Bayesian Methods for Knowledge Transfer and Policy Search in Reinforcement Learning

Bayesian Methods for Knowledge Transfer and Policy Search in Reinforcement Learning PDF Author: Aaron Creighton Wilson
Publisher:
ISBN:
Category : Bayesian statistical decision theory
Languages : en
Pages : 153

Book Description
How can an agent generalize its knowledge to new circumstances? To learn effectively an agent acting in a sequential decision problem must make intelligent action selection choices based on its available knowledge. This dissertation focuses on Bayesian methods of representing learned knowledge and develops novel algorithms that exploit the represented knowledge when selecting actions. Our first contribution introduces the multi-task Reinforcement Learning setting in which an agent solves a sequence of tasks. An agent equipped with knowledge of the relationship between tasks can transfer knowledge between them. We propose the transfer of two distinct types of knowledge: knowledge of domain models and knowledge of policies. To represent the transferable knowledge, we propose hierarchical Bayesian priors on domain models and policies respectively. To transfer domain model knowledge, we introduce a new algorithm for model-based Bayesian Reinforcement Learning in the multi-task setting which exploits the learned hierarchical Bayesian model to improve exploration in related tasks. To transfer policy knowledge, we introduce a new policy search algorithm that accepts a policy prior as input and uses the prior to bias policy search. A specific implementation of this algorithm is developed that accepts a hierarchical policy prior. The algorithm learns the hierarchical structure and reuses components of the structure in related tasks. Our second contribution addresses the basic problem of generalizing knowledge gained from previously-executed policies. Bayesian Optimization is a method of exploiting a prior model of an objective function to quickly identify the point maximizing the modeled objective. Successful use of Bayesian Optimization in Reinforcement Learning requires a model relating policies and their performance. Given such a model, Bayesian Optimization can be applied to search for an optimal policy. Early work using Bayesian Optimization in the Reinforcement Learning setting ignored the sequential nature of the underlying decision problem. The work presented in this thesis explicitly addresses this problem. We construct new Bayesian models that take advantage of sequence information to better generalize knowledge across policies. We empirically evaluate the value of this approach in a variety of Reinforcement Learning benchmark problems. Experiments show that our method significantly reduces the amount of exploration required to identify the optimal policy. Our final contribution is a new framework for learning parametric policies from queries presented to an expert. In many domains it is difficult to provide expert demonstrations of desired policies. However, it may still be a simple matter for an expert to identify good and bad performance. To take advantage of this limited expert knowledge, our agent presents experts with pairs of demonstrations and asks which of the demonstrations best represents a latent target behavior. The goal is to use a small number of queries to elicit the latent behavior from the expert. We formulate a Bayesian model of the querying process, an inference procedure that estimates the posterior distribution over the latent policy space, and an active procedure for selecting new queries for presentation to the expert. We show, in multiple domains, that the algorithm successfully learns the target policy and that the active learning strategy generally improves the speed of learning.

Reinforcement Learning

Reinforcement Learning PDF Author: Marco Wiering
Publisher: Springer Science & Business Media
ISBN: 3642276458
Category : Technology & Engineering
Languages : en
Pages : 653

Book Description
Reinforcement learning encompasses both a science of adaptive behavior of rational beings in uncertain environments and a computational methodology for finding optimal behaviors for challenging problems in control, optimization and adaptive behavior of intelligent agents. As a field, reinforcement learning has progressed tremendously in the past decade. The main goal of this book is to present an up-to-date series of survey articles on the main contemporary sub-fields of reinforcement learning. This includes surveys on partially observable environments, hierarchical task decompositions, relational knowledge representation and predictive state representations. Furthermore, topics such as transfer, evolutionary methods and continuous spaces in reinforcement learning are surveyed. In addition, several chapters review reinforcement learning methods in robotics, in games, and in computational neuroscience. In total seventeen different subfields are presented by mostly young experts in those areas, and together they truly represent a state-of-the-art of current reinforcement learning research. Marco Wiering works at the artificial intelligence department of the University of Groningen in the Netherlands. He has published extensively on various reinforcement learning topics. Martijn van Otterlo works in the cognitive artificial intelligence group at the Radboud University Nijmegen in The Netherlands. He has mainly focused on expressive knowledge representation in reinforcement learning settings.

Bayesian Reinforcement Learning

Bayesian Reinforcement Learning PDF Author: Mohammad Ghavamzadeh
Publisher:
ISBN: 9781680830880
Category : Computers
Languages : en
Pages : 146

Book Description
Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. This monograph provides the reader with an in-depth review of the role of Bayesian methods for the reinforcement learning (RL) paradigm. The major incentives for incorporating Bayesian reasoning in RL are that it provides an elegant approach to action-selection (exploration/exploitation) as a function of the uncertainty in learning, and it provides a machinery to incorporate prior knowledge into the algorithms. Bayesian Reinforcement Learning: A Survey first discusses models and methods for Bayesian inference in the simple single-step Bandit model. It then reviews the extensive recent literature on Bayesian methods for model-based RL, where prior information can be expressed on the parameters of the Markov model. It also presents Bayesian methods for model-free RL, where priors are expressed over the value function or policy class. Bayesian Reinforcement Learning: A Survey is a comprehensive reference for students and researchers with an interest in Bayesian RL algorithms and their theoretical and empirical properties.

Transfer in Reinforcement Learning Domains

Transfer in Reinforcement Learning Domains PDF Author: Matthew Taylor
Publisher: Springer
ISBN: 3642018823
Category : Technology & Engineering
Languages : en
Pages : 237

Book Description
In reinforcement learning (RL) problems, learning agents sequentially execute actions with the goal of maximizing a reward signal. The RL framework has gained popularity with the development of algorithms capable of mastering increasingly complex problems, but learning difficult tasks is often slow or infeasible when RL agents begin with no prior knowledge. The key insight behind "transfer learning" is that generalization may occur not only within tasks, but also across tasks. While transfer has been studied in the psychological literature for many years, the RL community has only recently begun to investigate the benefits of transferring knowledge. This book provides an introduction to the RL transfer problem and discusses methods which demonstrate the promise of this exciting area of research. The key contributions of this book are: Definition of the transfer problem in RL domains Background on RL, sufficient to allow a wide audience to understand discussed transfer concepts Taxonomy for transfer methods in RL Survey of existing approaches In-depth presentation of selected transfer methods Discussion of key open questions By way of the research presented in this book, the author has established himself as the pre-eminent worldwide expert on transfer learning in sequential decision making tasks. A particular strength of the research is its very thorough and methodical empirical evaluation, which Matthew presents, motivates, and analyzes clearly in prose throughout the book. Whether this is your initial introduction to the concept of transfer learning, or whether you are a practitioner in the field looking for nuanced details, I trust that you will find this book to be an enjoyable and enlightening read. Peter Stone, Associate Professor of Computer Science

Handbook of Research on Machine Learning Applications and Trends: Algorithms, Methods, and Techniques

Handbook of Research on Machine Learning Applications and Trends: Algorithms, Methods, and Techniques PDF Author: Olivas, Emilio Soria
Publisher: IGI Global
ISBN: 1605667676
Category : Computers
Languages : en
Pages : 852

Book Description
"This book investiges machine learning (ML), one of the most fruitful fields of current research, both in the proposal of new techniques and theoretic algorithms and in their application to real-life problems"--Provided by publisher.

Efficient Reinforcement Learning Using Gaussian Processes

Efficient Reinforcement Learning Using Gaussian Processes PDF Author: Marc Peter Deisenroth
Publisher: KIT Scientific Publishing
ISBN: 3866445695
Category : Electronic computers. Computer science
Languages : en
Pages : 226

Book Description
This book examines Gaussian processes in both model-based reinforcement learning (RL) and inference in nonlinear dynamic systems.First, we introduce PILCO, a fully Bayesian approach for efficient RL in continuous-valued state and action spaces when no expert knowledge is available. PILCO takes model uncertainties consistently into account during long-term planning to reduce model bias. Second, we propose principled algorithms for robust filtering and smoothing in GP dynamic systems.

Advances in Machine Learning I

Advances in Machine Learning I PDF Author: Jacek Koronacki
Publisher: Springer Science & Business Media
ISBN: 3642051766
Category : Computers
Languages : en
Pages : 521

Book Description
Professor Richard S. Michalski passed away on September 20, 2007. Once we learned about his untimely death we immediately realized that we would no longer have with us a truly exceptional scholar and researcher who for several decades had been inf- encing the work of numerous scientists all over the world - not only in his area of expertise, notably machine learning, but also in the broadly understood areas of data analysis, data mining, knowledge discovery and many others. In fact, his influence was even much broader due to his creative vision, integrity, scientific excellence and exceptionally wide intellectual horizons which extended to history, political science and arts. Professor Michalski’s death was a particularly deep loss to the whole Polish sci- tific community and the Polish Academy of Sciences in particular. After graduation, he began his research career at the Institute of Automatic Control, Polish Academy of Science in Warsaw. In 1970 he left his native country and hold various prestigious positions at top US universities. His research gained impetus and he soon established himself as a world authority in his areas of interest – notably, he was widely cons- ered a father of machine learning.

Reinforcement Learning, second edition

Reinforcement Learning, second edition PDF Author: Richard S. Sutton
Publisher: MIT Press
ISBN: 0262352702
Category : Computers
Languages : en
Pages : 549

Book Description
The significantly expanded and updated new edition of a widely used text on reinforcement learning, one of the most active research areas in artificial intelligence. Reinforcement learning, one of the most active research areas in artificial intelligence, is a computational approach to learning whereby an agent tries to maximize the total amount of reward it receives while interacting with a complex, uncertain environment. In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the field's key ideas and algorithms. This second edition has been significantly expanded and updated, presenting new topics and updating coverage of other topics. Like the first edition, this second edition focuses on core online learning algorithms, with the more mathematical material set off in shaded boxes. Part I covers as much of reinforcement learning as possible without going beyond the tabular case for which exact solutions can be found. Many algorithms presented in this part are new to the second edition, including UCB, Expected Sarsa, and Double Learning. Part II extends these ideas to function approximation, with new sections on such topics as artificial neural networks and the Fourier basis, and offers expanded treatment of off-policy learning and policy-gradient methods. Part III has new chapters on reinforcement learning's relationships to psychology and neuroscience, as well as an updated case-studies chapter including AlphaGo and AlphaGo Zero, Atari game playing, and IBM Watson's wagering strategy. The final chapter discusses the future societal impacts of reinforcement learning.

Bayesian Reinforcement Learning

Bayesian Reinforcement Learning PDF Author: Mohammad Ghavamzadeh
Publisher:
ISBN: 9781680830897
Category : Bayesian statistical decision theory
Languages : en
Pages : 124

Book Description
Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. In this survey, we provide an in-depth review of the role of Bayesian methods for the reinforcement learning (RL) paradigm. The major incentives for incorporating Bayesian reasoning in RL are: 1) it provides an elegant approach to action-selection (exploration/ exploitation) as a function of the uncertainty in learning; and 2) it provides a machinery to incorporate prior knowledge into the algorithms. We first discuss models and methods for Bayesian inference in the simple single-step Bandit model. We then review the extensive recent literature on Bayesian methods for model-based RL, where prior information can be expressed on the parameters of the Markov model. We also present Bayesian methods for model-free RL, where priors are expressed over the value function or policy class. The objective of the paper is to provide a comprehensive survey on Bayesian RL algorithms and their theoretical and empirical properties.

Learning Bayesian Networks

Learning Bayesian Networks PDF Author: Richard E. Neapolitan
Publisher: Prentice Hall
ISBN:
Category : Computers
Languages : en
Pages : 704

Book Description
In this first edition book, methods are discussed for doing inference in Bayesian networks and inference diagrams. Hundreds of examples and problems allow readers to grasp the information. Some of the topics discussed include Pearl's message passing algorithm, Parameter Learning: 2 Alternatives, Parameter Learning r Alternatives, Bayesian Structure Learning, and Constraint-Based Learning. For expert systems developers and decision theorists.