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On-line Reinforcement Learning Using Incremental Kernel-Based Stochastic Factorization
Andre S Barreto · Doina Precup · Joelle Pineau

Tue Dec 04 07:00 PM -- 12:00 AM (PST) @ Harrah’s Special Events Center 2nd Floor

The ability to learn a policy for a sequential decision problem with continuous state space using on-line data is a long-standing challenge. This paper presents a new reinforcement-learning algorithm, called iKBSF, which extends the benefits of kernel-based learning to the on-line scenario. As a kernel-based method, the proposed algorithm is stable and has good convergence properties. However, unlike other similar algorithms,iKBSF's space complexity is independent of the number of sample transitions, and as a result it can process an arbitrary amount of data. We present theoretical results showing that iKBSF can approximate (to any level of accuracy) the value function that would be learned by an equivalent batch non-parametric kernel-based reinforcement learning approximator. In order to show the effectiveness of the proposed algorithm in practice, we apply iKBSF to the challenging three-pole balancing task, where the ability to process a large number of transitions is crucial for achieving a high success rate.

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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