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Meta-Learning surrogate models for sequential decision making

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 نشر من قبل Jonathan Schwarz
 تاريخ النشر 2019
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We introduce a unified probabilistic framework for solving sequential decision making problems ranging from Bayesian optimisation to contextual bandits and reinforcement learning. This is accomplished by a probabilistic model-based approach that explains observed data while capturing predictive uncertainty during the decision making process. Crucially, this probabilistic model is chosen to be a Meta-Learning system that allows learning from a distribution of related problems, allowing data efficient adaptation to a target task. As a suitable instantiation of this framework, we explore the use of Neural processes due to statistical and computational desiderata. We apply our framework to a broad range of problem domains, such as control problems, recommender systems and adversarial attacks on RL agents, demonstrating an efficient and general black-box learning approach.

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