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arXiv 1509.04064cs.AI
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贝叶斯强化学习的基准测试

Benchmarking for Bayesian Reinforcement Learning

Montefiore Institute(蒙特菲奥雷研究所);University of Liège(列日大学)

Michael Castronovo, Damien Ernst, Adrien Couetoux, Raphael Fonteneau

摘要:

在贝叶斯强化学习(BRL)设置中,代理试图在与环境交互的同时最大化收集的奖励,同时使用事先访问的一些先验知识。许多BRL算法已经被提出,但即使在文献中存在一些玩具的例子,仍然没有广泛或严格的基准来比较它们。本文解决了这个问题,并提供了一个新的BRL比较方法以及相应的开源库。在这种方法中,一个比较标准,衡量算法的性能从一些概率分布的大型马尔可夫决策过程(MDP)集定义。为了使非随时算法的比较,我们的方法还包括每个算法的计算时间要求的详细分析。我们的库包含所有源代码和文档:它包括三个测试问题,每个问题都有两个不同的先验分布,以及七个最先进的RL算法。最后,我们的图书馆是通过比较所有可用的算法和结果进行了讨论。

英文摘要:

In the Bayesian Reinforcement Learning (BRL) setting, agents try to maximise the collected rewards while interacting with their environment while using some prior knowledge that is accessed beforehand. Many BRL algorithms have already been proposed, but even though a few toy examples exist in the literature, there are still no extensive or rigorous benchmarks to compare them. The paper addresses this problem, and provides a new BRL comparison methodology along with the corresponding open source library. In this methodology, a comparison criterion that measures the performance of algorithms on large sets of Markov Decision Processes (MDPs) drawn from some probability distributions is defined. In order to enable the comparison of non-anytime algorithms, our methodology also includes a detailed analysis of the computation time requirement of each algorithm. Our library is released with all source code and documentation: it includes three test problems, each of which has two different prior distributions, and seven state-of-the-art RL algorithms. Finally, our library is illustrated by comparing all the available algorithms and the results are discussed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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