A Neural Networks Committee for the Contextual Bandit Problem

This paper presents a new contextual bandit algorithm, NeuralBandit, which does not need hypothesis on stationarity of contexts and rewards. Several neural networks are trained to modelize the value of rewards knowing the context. Two variants, based on multi-experts approach, are proposed to choose online the parameters of multi-layer perceptrons. The proposed algorithms are successfully tested on a large dataset with and without stationarity of rewards.Comment: 21st International Conference on Neural Information Processin

Scaling Monte Carlo Tree Search on Intel Xeon Phi

Many algorithms have been parallelized successfully on the Intel Xeon Phi coprocessor, especially those with regular, balanced, and predictable data access patterns and instruction flows. Irregular and unbalanced algorithms are harder to parallelize efficiently. They are, for instance, present in artificial intelligence search algorithms such as Monte Carlo Tree Search (MCTS). In this paper we study the scaling behavior of MCTS, on a highly optimized real-world application, on real hardware. The Intel Xeon Phi allows shared memory scaling studies up to 61 cores and 244 hardware threads. We compare work-stealing (Cilk Plus and TBB) and work-sharing (FIFO scheduling) approaches. Interestingly, we find that a straightforward thread pool with a work-sharing FIFO queue shows the best performance. A crucial element for this high performance is the controlling of the grain size, an approach that we call Grain Size Controlled Parallel MCTS. Our subsequent comparing with the Xeon CPUs shows an even more comprehensible distinction in performance between different threading libraries. We achieve, to the best of our knowledge, the fastest implementation of a parallel MCTS on the 61 core Intel Xeon Phi using a real application (47 relative to a sequential run).Comment: 8 pages, 9 figure

Generative Exploration and Exploitation

Sparse reward is one of the biggest challenges in reinforcement learning (RL). In this paper, we propose a novel method called Generative Exploration and Exploitation (GENE) to overcome sparse reward. GENE automatically generates start states to encourage the agent to explore the environment and to exploit received reward signals. GENE can adaptively tradeoff between exploration and exploitation according to the varying distributions of states experienced by the agent as the learning progresses. GENE relies on no prior knowledge about the environment and can be combined with any RL algorithm, no matter on-policy or off-policy, single-agent or multi-agent. Empirically, we demonstrate that GENE significantly outperforms existing methods in three tasks with only binary rewards, including Maze, Maze Ant, and Cooperative Navigation. Ablation studies verify the emergence of progressive exploration and automatic reversing.Comment: AAAI'2

Online Meta-learning by Parallel Algorithm Competition

The efficiency of reinforcement learning algorithms depends critically on a few meta-parameters that modulates the learning updates and the trade-off between exploration and exploitation. The adaptation of the meta-parameters is an open question in reinforcement learning, which arguably has become more of an issue recently with the success of deep reinforcement learning in high-dimensional state spaces. The long learning times in domains such as Atari 2600 video games makes it not feasible to perform comprehensive searches of appropriate meta-parameter values. We propose the Online Meta-learning by Parallel Algorithm Competition (OMPAC) method. In the OMPAC method, several instances of a reinforcement learning algorithm are run in parallel with small differences in the initial values of the meta-parameters. After a fixed number of episodes, the instances are selected based on their performance in the task at hand. Before continuing the learning, Gaussian noise is added to the meta-parameters with a predefined probability. We validate the OMPAC method by improving the state-of-the-art results in stochastic SZ-Tetris and in standard Tetris with a smaller, 10$\times$10, board, by 31% and 84%, respectively, and by improving the results for deep Sarsa($\lambda$) agents in three Atari 2600 games by 62% or more. The experiments also show the ability of the OMPAC method to adapt the meta-parameters according to the learning progress in different tasks.Comment: 15 pages, 10 figures. arXiv admin note: text overlap with arXiv:1702.0311