Upper-Expectile Multi-Step Q-Learning for Off-Policy Reinforcement Learning

Abstract

Multi-step returns accelerate reward propagation in off-policy reinforcement learning, but couple the evaluation of each decision to the suboptimal logged actions that follow it, inducing a pessimistic bias that grows with the horizon. We propose Expectile $n$-step Q-learning (ENQ), which replaces the symmetric $n$-step temporal-difference (TD) loss with an asymmetric expectile loss on the action-value error, with expectile level $\ddot{I}„$ as the only method-specific hyperparameter added beyond $n$-step TD. We prove that the ENQ operator is a $γ^{n}$-contraction. Under deterministic dynamics, at $\ddot{I}„=1$, its bias vanishes at the optimal action-value function $Q^{\ast }$ on covered in-support pairs, and the corresponding fixed point satisfies the separation-$n$ instance and its multiples of the lower-bound inequality used by Long-Horizon Q-learning (LQL). Under stochastic dynamics, the operator bias admits two-sided bounds with horizon-independent noise constants. Using a single expectile level $\ddot{I}„=0.8$ and a fixed backup horizon across 27 manipulation and navigation task instances, ENQ is competitive with LQL on aggregate, achieves higher measured training-step throughput in our profiling study, and benefits more from a ten-critic ensemble in a controlled scaling experiment.