Quantile Regression DQN (QR-DQN)

Quantile Regression DQN (QR-DQN)

• https://arxiv.org/abs/1710.10044
• https://sb3-contrib.readthedocs.io/en/master/modules/qrdqn.html

Quantile Regression DQN (QR-DQN) builds on Deep Q-Network (DQN) and make use of quantile regression to explicitly model the distribution over returns, instead of predicting the mean return (DQN).