to recently visited states. However, their online implementation is incompatible with modern deep reinforcement learning algorithms, which rely heavily on i.i.d. training data and offline learning. We utilize an efficient, recursive method for computing {\lambda}-returns offline that can provide the benefits of eligibility traces to any value-estimation or actor-critic method. We demonstrate how our method can be combined with DQN, DRQN, and A3C to greatly enhance the learning speed of these algorithms when playing Atari 2600 games, even under partial observability. Our results indicate several-fold improvements to sample efficiency on Seaquest and Q*bert. We expect similar results for other algorithms and domains not considered here, including those with continuous actions.