Poster

Model-Free Active Exploration in Reinforcement Learning

Alessio Russo · Alessio Russo · Alexandre Proutiere

Great Hall & Hall B1+B2 (level 1) #1312
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Tue 12 Dec 8:45 a.m. PST — 10:45 a.m. PST

Abstract:

We study the problem of exploration in Reinforcement Learning and present a novel model-free solution. We adopt an information-theoretical viewpoint and start from the instance-specific lower bound of the number of samples that have to be collected to identify a nearly-optimal policy. Deriving this lower bound along with the optimal exploration strategy entails solving an intricate optimization problem and requires a model of the system. In turn, most existing sample optimal exploration algorithms rely on estimating the model. We derive an approximation of the instance-specific lower bound that only involves quantities that can be inferred using model-free approaches. Leveraging this approximation, we devise an ensemble-based model-free exploration strategy applicable to both tabular and continuous Markov decision processes. Numerical results demonstrate that our strategy is able to identify efficient policies faster than state-of-the-art exploration approaches.

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