Options of Interest: Temporal Abstraction with Interest Functions

Understand

Temporal abstraction refers to the ability of an agent to use behaviours of controllers which act for a limited, variable amount of time.

• The options framework describes such behaviours as consisting of a subset of states in which they can initiate, an internal policy and a stochastic termination condition.
• However, much of the subsequent work on option discovery has ignored the initiation set, because of difficulty in learning it from data.
• We provide a generalization of initiation sets suitable for general function approximation, by defining an interest function associated with an option.