Reinforcement Learning: A Survey

This paper surveys the field of reinforcement learning from a computer-science perspective. It is written to be accessible to researchers familiar with machine learning. Both the historical basis of the field and a broad selection of current work are summarized. Reinforcement learning is the problem faced by an agent that learns behavior through trial-and-error interactions with a dynamic environment. The work described here has a resemblance to work in psychology, but differs considerably in the details and in the use of the word ``reinforcement.'' The paper discusses central issues of reinforcement learning, including trading off exploration and exploitation, establishing the foundations of the field via Markov decision theory, learning from delayed reinforcement, constructing empirical models to accelerate learning, making use of generalization and hierarchy, and coping with hidden state. It concludes with a survey of some implemented systems and an assessment of the practical utility of current methods for reinforcement learning.Comment: See http://www.jair.org/ for any accompanying file

Parameter-Independent Strategies for pMDPs via POMDPs

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition probabilities to account for stochastic uncertainties of the environment such as noise or input disturbances. We study pMDPs with reachability objectives where the parameter values are unknown and impossible to measure directly during execution, but there is a probability distribution known over the parameter values. We study for the first time computing parameter-independent strategies that are expectation optimal, i.e., optimize the expected reachability probability under the probability distribution over the parameters. We present an encoding of our problem to partially observable MDPs (POMDPs), i.e., a reduction of our problem to computing optimal strategies in POMDPs. We evaluate our method experimentally on several benchmarks: a motivating (repeated) learner model; a series of benchmarks of varying configurations of a robot moving on a grid; and a consensus protocol.Comment: Extended version of a QEST 2018 pape

Exploration vs. Exploitation in the Information Filtering Problem

We consider information filtering, in which we face a stream of items too voluminous to process by hand (e.g., scientific articles, blog posts, emails), and must rely on a computer system to automatically filter out irrelevant items. Such systems face the exploration vs. exploitation tradeoff, in which it may be beneficial to present an item despite a low probability of relevance, just to learn about future items with similar content. We present a Bayesian sequential decision-making model of this problem, show how it may be solved to optimality using a decomposition to a collection of two-armed bandit problems, and show structural results for the optimal policy. We show that the resulting method is especially useful when facing the cold start problem, i.e., when filtering items for new users without a long history of past interactions. We then present an application of this information filtering method to a historical dataset from the arXiv.org repository of scientific articles.Comment: 36 pages, 5 figure