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This is a brief technical note to clarify some of the issues with applying the application of the algorithm posterior sampling for reinforcement learning (PSRL) in environments without fixed episodes. In particular, this paper aims to: - Review some of results which have been proven for finite horizon MDPs (Osband et al 2013, 2014a, 2014b, 2016) and also for MDPs with finite ergodic structure (Gopalan et al 2014). - Review similar results for optimistic algorithms in infinite horizon problems (Jaksch et al 2010, Bartlett and Tewari 2009, Abbasi-Yadkori and Szepesvari 2011), with particular attention to the dynamic episode growth. - Highlight the delicate technical issue which has led to a fault in the proof of the lazy-PSRL algorithm (Abbasi-Yadkori and Szepesvari 2015). We present an explicit counterexample to this style of argument. Therefore, we suggest that the Theorem 2 in (Abbasi-Yadkori and Szepesvari 2015) be instead considered a conjecture, as it has no rigorous proof. - Present pragmatic approaches to apply PSRL in infinite horizon problems. We conjecture that, under some additional assumptions, it will be possible to obtain bounds $O( sqrt{T} )$ even without episodic reset. We hope that this note serves to clarify existing results in the field of reinforcement learning and provides interesting motivation for future work.
Spike-and-Slab Deep Learning (SS-DL) is a fully Bayesian alternative to Dropout for improving generalizability of deep ReLU networks. This new type of regularization enables provable recovery of smooth input-output maps with unknown levels of smoothness. Indeed, we show that the posterior distribution concentrates at the near minimax rate for $alpha$-Holder smooth maps, performing as well as if we knew the smoothness level $alpha$ ahead of time. Our result sheds light on architecture design for deep neural networks, namely the choice of depth, width and sparsity level. These network attributes typically depend on unknown smoothness in order to be optimal. We obviate this constraint with the fully Bayes construction. As an aside, we show that SS-DL does not overfit in the sense that the posterior concentrates on smaller networks with fewer (up to the optimal number of) nodes and links. Our results provide new theoretical justifications for deep ReLU networks from a Bayesian point of view.
We present a new method for evaluating and training unnormalized density models. Our approach only requires access to the gradient of the unnormalized models log-density. We estimate the Stein discrepancy between the data density $p(x)$ and the model density $q(x)$ defined by a vector function of the data. We parameterize this function with a neural network and fit its parameters to maximize the discrepancy. This yields a novel goodness-of-fit test which outperforms existing methods on high dimensional data. Furthermore, optimizing $q(x)$ to minimize this discrepancy produces a novel method for training unnormalized models which scales more gracefully than existing methods. The ability to both learn and compare models is a unique feature of the proposed method.
We formulate the problem of sampling and recovering clustered graph signal as a multi-armed bandit (MAB) problem. This formulation lends naturally to learning sampling strategies using the well-known gradient MAB algorithm. In particular, the sampling strategy is represented as a probability distribution over the individual arms of the MAB and optimized using gradient ascent. Some illustrative numerical experiments indicate that the sampling strategies based on the gradient MAB algorithm outperform existing sampling methods.
We introduce a novel method to train agents of reinforcement learning (RL) by sharing knowledge in a way similar to the concept of using a book. The recorded information in the form of a book is the main means by which humans learn knowledge. Nevertheless, the conventional deep RL methods have mainly focused either on experiential learning where the agent learns through interactions with the environment from the start or on imitation learning that tries to mimic the teacher. Contrary to these, our proposed book learning shares key information among different agents in a book-like manner by delving into the following two characteristic features: (1) By defining the linguistic function, input states can be clustered semantically into a relatively small number of core clusters, which are forwarded to other RL agents in a prescribed manner. (2) By defining state priorities and the contents for recording, core experiences can be selected and stored in a small container. We call this container as `BOOK. Our method learns hundreds to thousand times faster than the conventional methods by learning only a handful of core cluster information, which shows that deep RL agents can effectively learn through the shared knowledge from other agents.
To perform robot manipulation tasks, a low-dimensional state of the environment typically needs to be estimated. However, designing a state estimator can sometimes be difficult, especially in environments with deformable objects. An alternative is to learn an end-to-end policy that maps directly from high-dimensional sensor inputs to actions. However, if this policy is trained with reinforcement learning, then without a state estimator, it is hard to specify a reward function based on high-dimensional observations. To meet this challenge, we propose a simple indicator reward function for goal-conditioned reinforcement learning: we only give a positive reward when the robots observation exactly matches a target goal observation. We show that by relabeling the original goal with the achieved goal to obtain positive rewards (Andrychowicz et al., 2017), we can learn with the indicator reward function even in continuous state spaces. We propose two methods to further speed up convergence with indicator rewards: reward balancing and reward filtering. We show comparable performance between our method and an oracle which uses the ground-truth state for computing rewards. We show that our method can perform complex tasks in continuous state spaces such as rope manipulation from RGB-D images, without knowledge of the ground-truth state.