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Bayesian Reinforcement Learning

Nikos Vlassis 1 Mohammad Ghavamzadeh 2 Shie Mannor 3 Pascal Poupart 4
2 SEQUEL - Sequential Learning
LIFL - Laboratoire d'Informatique Fondamentale de Lille, LAGIS - Laboratoire d'Automatique, Génie Informatique et Signal, Inria Lille - Nord Europe
Abstract : This chapter surveys recent lines of work that use Bayesian techniques for reinforcement learning. In Bayesian learning, uncertainty is expressed by a prior distribution over unknown parameters and learning is achieved by computing a posterior distribution based on the data observed. Hence, Bayesian reinforcement learning distinguishes itself from other forms of reinforcement learning by explicitly maintaining a distribution over various quantities such as the parameters of the model, the value function, the policy or its gradient. This yields several benefits: a) domain knowledge can be naturally encoded in the prior distribution to speed up learning; b) the exploration/exploitation tradeoff can be naturally optimized; and c) notions of risk can be naturally taken into account to obtain robust policies.
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Submitted on : Tuesday, July 2, 2013 - 3:31:33 PM
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Nikos Vlassis, Mohammad Ghavamzadeh, Shie Mannor, Pascal Poupart. Bayesian Reinforcement Learning. Marco Wiering and Martijn van Otterlo. Reinforcement Learning: State of the Art, Springer Verlag, 2012. ⟨hal-00840479⟩



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