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Algorithm-Directed Exploration for Model-Based Reinforcement Learning in Factored MDPs

Full Text: guestrin02algorithmdirected.pdf PDF

One of the central challenges in reinforcement learning is to balance the exploration/exploitation tradeoff while scaling up to large problems. Al­ though model­based reinforcement learning has been less prominent than value­based methods in addressing these challenges, recent progress has generated renewed interest in pursuing model­ based approaches: Theoretical work on the ex­ ploration/exploitation tradeoff has yielded provably sound model­based algorithms such as E 3 and Rmax , while work on factored MDP representa­ tions has yielded model­based algorithms that can scale up to large problems. Recently the benefits of both achievements have been combined in the Factored E 3 algorithm of Kearns and Koller. In this paper, we address a significant shortcoming of Factored E 3 : namely that it requires an oracle planner that cannot be feasibly implemented. We propose an alternative approach that uses a prac­ tical approximate planner, approximate linear pro­ gramming, that maintains desirable properties. Fur­ ther, we develop an exploration strategy that is tar­ geted toward improving the performance of the lin­ ear programming algorithm, rather than an oracle planner. This leads to a simple exploration strategy that visits states relevant to tightening the LP solu­ tion, and achieves sample efficiency logarithmic in the size of the problem description. Our experimen­ tal results show that the targeted approach performs better than using approximate planning for imple­ menting either Factored E 3 or Factored Rmax .

Citation

C. Guestrin, R. Patrascu, D. Schuurmans. "Algorithm-Directed Exploration for Model-Based Reinforcement Learning in Factored MDPs". International Conference on Machine Learning (ICML), Sydney Australia, July 2002.

Keywords: algorithm, factored MDPs, machine learning
Category: In Conference

BibTeX

@incollection{Guestrin+al:ICML02,
  author = {Carlos Guestrin and Relu Patrascu and Dale Schuurmans},
  title = {Algorithm-Directed Exploration for Model-Based Reinforcement
    Learning in Factored MDPs},
  booktitle = {International Conference on Machine Learning (ICML)},
  year = 2002,
}

Last Updated: June 01, 2007
Submitted by Staurt H. Johnson

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