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Reinforcement Learning using Kernel-Based Stochastic Factorization
Andre S Barreto · Doina Precup · Joelle Pineau

Mon Dec 12 10:00 AM -- 02:59 PM (PST) @

Kernel-based reinforcement-learning (KBRL) is a method for learning a decision policy from a set of sample transitions which stands out for its strong theoretical guarantees. However, the size of the approximator grows with the number of transitions, which makes the approach impractical for large problems. In this paper we introduce a novel algorithm to improve the scalability of KBRL. We resort to a special decomposition of a transition matrix, called stochastic factorization, to fix the size of the approximator while at the same time incorporating all the information contained in the data. The resulting algorithm, kernel-based stochastic factorization (KBSF), is much faster but still converges to a unique solution. We derive a theoretical upper bound for the distance between the value functions computed by KBRL and KBSF. The effectiveness of our method is illustrated with computational experiments on four reinforcement-learning problems, including a difficult task in which the goal is to learn a neurostimulation policy to suppress the occurrence of seizures in epileptic rat brains. We empirically demonstrate that the proposed approach is able to compress the information contained in KBRL's model. Also, on the tasks studied, KBSF outperforms two of the most prominent reinforcement-learning algorithms, namely least-squares policy iteration and fitted Q-iteration.

Author Information

Andre S Barreto (DeepMind)
Doina Precup (McGill University / Mila / DeepMind Montreal)
Joelle Pineau (McGill University)

Joelle Pineau is an Associate Professor and William Dawson Scholar at McGill University where she co-directs the Reasoning and Learning Lab. She also leads the Facebook AI Research lab in Montreal, Canada. She holds a BASc in Engineering from the University of Waterloo, and an MSc and PhD in Robotics from Carnegie Mellon University. Dr. Pineau's research focuses on developing new models and algorithms for planning and learning in complex partially-observable domains. She also works on applying these algorithms to complex problems in robotics, health care, games and conversational agents. She serves on the editorial board of the Journal of Artificial Intelligence Research and the Journal of Machine Learning Research and is currently President of the International Machine Learning Society. She is a recipient of NSERC's E.W.R. Steacie Memorial Fellowship (2018), a Fellow of the Association for the Advancement of Artificial Intelligence (AAAI), a Senior Fellow of the Canadian Institute for Advanced Research (CIFAR) and in 2016 was named a member of the College of New Scholars, Artists and Scientists by the Royal Society of Canada.

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