Efficient Bayes-adaptive reinforcement learning using sample-based search

A Guez, D Silver, P Dayan - Advances in neural information …, 2012 - proceedings.neurips.cc
A Guez, D Silver, P Dayan
Advances in neural information processing systems, 2012proceedings.neurips.cc
Bayesian model-based reinforcement learning is a formally elegant approach to learning
optimal behaviour under model uncertainty, trading off exploration and exploitation in an
ideal way. Unfortunately, finding the resulting Bayes-optimal policies is notoriously taxing,
since the search space becomes enormous. In this paper we introduce a tractable, sample-
based method for approximate Bayes-optimal planning which exploits Monte-Carlo tree
search. Our approach outperformed prior Bayesian model-based RL algorithms by a …
Abstract
Bayesian model-based reinforcement learning is a formally elegant approach to learning optimal behaviour under model uncertainty, trading off exploration and exploitation in an ideal way. Unfortunately, finding the resulting Bayes-optimal policies is notoriously taxing, since the search space becomes enormous. In this paper we introduce a tractable, sample-based method for approximate Bayes-optimal planning which exploits Monte-Carlo tree search. Our approach outperformed prior Bayesian model-based RL algorithms by a significant margin on several well-known benchmark problems--because it avoids expensive applications of Bayes rule within the search tree by lazily sampling models from the current beliefs. We illustrate the advantages of our approach by showing it working in an infinite state space domain which is qualitatively out of reach of almost all previous work in Bayesian exploration.
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