Studies on massive open online courses (MOOCs) users discuss the existence of typical profiles and their impact on the learning process of the students. However defining the typical behaviors as well as classifying the users accordingly is a difficult task. In this paper we suggest two methods to model MOOC users behaviour given their log data. We mold their behavior into a Markov Decision Process framework. We associate the users intentions with the MDP reward and argue that this allows us to classify them.
Several applications of Reinforcement Learning suffer from instability due to high variance. This is especially prevalent in high dimensional domains. Regularization is a commonly used technique in machine learning to reduce variance, at the cost of introducing some bias. Most existing regularization techniques focus on spatial (perceptual) regularization. Yet in reinforcement learning, due to the nature of the Bellman equation, there is an opportunity to also exploit temporal regularization based on smoothness in value estimates over trajectories. This paper explores a class of methods for temporal regularization. We formally characterize the bias induced by this technique using Markov chain concepts. We illustrate the various characteristics of temporal regularization via a sequence of simple discrete and continuous MDPs, and show that the technique provides improvement even in high-dimensional Atari games.
In membership/subscriber acquisition and retention, we sometimes need to recommend marketing content for multiple pages in sequence. Different from general sequential decision making process, the use cases have a simpler flow where customers per seeing recommended content on each page can only return feedback as moving forward in the process or dropping from it until a termination state. We refer to this type of problems as sequential decision making in linear--flow. We propose to formulate the problem as an MDP with Bandits where Bandits are employed to model the transition probability matrix. At recommendation time, we use Thompson sampling (TS) to sample the transition probabilities and allocate the best series of actions with analytical solution through exact dynamic programming. The way that we formulate the problem allows us to leverage TSs efficiency in balancing exploration and exploitation and Bandits convenience in modeling actions incompatibility. In the simulation study, we observe the proposed MDP with Bandits algorithm outperforms Q-learning with $epsilon$-greedy and decreasing $epsilon$, independent Bandits, and interaction Bandits. We also find the proposed algorithms performance is the most robust to changes in the across-page interdependence strength.
We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The setup naturally leads to novel theoretical results which are simply formulated due to the max-plus algebra structure. For example, when considering a fixed (non adaptive) finite basis, the computational complexity of approximating the optimal value function is not directly related to the number of states, but to notions of covering numbers of the state space. In order to break the curse of dimensionality in factored state-spaces, we consider adaptive basis that can adapt to particular problems leading to an algorithm similar to matching pursuit from signal processing. They currently come with no theoretical guarantees but work empirically well on simple deterministic MDPs derived from low-dimensional continuous control problems. We focus primarily on deterministic MDPs but note that the framework can be applied to all MDPs by considering measure-based formulations.
Current reinforcement learning methods fail if the reward function is imperfect, i.e. if the agent observes reward different from what it actually receives. We study this problem within the formalism of Corrupt Reward Markov Decision Processes (CRMDPs). We show that if the reward corruption in a CRMDP is sufficiently spiky, the environment is solvable. We fully characterize the regret bound of a Spiky CRMDP, and introduce an algorithm that is able to detect its corrupt states. We show that this algorithm can be used to learn the optimal policy with any common reinforcement learning algorithm. Finally, we investigate our algorithm in a pair of simple gridworld environments, finding that our algorithm can detect the corrupt states and learn the optimal policy despite the corruption.
We consider online learning for minimizing regret in unknown, episodic Markov decision processes (MDPs) with continuous states and actions. We develop variants of the UCRL and posterior sampling algorithms that employ nonparametric Gaussian process priors to generalize across the state and action spaces. When the transition and reward functions of the true MDP are members of the associated Reproducing Kernel Hilbert Spaces of functions induced by symmetric psd kernels (frequentist setting), we show that the algorithms enjoy sublinear regret bounds. The bounds are in terms of explicit structural parameters of the kernels, namely a novel generalization of the information gain metric from kernelized bandit, and highlight the influence of transition and reward function structure on the learning performance. Our results are applicable to multidimensional state and action spaces with composite kernel structures, and generalize results from the literature on kernelized bandits, and the adaptive control of parametric linear dynamical systems with quadratic costs.