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The exploration-exploitation dilemma has been an intriguing and unsolved problem within the framework of reinforcement learning. "Optimism in the face of uncertainty" and model building play central roles in advanced exploration methods.…

Artificial Intelligence · Computer Science 2008-10-21 István Szita , András Lőrincz

Reinforcement Learning, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…

Machine Learning · Computer Science 2019-06-27 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

The principle of optimism in the face of uncertainty underpins many theoretically successful reinforcement learning algorithms. In this paper we provide a general framework for designing, analyzing and implementing such algorithms in the…

Machine Learning · Computer Science 2020-07-07 Gergely Neu , Ciara Pike-Burke

The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric…

Artificial Intelligence · Computer Science 2014-02-11 Arthur Guez , David Silver , Peter Dayan

Efficient exploration remains a central challenge in reinforcement learning (RL), particularly in sparse-reward environments. We introduce Optimistic World Models (OWMs), a principled and scalable framework for optimistic exploration that…

Machine Learning · Computer Science 2026-02-11 Akshay Mete , Shahid Aamir Sheikh , Tzu-Hsiang Lin , Dileep Kalathil , P. R. Kumar

Randomization is a powerful tool that endows algorithms with remarkable properties. For instance, randomized algorithms excel in adversarial settings, often surpassing the worst-case performance of deterministic algorithms with large…

Machine Learning · Computer Science 2024-08-21 Johannes von Oswald , Seijin Kobayashi , Yassir Akram , Angelika Steger

The estimation of advantage is crucial for a number of reinforcement learning algorithms, as it directly influences the choices of future paths. In this work, we propose a family of estimates based on the order statistics over the path…

Machine Learning · Computer Science 2019-09-17 Lanxin Lei , Zhizhong Li , Dahua Lin

We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches,…

Machine Learning · Computer Science 2021-10-27 Haque Ishfaq , Qiwen Cui , Viet Nguyen , Alex Ayoub , Zhuoran Yang , Zhaoran Wang , Doina Precup , Lin F. Yang

Reinforcement learning can greatly benefit from the use of options as a way of encoding recurring behaviours and to foster exploration. An important open problem is how can an agent autonomously learn useful options when solving particular…

Machine Learning · Computer Science 2020-01-07 Manuel Del Verme , Bruno Castro da Silva , Gianluca Baldassarre

It is well known that quantifying uncertainty in the action-value estimates is crucial for efficient exploration in reinforcement learning. Ensemble sampling offers a relatively computationally tractable way of doing this using randomized…

Machine Learning · Computer Science 2020-03-23 Tian Tan , Zhihan Xiong , Vikranth R. Dwaracherla

We study a sequential resource allocation problem involving a fixed number of recurring jobs. At each time-step the manager should distribute available resources among the jobs in order to maximise the expected number of completed jobs.…

Machine Learning · Computer Science 2014-06-17 Tor Lattimore , Koby Crammer , Csaba Szepesvári

Actor-critic methods, a type of model-free Reinforcement Learning, have been successfully applied to challenging tasks in continuous control, often achieving state-of-the art performance. However, wide-scale adoption of these methods in…

Machine Learning · Statistics 2019-10-29 Kamil Ciosek , Quan Vuong , Robert Loftin , Katja Hofmann

In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference,…

Methodology · Statistics 2017-10-26 Susan Athey , Guido Imbens

Reinforcement Learning has emerged as a strong alternative to solve optimization tasks efficiently. The use of these algorithms highly depends on the feedback signals provided by the environment in charge of informing about how good (or…

Machine Learning · Computer Science 2022-12-01 Alain Andres , Esther Villar-Rodriguez , Javier Del Ser

The optimistic nature of the Q-learning target leads to an overestimation bias, which is an inherent problem associated with standard $Q-$learning. Such a bias fails to account for the possibility of low returns, particularly in risky…

Machine Learning · Computer Science 2021-11-05 Thommen George Karimpanal , Hung Le , Majid Abdolshah , Santu Rana , Sunil Gupta , Truyen Tran , Svetha Venkatesh

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…

Machine Learning · Computer Science 2022-09-09 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

This paper reviews exploration techniques in deep reinforcement learning. Exploration techniques are of primary importance when solving sparse reward problems. In sparse reward problems, the reward is rare, which means that the agent will…

Machine Learning · Computer Science 2022-05-03 Pawel Ladosz , Lilian Weng , Minwoo Kim , Hyondong Oh

This paper studies a recent proposal to use randomized value functions to drive exploration in reinforcement learning. These randomized value functions are generated by injecting random noise into the training data, making the approach…

Machine Learning · Computer Science 2024-09-23 Daniel Russo

We present a powerful general framework for designing data-dependent optimization algorithms, building upon and unifying recent techniques in adaptive regularization, optimistic gradient predictions, and problem-dependent randomization. We…

Machine Learning · Statistics 2015-10-14 Mehryar Mohri , Scott Yang

We use optimism to introduce generic asymptotically optimal reinforcement learning agents. They achieve, with an arbitrary finite or compact class of environments, asymptotically optimal behavior. Furthermore, in the finite deterministic…

Artificial Intelligence · Computer Science 2013-05-17 Peter Sunehag , Marcus Hutter