3,102 research outputs found
Regret Bounds for Reinforcement Learning with Policy Advice
In some reinforcement learning problems an agent may be provided with a set
of input policies, perhaps learned from prior experience or provided by
advisors. We present a reinforcement learning with policy advice (RLPA)
algorithm which leverages this input set and learns to use the best policy in
the set for the reinforcement learning task at hand. We prove that RLPA has a
sub-linear regret of \tilde O(\sqrt{T}) relative to the best input policy, and
that both this regret and its computational complexity are independent of the
size of the state and action space. Our empirical simulations support our
theoretical analysis. This suggests RLPA may offer significant advantages in
large domains where some prior good policies are provided
The Simulator: Understanding Adaptive Sampling in the Moderate-Confidence Regime
We propose a novel technique for analyzing adaptive sampling called the {\em
Simulator}. Our approach differs from the existing methods by considering not
how much information could be gathered by any fixed sampling strategy, but how
difficult it is to distinguish a good sampling strategy from a bad one given
the limited amount of data collected up to any given time. This change of
perspective allows us to match the strength of both Fano and change-of-measure
techniques, without succumbing to the limitations of either method. For
concreteness, we apply our techniques to a structured multi-arm bandit problem
in the fixed-confidence pure exploration setting, where we show that the
constraints on the means imply a substantial gap between the
moderate-confidence sample complexity, and the asymptotic sample complexity as
found in the literature. We also prove the first instance-based
lower bounds for the top-k problem which incorporate the appropriate
log-factors. Moreover, our lower bounds zero-in on the number of times each
\emph{individual} arm needs to be pulled, uncovering new phenomena which are
drowned out in the aggregate sample complexity. Our new analysis inspires a
simple and near-optimal algorithm for the best-arm and top-k identification,
the first {\em practical} algorithm of its kind for the latter problem which
removes extraneous log factors, and outperforms the state-of-the-art in
experiments
Robust Control of Uncertain Markov Decision Processes with Temporal Logic Specifications
We present a method for designing robust controllers for dynamical systems with linear temporal logic specifications. We abstract the original system by a finite Markov Decision Process (MDP) that has transition probabilities in a specified uncertainty set. A robust control policy for the MDP is generated that maximizes the worst-case probability of satisfying the specification over all transition probabilities in the uncertainty set. To do this, we use a procedure from probabilistic model checking to combine the system model with an automaton representing the specification. This new MDP is then transformed into an equivalent form that satisfies assumptions for stochastic shortest path dynamic programming. A robust version of dynamic programming allows us to solve for a -suboptimal robust control policy with time complexity times that for the non-robust case. We then implement this control policy on the original dynamical system
Functional Bandits
We introduce the functional bandit problem, where the objective is to find an
arm that optimises a known functional of the unknown arm-reward distributions.
These problems arise in many settings such as maximum entropy methods in
natural language processing, and risk-averse decision-making, but current
best-arm identification techniques fail in these domains. We propose a new
approach, that combines functional estimation and arm elimination, to tackle
this problem. This method achieves provably efficient performance guarantees.
In addition, we illustrate this method on a number of important functionals in
risk management and information theory, and refine our generic theoretical
results in those cases
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