Reward Shaping in Episodic Reinforcement Learning

Recent advancements in reinforcement learning confirm that reinforcement learning techniques can solve large scale problems leading to high quality autonomous decision making. It is a matter of time until we will see large scale applications of reinforcement learning in various sectors, such as healthcare and cyber-security, among others. However, reinforcement learning can be time-consuming because the learning algorithms have to determine the long term consequences of their actions using delayed feedback or rewards. Reward shaping is a method of incorporating domain knowledge into reinforcement learning so that the algorithms are guided faster towards more promising solutions. Under an overarching theme of episodic reinforcement learning, this paper shows a unifying analysis of potential-based reward shaping which leads to new theoretical insights into reward shaping in both model-free and model-based algorithms, as well as in multi-agent reinforcement learning.