Hypermodels for Exploration
- URL: http://arxiv.org/abs/2006.07464v1
- Date: Fri, 12 Jun 2020 20:59:21 GMT
- Title: Hypermodels for Exploration
- Authors: Vikranth Dwaracherla, Xiuyuan Lu, Morteza Ibrahimi, Ian Osband, Zheng
Wen, Benjamin Van Roy
- Abstract summary: We study the use of hypermodels to represent uncertainty and guide exploration.
This generalizes and extends the use of ensembles to approximate Thompson sampling.
We show that alternative hypermodels can enjoy dramatic efficiency gains.
- Score: 27.66567077899924
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study the use of hypermodels to represent epistemic uncertainty and guide
exploration. This generalizes and extends the use of ensembles to approximate
Thompson sampling. The computational cost of training an ensemble grows with
its size, and as such, prior work has typically been limited to ensembles with
tens of elements. We show that alternative hypermodels can enjoy dramatic
efficiency gains, enabling behavior that would otherwise require hundreds or
thousands of elements, and even succeed in situations where ensemble methods
fail to learn regardless of size. This allows more accurate approximation of
Thompson sampling as well as use of more sophisticated exploration schemes. In
particular, we consider an approximate form of information-directed sampling
and demonstrate performance gains relative to Thompson sampling. As
alternatives to ensembles, we consider linear and neural network hypermodels,
also known as hypernetworks. We prove that, with neural network base models, a
linear hypermodel can represent essentially any distribution over functions,
and as such, hypernetworks are no more expressive.
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