Bayesian Reinforcement Learning via Deep, Sparse Sampling

We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance relative to the Bayes optimal policy, with a lower computational complexity. The main novelty is the use of a candidate policy generator, to generate long-term options in the planning tree (over beliefs), which allows us to create much sparser and deeper trees. Experimental results on different environments show that in comparison to the state-of-the-art, our algorithm is both computationally more efficient, and obtains significantly higher reward in discrete environments.Comment: Published in AISTATS 202

Examining average and discounted reward optimality criteria in reinforcement learning

In reinforcement learning (RL), the goal is to obtain an optimal policy, for which the optimality criterion is fundamentally important. Two major optimality criteria are average and discounted rewards, where the later is typically considered as an approximation to the former. While the discounted reward is more popular, it is problematic to apply in environments that have no natural notion of discounting. This motivates us to revisit a) the progression of optimality criteria in dynamic programming, b) justification for and complication of an artificial discount factor, and c) benefits of directly maximizing the average reward. Our contributions include a thorough examination of the relationship between average and discounted rewards, as well as a discussion of their pros and cons in RL. We emphasize that average-reward RL methods possess the ingredient and mechanism for developing the general discounting-free optimality criterion (Veinott, 1969) in RL.Comment: 14 pages, 3 figures, 10-page main conten

Towards Continual Reinforcement Learning: A Review and Perspectives

In this article, we aim to provide a literature review of different formulations and approaches to continual reinforcement learning (RL), also known as lifelong or non-stationary RL. We begin by discussing our perspective on why RL is a natural fit for studying continual learning. We then provide a taxonomy of different continual RL formulations and mathematically characterize the non-stationary dynamics of each setting. We go on to discuss evaluation of continual RL agents, providing an overview of benchmarks used in the literature and important metrics for understanding agent performance. Finally, we highlight open problems and challenges in bridging the gap between the current state of continual RL and findings in neuroscience. While still in its early days, the study of continual RL has the promise to develop better incremental reinforcement learners that can function in increasingly realistic applications where non-stationarity plays a vital role. These include applications such as those in the fields of healthcare, education, logistics, and robotics.Comment: Preprint, 52 pages, 8 figure

When Do Transformers Shine in RL? Decoupling Memory from Credit Assignment

Reinforcement learning (RL) algorithms face two distinct challenges: learning effective representations of past and present observations, and determining how actions influence future returns. Both challenges involve modeling long-term dependencies. The transformer architecture has been very successful to solve problems that involve long-term dependencies, including in the RL domain. However, the underlying reason for the strong performance of Transformer-based RL methods remains unclear: is it because they learn effective memory, or because they perform effective credit assignment? After introducing formal definitions of memory length and credit assignment length, we design simple configurable tasks to measure these distinct quantities. Our empirical results reveal that Transformers can enhance the memory capacity of RL algorithms, scaling up to tasks that require memorizing observations $1500$ steps ago. However, Transformers do not improve long-term credit assignment. In summary, our results provide an explanation for the success of Transformers in RL, while also highlighting an important area for future research and benchmark design