Beyond Myopic World Models: Long-Horizon End-to-End Training for Direct Future Prediction

World models are expected to support imagination over extended temporal horizons, yet most are still trained through local few-step prediction objectives and deployed by recursively rolling out their own predictions. This creates a fundamental mismatch: few-step losses optimize local transition fidelity, while long-horizon prediction depends on how errors and gradients propagate through the entire trajectory. As a result, transitions with different downstream influence on the endpoint are treated uniformly during training, and small local errors are amplified through recursive inference. We argue that long-horizon accuracy is better achieved by optimizing directly, through an end-to-end endpoint prediction objective. To instantiate this paradigm, we introduce the Direct Prediction World Model (DPWM), a non-recursive architecture that compresses an action sequence of arbitrary length into a single embedding and predicts the endpoint observation in a single forward pass. This design avoids recurrent rollout in both prediction and gradient propagation, making long-horizon end-to-end training practical. Empirically, DPWM substantially improves long-horizon endpoint prediction over recursive world-model baselines on continuous-control and pixel-based benchmarks, with larger gains as the prediction horizon increases. We further show that a recurrent any-step baseline improves substantially at long horizons when retrained with the same long-horizon endpoint objective, supporting our central claim that the training horizon, rather than the backbone alone, is a major driver of long-horizon prediction accuracy. Our results suggest that world models can benefit from being trained and evaluated at the temporal scales where they are ultimately used, shifting the focus from local transition modeling toward long-horizon predictive accuracy.