LLQL: Logistic Likelihood Q-Learning for Reinforcement Learning

Currently, research on Reinforcement learning (RL) can be broadly classified into two categories: online RL and offline RL. Both in online and offline RL, the primary focus of research on the Bellman error lies in the optimization techniques and performance improvement, rather than exploring the inherent structural properties of the Bellman error, such as distribution characteristics. In this study, we analyze the distribution of the Bellman approximation error in both online and offline settings. We find that in the online environment, the Bellman error follows a Logistic distribution, while in the offline environment, the Bellman error follows a constrained Logistic distribution, where the constrained distribution is dependent on the prior policy in the offline data set. Based on this finding, we have improved the MSELoss which is based on the assumption that the Bellman errors follow a normal distribution, and we utilized the Logistic maximum likelihood function to construct $\rm LLoss$ as an alternative loss function. In addition, we observed that the rewards in the offline data set should follow a specific distribution, which would facilitate the achievement of offline objectives. In our numerical experiments, we performed controlled variable corrections on the loss functions of two variants of Soft-Actor-Critic in both online and offline environments. The results confirmed our hypothesis regarding the online and offline settings, we also found that the variance of LLoss is smaller than MSELoss. Our research provides valuable insights for further investigations based on the distribution of Bellman errors.