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Related papers: Posterior Sampling for Deep Reinforcement Learning

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Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient exploration, posterior sampling for reinforcement learning…

Machine Learning · Statistics 2013-12-30 Ian Osband , Daniel Russo , Benjamin Van Roy

Posterior sampling for reinforcement learning (PSRL) is an effective method for balancing exploration and exploitation in reinforcement learning. Randomised value functions (RVF) can be viewed as a promising approach to scaling PSRL.…

Posterior Sampling for Reinforcement Learning (PSRL) is a well-known algorithm that augments model-based reinforcement learning (MBRL) algorithms with Thompson sampling. PSRL maintains posterior distributions of the environment transition…

Machine Learning · Computer Science 2025-01-17 Siddharth Aravindan , Dixant Mittal , Wee Sun Lee

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

Recent studies in reinforcement learning (RL) have made significant progress by leveraging function approximation to alleviate the sample complexity hurdle for better performance. Despite the success, existing provably efficient algorithms…

Machine Learning · Computer Science 2023-11-07 Nikki Lijing Kuang , Ming Yin , Mengdi Wang , Yu-Xiang Wang , Yi-An Ma

We propose a practical non-episodic PSRL algorithm that unlike recent state-of-the-art PSRL algorithms uses a deterministic, model-independent episode switching schedule. Our algorithm termed deterministic schedule PSRL (DS-PSRL) is…

Machine Learning · Computer Science 2018-10-24 Georgios Theocharous , Zheng Wen , Yasin Abbasi-Yadkori , Nikos Vlassis

Balancing exploration and exploitation is crucial in reinforcement learning (RL). In this paper, we study model-based posterior sampling for reinforcement learning (PSRL) in continuous state-action spaces theoretically and empirically.…

Machine Learning · Computer Science 2021-11-18 Ying Fan , Yifei Ming

Sample inefficiency is a long-lasting challenge in deep reinforcement learning (DRL). Despite dramatic improvements have been made, the problem is far from being solved and is especially challenging in environments with sparse or delayed…

Machine Learning · Computer Science 2025-06-17 Federico Malato , Ville Hautamaki

Deep reinforcement learning (DRL) has significantly advanced the field of combinatorial optimization (CO). However, its practicality is hindered by the necessity for a large number of reward evaluations, especially in scenarios involving…

Machine Learning · Computer Science 2024-07-18 Hyeonah Kim , Minsu Kim , Sungsoo Ahn , Jinkyoo Park

The function approximators employed by traditional image-based Deep Reinforcement Learning (DRL) algorithms usually lack a temporal learning component and instead focus on learning the spatial component. We propose a technique, Temporal…

Machine Learning · Computer Science 2021-10-28 Deepak George Thomas , Tichakorn Wongpiromsarn , Ali Jannesari

Sampled environment transitions are a critical input to deep reinforcement learning (DRL) algorithms. Current DRL benchmarks often allow for the cheap and easy generation of large amounts of samples such that perceived progress in DRL does…

Machine Learning · Computer Science 2021-02-10 Florian E. Dorner

Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…

Machine Learning · Computer Science 2020-01-09 Rahul Singh , Keuntaek Lee , Yongxin Chen

We develop an extension of posterior sampling for reinforcement learning (PSRL) that is suited for a continuing agent-environment interface and integrates naturally into agent designs that scale to complex environments. The approach,…

Machine Learning · Computer Science 2025-10-15 Wanqiao Xu , Shi Dong , Benjamin Van Roy

Deep Reinforcement Learning (DRL) is a trending field of research, showing great promise in challenging problems such as playing Atari, solving Go and controlling robots. While DRL agents perform well in practice we are still lacking the…

Artificial Intelligence · Computer Science 2016-06-17 Nir Baram , Tom Zahavy , Shie Mannor

Deep reinforcement learning (DRL) algorithms require substantial samples and computational resources to achieve higher performance, which restricts their practical application and poses challenges for further development. Given the…

Machine Learning · Computer Science 2024-03-13 Yanxiao Zhao , Yangge Qian , Tianyi Wang , Jingyang Shan , Xiaolin Qin

Computational results demonstrate that posterior sampling for reinforcement learning (PSRL) dramatically outperforms algorithms driven by optimism, such as UCRL2. We provide insight into the extent of this performance boost and the…

Machine Learning · Statistics 2017-06-14 Ian Osband , Benjamin Van Roy

In recent years, significant progress has been made in the field of robotic reinforcement learning (RL), enabling methods that handle complex image observations, train in the real world, and incorporate auxiliary data, such as…

Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…

Machine Learning · Computer Science 2025-05-14 Yinghan Sun , Hongxi Wang , Hua Chen , Wei Zhang

Continuous-time reinforcement learning (CTRL) provides a principled framework for sequential decision-making in environments where interactions evolve continuously over time. Despite its empirical success, the theoretical understanding of…

Machine Learning · Computer Science 2025-05-22 Runze Zhao , Yue Yu , Adams Yiyue Zhu , Chen Yang , Dongruo Zhou

Reinforcement Learning (RL) is a well-established framework for sequential decision-making in complex environments. However, state-of-the-art Deep RL (DRL) algorithms typically require large training datasets and often struggle to…

Artificial Intelligence · Computer Science 2026-04-13 Celeste Veronese , Alessandro Farinelli , Daniele Meli
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