Contextual Exploration Using a Linear Approximation Method Based on
Satisficing
- URL: http://arxiv.org/abs/2112.06452v1
- Date: Mon, 13 Dec 2021 07:14:01 GMT
- Title: Contextual Exploration Using a Linear Approximation Method Based on
Satisficing
- Authors: Akane Minami, Yu Kono, and Tatsuji Takahashi
- Abstract summary: The amount of exploration required for learning is often quite large.
Deep reinforcement learning also has super-human performance in that no human being would be able to achieve such amounts of exploration.
We propose Linear RS (LinRS), which is a type of satisficing algorithm and a linear extension of risk-sensitive satisficing (RS)
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Deep reinforcement learning has enabled human-level or even super-human
performance in various types of games. However, the amount of exploration
required for learning is often quite large. Deep reinforcement learning also
has super-human performance in that no human being would be able to achieve
such amounts of exploration. To address this problem, we focus on the
\textit{satisficing} policy, which is a qualitatively different approach from
that of existing optimization algorithms. Thus, we propose Linear RS (LinRS),
which is a type of satisficing algorithm and a linear extension of
risk-sensitive satisficing (RS), for application to a wider range of tasks. The
generalization of RS provides an algorithm to reduce the volume of exploratory
actions by adopting a different approach from existing optimization algorithms.
LinRS utilizes linear regression and multiclass classification to linearly
approximate both the action value and proportion of action selections required
in the RS calculation. The results of our experiments indicate that LinRS
reduced the number of explorations and run time compared to those of existing
algorithms in contextual bandit problems. These results suggest that a further
generalization of satisficing algorithms may be useful for complex
environments, including those that are to be handled with deep reinforcement
learning.
Related papers
- An Optimal Algorithm for the Real-Valued Combinatorial Pure Exploration
of Multi-Armed Bandit [65.268245109828]
We study the real-valued pure exploration problem in the multi-armed bandit (R-CPE-MAB)
Existing methods in the R-CPE-MAB can be seen as a special case of the so-called transductive linear bandits.
We propose an algorithm named the gap-based exploration (CombGapE) algorithm, whose sample complexity matches the lower bound.
arXiv Detail & Related papers (2023-06-15T15:37:31Z) - Improved Algorithms for Neural Active Learning [74.89097665112621]
We improve the theoretical and empirical performance of neural-network(NN)-based active learning algorithms for the non-parametric streaming setting.
We introduce two regret metrics by minimizing the population loss that are more suitable in active learning than the one used in state-of-the-art (SOTA) related work.
arXiv Detail & Related papers (2022-10-02T05:03:38Z) - Fast Offline Policy Optimization for Large Scale Recommendation [74.78213147859236]
We derive an approximation of these policy learning algorithms that scale logarithmically with the catalogue size.
Our contribution is based upon combining three novel ideas.
Our estimator is an order of magnitude faster than naive approaches yet produces equally good policies.
arXiv Detail & Related papers (2022-08-08T11:54:11Z) - Reinforcement Learning for Branch-and-Bound Optimisation using
Retrospective Trajectories [72.15369769265398]
Machine learning has emerged as a promising paradigm for branching.
We propose retro branching; a simple yet effective approach to RL for branching.
We outperform the current state-of-the-art RL branching algorithm by 3-5x and come within 20% of the best IL method's performance on MILPs with 500 constraints and 1000 variables.
arXiv Detail & Related papers (2022-05-28T06:08:07Z) - Dimensionality Reduction and Prioritized Exploration for Policy Search [29.310742141970394]
Black-box policy optimization is a class of reinforcement learning algorithms that explores and updates the policies at the parameter level.
We present a novel method to prioritize the exploration of effective parameters and cope with full covariance matrix updates.
Our algorithm learns faster than recent approaches and requires fewer samples to achieve state-of-the-art results.
arXiv Detail & Related papers (2022-03-09T15:17:09Z) - Learning Sampling Policy for Faster Derivative Free Optimization [100.27518340593284]
We propose a new reinforcement learning based ZO algorithm (ZO-RL) with learning the sampling policy for generating the perturbations in ZO optimization instead of using random sampling.
Our results show that our ZO-RL algorithm can effectively reduce the variances of ZO gradient by learning a sampling policy, and converge faster than existing ZO algorithms in different scenarios.
arXiv Detail & Related papers (2021-04-09T14:50:59Z) - Towards Optimally Efficient Tree Search with Deep Learning [76.64632985696237]
This paper investigates the classical integer least-squares problem which estimates signals integer from linear models.
The problem is NP-hard and often arises in diverse applications such as signal processing, bioinformatics, communications and machine learning.
We propose a general hyper-accelerated tree search (HATS) algorithm by employing a deep neural network to estimate the optimal estimation for the underlying simplified memory-bounded A* algorithm.
arXiv Detail & Related papers (2021-01-07T08:00:02Z) - Learning the Step-size Policy for the Limited-Memory
Broyden-Fletcher-Goldfarb-Shanno Algorithm [3.7470451129384825]
We consider the problem of how to learn a step-size policy for the Limited-Memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithm.
We propose a neural network architecture with local information of the current gradient as the input.
The step-length policy is learned from data of similar optimization problems, avoids additional evaluations of the objective function, and guarantees that the output step remains inside a pre-defined interval.
arXiv Detail & Related papers (2020-10-03T09:34:03Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.