What is Value function approximation

Value Function Approximation in Reinforcement Learning

Reinforcement learning (RL) is a machine learning technique that focuses on training artificial agents to make decisions based on environmental feedback. In RL, agents are trained to maximize a reward signal given by the environment. One of the central challenges in RL is to learn an optimal policy that maximizes the cumulative discounted reward over time. However, this is often difficult in practice, especially when the state and action spaces are large or continuous. To address this, researchers have developed various value function approximation (VFA) techniques to estimate the value function of the state-action pairs.

The value function is a core concept in RL that quantifies how good it is for an agent to be in a particular state or perform a particular action. The value function of a state is defined as the expected cumulative discounted reward starting from that state and following a particular policy. The value function of a state-action pair is defined similarly, except that the agent takes a specific action in that state and then follows the policy. The optimal policy is the policy that maximizes the value function in each state.

Value function approximation is used when the state and/or action spaces are too large or continuous, making it infeasible to store or compute the exact value function for each state-action pair. Instead, we use parametric models that can be trained using sample transitions from the environment. The goal is to learn the optimal policy without requiring an exhaustive search over all possible state-action pairs.

The most common VFA techniques used in RL are linear function approximation and neural network approximation. In this article, we will discuss both of these methods in more detail and their respective advantages and disadvantages.

Linear Function Approximation

Linear function approximation (LFA) is a simple and widely used method of approximating the value function. The idea is to represent the value function as a linear combination of fixed basis functions that depend on the state and action variables. Mathematically speaking, the value function can be expressed as follows:

Q(s, a) ≈ θ0 + θ1f1(s, a) + θ2f2(s, a) + ... + θnfn(s, a)

where θi are the weights of the linear model and fi are the basis functions. The basis functions can be chosen according to the problem at hand, but commonly used ones include polynomials, Fourier series, and radial basis functions.

The weights of the linear model are usually learned using a form of stochastic gradient descent (SGD), such as Q-learning or SARSA. The update rule for Q-learning with LFA is:

θt+1 = θt + α(Rt+1 + γmaxa'Q(s', a') - Q(s, a))∇θQ(s, a)

where α is the learning rate, Rt+1 is the reward received at time t+1, γ is the discount factor, s' is the next state, a' is the next action, and ∇θQ(s, a) is the gradient of the value function with respect to the weights.

One advantage of LFA is that it is computationally efficient and can be used in real-time applications. Moreover, it is easy to interpret the weights as feature importance. However, LFA has several limitations. Firstly, it assumes that the value function is linear with respect to the weights, which is often not the case in practice. Secondly, LFA is sensitive to the choice of basis functions and may fail to capture the true underlying function. Thirdly, LFA can suffer from overfitting when the number of basis functions is too large compared to the available data.

Neural Network Approximation

Neural network approximation (NNA) is a powerful method of approximating the value function that can handle non-linear and high-dimensional state-action spaces. A neural network is a parametric model that consists of multiple layers of non-linear transformations. The value function is represented as the output of the neural network, which takes the state-action pair as input.

Training a neural network with RL is similar to supervised learning. The weights of the neural network are updated using the standard backpropagation algorithm with respect to the mean-squared error loss function between the predicted values and the target values. The target values are obtained by applying the temporal difference (TD) update rule:

Q(s, a) ← Q(s, a) + α(Rt+1 + γmaxa'Q(s', a') - Q(s, a))

where α is the learning rate, Rt+1 is the reward received at time t+1, γ is the discount factor, s' is the next state, a' is the next action, and maxa'Q(s', a') is the estimated value of the best action in the next state according to the current policy.

The advantage of NNA is its ability to learn complex non-linear functions from high-dimensional input data. Moreover, NNA can generalize well to unseen state-action pairs and can avoid overfitting by using regularization techniques such as dropout or weight decay. However, NNA has several challenges. Firstly, it is computationally expensive to train and may require a large amount of data to achieve good performance. Secondly, NNA can suffer from local optima and instability in the gradient updates, especially when the network architecture is complex or the learning rate is too high.

Comparing LFA and NNA

Both LFA and NNA have their respective strengths and weaknesses. LFA is simple, interpretable, and computationally efficient, but it may fail to capture non-linearities and can suffer from overfitting. NNA is powerful, flexible, and generalizable, but it can be computationally expensive and unstable.

The choice of VFA method depends on the problem at hand and the available resources. If the state and action spaces are small and simple, LFA may be sufficient and more interpretable. However, if the state and action spaces are large and complex, NNA may be necessary to approximate the true value function. In practice, a combination of both methods, such as using LFA as a feature engineering step for NNA, can be effective.


Value function approximation is an essential technique for solving reinforcement learning problems with large or continuous state-action spaces. Linear function approximation and neural network approximation are two popular methods of approximating the value function, each with its own advantages and disadvantages. The choice of method depends on the problem at hand and the available resources. To achieve the best performance, a combination of both methods can be effective.

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