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hal-00702243, version 1

Near-Optimal BRL using Optimistic Local Transitions (Extended Version)

Mauricio Araya () 1, Vincent Thomas () a1, Olivier Buffet () b1

N° RR-7965 (2012)

Résumé : Model-based Bayesian Reinforcement Learning (BRL) allows a sound formalization of the problem of acting optimally while facing an unknown environment, i.e., avoiding the exploration-exploitation dilemma. However, algorithms explicitly addressing BRL suffer from such a combinatorial explosion that a large body of work relies on heuristic algorithms. This paper introduces bolt, a simple and (almost) deterministic heuristic algorithm for BRL which is optimistic about the transition function. We analyze bolt's sample complexity, and show that under certain parameters, the algorithm is near-optimal in the Bayesian sense with high probability. Then, experimental results highlight the key differences of this method compared to previous work.

  • a –  Université Nancy II
  • b –  INRIA
  • 1 :  MAIA (INRIA Nancy - Grand Est / LORIA)
  • INRIA – CNRS : UMR7503 – Université de Lorraine
  • Domaine : Informatique/Intelligence artificielle
  • Référence interne : RR-7965
 
  • hal-00702243, version 1
  • oai:hal.inria.fr:hal-00702243
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  • Soumis le : Mardi 29 Mai 2012, 16:35:07
  • Dernière modification le : Vendredi 26 Octobre 2012, 14:58:36