Browse ORBi

- What it is and what it isn't
- Green Road / Gold Road?
- Ready to Publish. Now What?
- How can I support the OA movement?
- Where can I learn more?

ORBi

Bayesian Reinforcement Learning Vlassis, Nikos ; ; et al in Wiering, Marco; van Otterlo, Martijn (Eds.) Reinforcement Learning: State of the Art (2012) This chapter surveys recent lines of work that use Bayesian techniques for reinforcement learning. In Bayesian learning, uncertainty is expressed by a prior distribution over unknown parameters and ... [more ▼] This chapter surveys recent lines of work that use Bayesian techniques for reinforcement learning. In Bayesian learning, uncertainty is expressed by a prior distribution over unknown parameters and learning is achieved by computing a posterior distribution based on the data observed. Hence, Bayesian reinforcement learning distinguishes itself from other forms of reinforcement learning by explic- itly maintaining a distribution over various quantities such as the parameters of the model, the value function, the policy or its gradient. This yields several benefits: a) domain knowledge can be naturally encoded in the prior distribution to speed up learning; b) the exploration/exploitation tradeoff can be naturally optimized; and c) notions of risk can be naturally taken into account to obtain robust policies. [less ▲] Detailed reference viewed: 174 (8 UL)Point-Based Value Iteration for Continuous POMDPs ; Vlassis, Nikos ; et al in Journal of Machine Learning Research (2006), 7 We propose a novel approach to optimize Partially Observable Markov Decisions Processes (POMDPs) defined on continuous spaces. To date, most algorithms for model-based POMDPs are restricted to discrete ... [more ▼] We propose a novel approach to optimize Partially Observable Markov Decisions Processes (POMDPs) defined on continuous spaces. To date, most algorithms for model-based POMDPs are restricted to discrete states, actions, and observations, but many real-world problems such as, for instance, robot navigation, are naturally defined on continuous spaces. In this work, we demonstrate that the value function for continuous POMDPs is convex in the beliefs over continuous state spaces, and piecewise-linear convex for the particular case of discrete observations and actions but still continuous states. We also demonstrate that continuous Bellman backups are contracting and isotonic ensuring the monotonic convergence of value-iteration algorithms. Relying on those properties, we extend the algorithm, originally developed for discrete POMDPs, to work in continuous state spaces by representing the observation, transition, and reward models using Gaussian mixtures, and the beliefs using Gaussian mixtures or particle sets. With these representations, the integrals that appear in the Bellman backup can be computed in closed form and, therefore, the algorithm is computationally feasible. Finally, we further extend to deal with continuous action and observation sets by designing effective sampling approaches. [less ▲] Detailed reference viewed: 35 (0 UL)An analytic solution to discrete Bayesian reinforcement learning ; Vlassis, Nikos ; et al in Proc Int. Conf. on Machine Learning, Pittsburgh, USA (2006) Reinforcement learning (RL) was originally proposed as a framework to allow agents to learn in an online fashion as they interact with their environment. Existing RL algorithms come short of achieving ... [more ▼] Reinforcement learning (RL) was originally proposed as a framework to allow agents to learn in an online fashion as they interact with their environment. Existing RL algorithms come short of achieving this goal because the amount of exploration required is often too costly and/or too time consuming for online learning. As a result, RL is mostly used for offline learning in simulated environments. We propose a new algorithm, called BEETLE, for effective online learning that is computationally efficient while minimizing the amount of exploration. We take a Bayesian model-based approach, framing RL as a partially observable Markov decision process. Our two main contributions are the analytical derivation that the optimal value function is the upper envelope of a set of multivariate polynomials, and an efficient point-based value iteration algorithm that exploits this simple parameterization. [less ▲] Detailed reference viewed: 99 (0 UL) |
||