Do you want to publish a course? Click here

Path Consistency Learning in Tsallis Entropy Regularized MDPs

56   0   0.0 ( 0 )
 Added by Yinlam Chow
 Publication date 2018
and research's language is English




Ask ChatGPT about the research

We study the sparse entropy-regularized reinforcement learning (ERL) problem in which the entropy term is a special form of the Tsallis entropy. The optimal policy of this formulation is sparse, i.e.,~at each state, it has non-zero probability for only a small number of actions. This addresses the main drawback of the standard Shannon entropy-regularized RL (soft ERL) formulation, in which the optimal policy is softmax, and thus, may assign a non-negligible probability mass to non-optimal actions. This problem is aggravated as the number of actions is increased. In this paper, we follow the work of Nachum et al. (2017) in the soft ERL setting, and propose a class of novel path consistency learning (PCL) algorithms, called {em sparse PCL}, for the sparse ERL problem that can work with both on-policy and off-policy data. We first derive a {em sparse consistency} equation that specifies a relationship between the optimal value function and policy of the sparse ERL along any system trajectory. Crucially, a weak form of the converse is also true, and we quantify the sub-optimality of a policy which satisfies sparse consistency, and show that as we increase the number of actions, this sub-optimality is better than that of the soft ERL optimal policy. We then use this result to derive the sparse PCL algorithms. We empirically compare sparse PCL with its soft counterpart, and show its advantage, especially in problems with a large number of actions.



rate research

Read More

126 - Donghoon Lee 2020
Entropy augmented to reward is known to soften the greedy argmax policy to softmax policy. Entropy augmentation is reformulated and leads to a motivation to introduce an additional entropy term to the objective function in the form of KL-divergence to regularize optimization process. It results in a policy which monotonically improves while interpolating from the current policy to the softmax greedy policy. This policy is used to build a continuously parameterized algorithm which optimize policy and Q-function simultaneously and whose extreme limits correspond to policy gradient and Q-learning, respectively. Experiments show that there can be a performance gain using an intermediate algorithm.
112 - Huan Qing , Jingli Wang 2020
Community detection in network analysis is an attractive research area recently. Here, under the degree-corrected mixed membership (DCMM) model, we propose an efficient approach called mixed regularized spectral clustering (Mixed-RSC for short) based on the regularized Laplacian matrix. Mixed-RSC is designed based on an ideal cone structure of the variant for the eigen-decomposition of the population regularized Laplacian matrix. We show that the algorithm is asymptotically consistent under mild conditions by providing error bounds for the inferred membership vector of each node. As a byproduct of our bound, we provide the theoretical optimal choice for the regularization parameter {tau}. To demonstrate the performance of our method, we apply it with previous benchmark methods on both simulated and real-world networks. To our knowledge, this is the first work to design spectral clustering algorithm for mixed membership community detection problem under DCMM model based on the application of regularized Laplacian matrix.
In this paper, we present a new class of Markov decision processes (MDPs), called Tsallis MDPs, with Tsallis entropy maximization, which generalizes existing maximum entropy reinforcement learning (RL). A Tsallis MDP provides a unified framework for the original RL problem and RL with various types of entropy, including the well-known standard Shannon-Gibbs (SG) entropy, using an additional real-valued parameter, called an entropic index. By controlling the entropic index, we can generate various types of entropy, including the SG entropy, and a different entropy results in a different class of the optimal policy in Tsallis MDPs. We also provide a full mathematical analysis of Tsallis MDPs, including the optimality condition, performance error bounds, and convergence. Our theoretical result enables us to use any positive entropic index in RL. To handle complex and large-scale problems, we propose a model-free actor-critic RL method using Tsallis entropy maximization. We evaluate the regularization effect of the Tsallis entropy with various values of entropic indices and show that the entropic index controls the exploration tendency of the proposed method. For a different type of RL problems, we find that a different value of the entropic index is desirable. The proposed method is evaluated using the MuJoCo simulator and achieves the state-of-the-art performance.
The planning domain has experienced increased interest in the formal synthesis of decision-making policies. This formal synthesis typically entails finding a policy which satisfies formal specifications in the form of some well-defined logic, such as Linear Temporal Logic (LTL) or Computation Tree Logic (CTL), among others. While such logics are very powerful and expressive in their capacity to capture desirable agent behavior, their value is limited when deriving decision-making policies which satisfy certain types of asymptotic behavior. In particular, we are interested in specifying constraints on the steady-state behavior of an agent, which captures the proportion of time an agent spends in each state as it interacts for an indefinite period of time with its environment. This is sometimes called the average or expected behavior of the agent. In this paper, we explore the steady-state planning problem of deriving a decision-making policy for an agent such that constraints on its steady-state behavior are satisfied. A linear programming solution for the general case of multichain Markov Decision Processes (MDPs) is proposed and we prove that optimal solutions to the proposed programs yield stationary policies with rigorous guarantees of behavior.
Path planning, the problem of efficiently discovering high-reward trajectories, often requires optimizing a high-dimensional and multimodal reward function. Popular approaches like CEM and CMA-ES greedily focus on promising regions of the search space and may get trapped in local maxima. DOO and VOOT balance exploration and exploitation, but use space partitioning strategies independent of the reward function to be optimized. Recently, LaMCTS empirically learns to partition the search space in a reward-sensitive manner for black-box optimization. In this paper, we develop a novel formal regret analysis for when and why such an adaptive region partitioning scheme works. We also propose a new path planning method PlaLaM which improves the function value estimation within each sub-region, and uses a latent representation of the search space. Empirically, PlaLaM outperforms existing path planning methods in 2D navigation tasks, especially in the presence of difficult-to-escape local optima, and shows benefits when plugged into model-based RL with planning components such as PETS. These gains transfer to highly multimodal real-world tasks, where we outperform strong baselines in compiler phase ordering by up to 245% and in molecular design by up to 0.4 on properties on a 0-1 scale. Code is available at https://github.com/yangkevin2/plalam.

suggested questions

comments
Fetching comments Fetching comments
Sign in to be able to follow your search criteria
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا