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Papers

Randomized Value Functions via Multiplicative Normalizing Flows

2018-06-06 · Ahmed Touati, Harsh Satija, Joshua Romoff, Joelle Pineau, Pascal Vincent

Randomized value functions offer a promising approach towards the challenge of efficient exploration in complex environments with high dimensional state and action spaces. Unlike traditional point estimate methods, randomized value functions maintain a posterior distribution over action-space values. This prevents the agent's behavior policy from prematurely exploiting early estimates and falling into local optima. In this work, we leverage recent advances in variational Bayesian neural networks and combine these with traditional Deep Q-Networks (DQN) and Deep Deterministic Policy Gradient (DDPG) to achieve randomized value functions for high-dimensional domains. In particular, we augment DQN and DDPG with multiplicative normalizing flows in order to track a rich approximate posterior distribution over the parameters of the value function. This allows the agent to perform approximate Thompson sampling in a computationally efficient manner via stochastic gradient methods. We demonstrate the benefits of our approach through an empirical comparison in high dimensional environments.

📄 PDF Abstract BibTeX arXiv:1806.02315

Code (2)

facebookresearch/RandomizedValueFunctions pytorch
oh-lab/UTE-Uncertainty-aware-Temporal-Extension- pytorch

Tasks

Efficient ExplorationThompson Sampling

Methods 이 논문이 사용한 방법론

Normalizing Flows Normalizing Flows are a method for constructing complex distributions by transforming a probability density through a series of invertible mappings. By repeatedly applying…
Experience Replay Experience Replay is a replay memory technique used in reinforcement learning where we store the agent’s experiences at each time-step, $e\_{t} = \left(s\_{t}, a\_{t}, r\_{t},…
Weight Decay 설명 없음
ReLU How Do I Communicate to Expedia? How Do I Communicate to Expedia? – Call ☎️ +1-(888) 829 (0881) or +1-805-330-4056 or +1-805-330-4056 for Live Support & Special Travel…
Q-Learning Q-Learning is an off-policy temporal difference control algorithm: $$Q\left(S\_{t}, A\_{t}\right) \leftarrow Q\left(S\_{t}, A\_{t}\right) + \alpha\left[R_{t+1} +…
Adam 설명 없음
Batch Normalization 설명 없음
DDPG DDPG, or Deep Deterministic Policy Gradient, is an actor-critic, model-free algorithm based on the deterministic policy gradient that can operate over continuous action…

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