A Bayesian sampling approach to exploration in reinforcement learning

  • Authors:
  • John Asmuth;Lihong Li;Michael L. Littman;Ali Nouri;David Wingate

  • Affiliations:
  • Rutgers University, Piscataway, NJ;Rutgers University, Piscataway, NJ;Rutgers University, Piscataway, NJ;Rutgers University, Piscataway, NJ;Massachusetts Institute of Technology, Cambridge, MA

  • Venue:
  • UAI '09 Proceedings of the Twenty-Fifth Conference on Uncertainty in Artificial Intelligence
  • Year:
  • 2009

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Abstract

We present a modular approach to reinforcement learning that uses a Bayesian representation of the uncertainty over models. The approach, BOSS (Best of Sampled Set), drives exploration by sampling multiple models from the posterior and selecting actions optimistically. It extends previous work by providing a rule for deciding when to re-sample and how to combine the models. We show that our algorithm achieves near-optimal reward with high probability with a sample complexity that is low relative to the speed at which the posterior distribution converges during learning. We demonstrate that BOSS performs quite favorably compared to state-of-the-art reinforcement-learning approaches and illustrate its flexibility by pairing it with a non-parametric model that generalizes across states.