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Provably Efficient Maximum Entropy Exploration
Elad Hazan · Sham Kakade · Karan Singh · Abby Van Soest

Wed Jun 04:35 PM -- 04:40 PM PDT @ Room 104

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? One natural, intrinsically defined, objective problem is for the agent to learn a policy which induces a distribution over state space that is as uniform as possible, which can be measured in an entropic sense. We provide an efficient algorithm to construct such a maximum-entropy exploratory policy, when given access to a black box planning oracle (which is robust to function approximation). Furthermore, when restricted to the tabular setting where we have sample based access to the MDP, our proposed algorithm is provably efficient method, both in terms of sample size and computational complexity. Key to our algorithmic methodology is utilizing the conditional gradient method (a.k.a. the Frank-Wolfe algorithm) which utilizes an approximate MDP solver.

Author Information

Elad Hazan (Princeton University)
Sham Kakade (University of Washington)

Sham Kakade is a Washington Research Foundation Data Science Chair, with a joint appointment in the Department of Computer Science and the Department of Statistics at the University of Washington, and is a co-director for the Algorithmic Foundations of Data Science Institute. He works on the mathematical foundations of machine learning and AI. Sham's thesis helped in laying the foundations of the PAC-MDP framework for reinforcement learning. With his collaborators, his additional contributions include: one of the first provably efficient policy search methods, Conservative Policy Iteration, for reinforcement learning; developing the mathematical foundations for the widely used linear bandit models and the Gaussian process bandit models; the tensor and spectral methodologies for provable estimation of latent variable models (applicable to mixture of Gaussians, HMMs, and LDA); the first sharp analysis of the perturbed gradient descent algorithm, along with the design and analysis of numerous other convex and non-convex algorithms. He is the recipient of the IBM Goldberg best paper award (in 2007) for contributions to fast nearest neighbor search and the best paper, INFORMS Revenue Management and Pricing Section Prize (2014). He has been program chair for COLT 2011. Sham was an undergraduate at Caltech, where he studied physics and worked under the guidance of John Preskill in quantum computing. He then completed his Ph.D. in computational neuroscience at the Gatsby Unit at University College London, under the supervision of Peter Dayan. He was a postdoc at the Dept. of Computer Science, University of Pennsylvania , where he broadened his studies to include computational game theory and economics from the guidance of Michael Kearns. Sham has been a Principal Research Scientist at Microsoft Research, New England, an associate professor at the Department of Statistics, Wharton, UPenn, and an assistant professor at the Toyota Technological Institute at Chicago.

Karan Singh (Princeton University)
Abby Van Soest (Princeton University)

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