An Empirical Evaluation of Posterior Sampling for Constrained Reinforcement Learning

• URL: http://arxiv.org/abs/2209.03596v1
• Date: Thu, 8 Sep 2022 06:52:49 GMT
• Title: An Empirical Evaluation of Posterior Sampling for Constrained Reinforcement Learning
• Authors: Danil Provodin, Pratik Gajane, Mykola Pechenizkiy, Maurits Kaptein
• Abstract summary: We study a posterior sampling approach to efficient exploration in constrained reinforcement learning. We propose two simple algorithms that are more efficient statistically, simpler to implement and computationally cheaper.
• Score: 7.3449418475577595
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: We study a posterior sampling approach to efficient exploration in constrained reinforcement learning. Alternatively to existing algorithms, we propose two simple algorithms that are more efficient statistically, simpler to implement and computationally cheaper. The first algorithm is based on a linear formulation of CMDP, and the second algorithm leverages the saddle-point formulation of CMDP. Our empirical results demonstrate that, despite its simplicity, posterior sampling achieves state-of-the-art performance and, in some cases, significantly outperforms optimistic algorithms.

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