Model-Free Active Exploration in Reinforcement Learning

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Hauptverfasser: Russo, Alessio, Proutiere, Alexandre
Format: Preprint
Veröffentlicht: 2024
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author Russo, Alessio
Proutiere, Alexandre
author_facet Russo, Alessio
Proutiere, Alexandre
contents We study the problem of exploration in Reinforcement Learning and present a novel model-free solution. We adopt an information-theoretical viewpoint and start from the instance-specific lower bound of the number of samples that have to be collected to identify a nearly-optimal policy. Deriving this lower bound along with the optimal exploration strategy entails solving an intricate optimization problem and requires a model of the system. In turn, most existing sample optimal exploration algorithms rely on estimating the model. We derive an approximation of the instance-specific lower bound that only involves quantities that can be inferred using model-free approaches. Leveraging this approximation, we devise an ensemble-based model-free exploration strategy applicable to both tabular and continuous Markov decision processes. Numerical results demonstrate that our strategy is able to identify efficient policies faster than state-of-the-art exploration approaches
format Preprint
id arxiv_https___arxiv_org_abs_2407_00801
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Model-Free Active Exploration in Reinforcement Learning
Russo, Alessio
Proutiere, Alexandre
Machine Learning
We study the problem of exploration in Reinforcement Learning and present a novel model-free solution. We adopt an information-theoretical viewpoint and start from the instance-specific lower bound of the number of samples that have to be collected to identify a nearly-optimal policy. Deriving this lower bound along with the optimal exploration strategy entails solving an intricate optimization problem and requires a model of the system. In turn, most existing sample optimal exploration algorithms rely on estimating the model. We derive an approximation of the instance-specific lower bound that only involves quantities that can be inferred using model-free approaches. Leveraging this approximation, we devise an ensemble-based model-free exploration strategy applicable to both tabular and continuous Markov decision processes. Numerical results demonstrate that our strategy is able to identify efficient policies faster than state-of-the-art exploration approaches
title Model-Free Active Exploration in Reinforcement Learning
topic Machine Learning
url https://arxiv.org/abs/2407.00801