Spotlight

Principled Exploration via Optimistic Bootstrapping and Backward Induction

Chenjia Bai · Lingxiao Wang · Lei Han · Jianye Hao · Animesh Garg · Peng Liu · Zhaoran Wang

[ Abstract ] [ Livestream: Visit Reinforcement Learning 12 ] [ Paper ]
Wed 21 Jul 6:20 a.m. — 6:25 a.m. PDT

One principled approach for provably efficient exploration is incorporating the upper confidence bound (UCB) into the value function as a bonus. However, UCB is specified to deal with linear and tabular settings and is incompatible with Deep Reinforcement Learning (DRL). In this paper, we propose a principled exploration method for DRL through Optimistic Bootstrapping and Backward Induction (OB2I). OB2I constructs a general-purpose UCB-bonus through non-parametric bootstrap in DRL. The UCB-bonus estimates the epistemic uncertainty of state-action pairs for optimistic exploration. We build theoretical connections between the proposed UCB-bonus and the LSVI-UCB in linear setting. We propagate future uncertainty in a time-consistent manner through episodic backward update, which exploits the theoretical advantage and empirically improves the sample-efficiency. Our experiments in MNIST maze and Atari suit suggest that OB2I outperforms several state-of-the-art exploration approaches.

Chat is not available.