9,871 research outputs found
Cover Tree Bayesian Reinforcement Learning
This paper proposes an online tree-based Bayesian approach for reinforcement
learning. For inference, we employ a generalised context tree model. This
defines a distribution on multivariate Gaussian piecewise-linear models, which
can be updated in closed form. The tree structure itself is constructed using
the cover tree method, which remains efficient in high dimensional spaces. We
combine the model with Thompson sampling and approximate dynamic programming to
obtain effective exploration policies in unknown environments. The flexibility
and computational simplicity of the model render it suitable for many
reinforcement learning problems in continuous state spaces. We demonstrate this
in an experimental comparison with least squares policy iteration
Reinforcement Learning via AIXI Approximation
This paper introduces a principled approach for the design of a scalable
general reinforcement learning agent. This approach is based on a direct
approximation of AIXI, a Bayesian optimality notion for general reinforcement
learning agents. Previously, it has been unclear whether the theory of AIXI
could motivate the design of practical algorithms. We answer this hitherto open
question in the affirmative, by providing the first computationally feasible
approximation to the AIXI agent. To develop our approximation, we introduce a
Monte Carlo Tree Search algorithm along with an agent-specific extension of the
Context Tree Weighting algorithm. Empirically, we present a set of encouraging
results on a number of stochastic, unknown, and partially observable domains.Comment: 8 LaTeX pages, 1 figur
Simple trees in complex forests: Growing Take The Best by Approximate Bayesian Computation
How can heuristic strategies emerge from smaller building blocks? We propose
Approximate Bayesian Computation as a computational solution to this problem.
As a first proof of concept, we demonstrate how a heuristic decision strategy
such as Take The Best (TTB) can be learned from smaller, probabilistically
updated building blocks. Based on a self-reinforcing sampling scheme, different
building blocks are combined and, over time, tree-like non-compensatory
heuristics emerge. This new algorithm, coined Approximately Bayesian Computed
Take The Best (ABC-TTB), is able to recover a data set that was generated by
TTB, leads to sensible inferences about cue importance and cue directions, can
outperform traditional TTB, and allows to trade-off performance and
computational effort explicitly
Machine Learning in Wireless Sensor Networks: Algorithms, Strategies, and Applications
Wireless sensor networks monitor dynamic environments that change rapidly
over time. This dynamic behavior is either caused by external factors or
initiated by the system designers themselves. To adapt to such conditions,
sensor networks often adopt machine learning techniques to eliminate the need
for unnecessary redesign. Machine learning also inspires many practical
solutions that maximize resource utilization and prolong the lifespan of the
network. In this paper, we present an extensive literature review over the
period 2002-2013 of machine learning methods that were used to address common
issues in wireless sensor networks (WSNs). The advantages and disadvantages of
each proposed algorithm are evaluated against the corresponding problem. We
also provide a comparative guide to aid WSN designers in developing suitable
machine learning solutions for their specific application challenges.Comment: Accepted for publication in IEEE Communications Surveys and Tutorial
Feature Reinforcement Learning: Part I: Unstructured MDPs
General-purpose, intelligent, learning agents cycle through sequences of
observations, actions, and rewards that are complex, uncertain, unknown, and
non-Markovian. On the other hand, reinforcement learning is well-developed for
small finite state Markov decision processes (MDPs). Up to now, extracting the
right state representations out of bare observations, that is, reducing the
general agent setup to the MDP framework, is an art that involves significant
effort by designers. The primary goal of this work is to automate the reduction
process and thereby significantly expand the scope of many existing
reinforcement learning algorithms and the agents that employ them. Before we
can think of mechanizing this search for suitable MDPs, we need a formal
objective criterion. The main contribution of this article is to develop such a
criterion. I also integrate the various parts into one learning algorithm.
Extensions to more realistic dynamic Bayesian networks are developed in Part
II. The role of POMDPs is also considered there.Comment: 24 LaTeX pages, 5 diagram
Optimal Reinforcement Learning for Gaussian Systems
The exploration-exploitation trade-off is among the central challenges of
reinforcement learning. The optimal Bayesian solution is intractable in
general. This paper studies to what extent analytic statements about optimal
learning are possible if all beliefs are Gaussian processes. A first order
approximation of learning of both loss and dynamics, for nonlinear,
time-varying systems in continuous time and space, subject to a relatively weak
restriction on the dynamics, is described by an infinite-dimensional partial
differential equation. An approximate finite-dimensional projection gives an
impression for how this result may be helpful.Comment: final pre-conference version of this NIPS 2011 paper. Once again,
please note some nontrivial changes to exposition and interpretation of the
results, in particular in Equation (9) and Eqs. 11-14. The algorithm and
results have remained the same, but their theoretical interpretation has
change
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