We use cookies to analyze the browsing and usage of our website and to personalize your experience. You can disable these technologies at any time, but this may limit certain functionalities of the site. Read our Privacy Policy for more information.
Setting cookies
You can enable and disable the types of cookies you wish to accept. However certain choices you make could affect the services offered on our sites (e.g. suggestions, personalised ads, etc.).
Essential cookies
These cookies are necessary for the operation of the site and cannot be deactivated. (Still active)
Analytics cookies
Do you accept the use of cookies to measure the audience of our sites?
Multimedia Player
Do you accept the use of cookies to display and allow you to watch the video content hosted by our partners (YouTube, etc.)?
Existing actor-critic algorithms, which are popular for continuous control reinforcement learning (RL) tasks, suffer from poor sample effici… (see more)ency due to lack of principled exploration mechanism within them. Motivated by the success of Thompson sampling for efficient exploration in RL, we propose a novel model-free RL algorithm, Langevin Soft Actor Critic (LSAC), which prioritizes enhancing critic learning through uncertainty estimation over policy optimization. LSAC employs three key innovations: approximate Thompson sampling through distributional Langevin Monte Carlo (LMC) based
We present a scalable and effective exploration strategy based on Thompson sampling for reinforcement learning (RL). One of the key shortcom… (see more)ings of existing Thompson sampling algorithms is the need to perform a Gaussian approximation of the posterior distribution, which is not a good surrogate in most practical settings. We instead directly sample the Q function from its posterior distribution, by using Langevin Monte Carlo, an efficient type of Markov Chain Monte Carlo (MCMC) method. Our method only needs to perform noisy gradient descent updates to learn the exact posterior distribution of the Q function, which makes our approach easy to deploy in deep RL. We provide a rigorous theoretical analysis for the proposed method and demonstrate that, in the linear Markov decision process (linear MDP) setting, it has a regret bound of
We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm … (see more)as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches, which are often computationally intractable, our algorithm drives exploration by simply perturbing the training data with judiciously chosen i.i.d. scalar noises. To attain optimistic value function estimation without resorting to a UCB-style bonus, we introduce an optimistic reward sampling procedure. When the value functions can be represented by a function class
Policy Optimization (PO) methods with function approximation are one of the most popular classes of Reinforcement Learning (RL) algorithms. … (see more)However, designing provably efficient policy optimization algorithms remains a challenge. Recent work in this area has focused on incorporating upper confidence bound (UCB)-style bonuses to drive exploration in policy optimization. In this paper, we present Randomized Least Squares Policy Optimization (RLSPO) which is inspired by Thompson Sampling. We prove that, in an episodic linear kernel MDP setting, RLSPO achieves (cid:101) O ( d 3 / 2 H 3 / 2 √ T ) worst-case (frequentist) regret, where H is the number of episodes, T is the total number of steps and d is the feature dimension. Finally, we evaluate RLSPO empirically and show that it is competitive with existing provably efficient PO algorithms.