Scale-free adaptive planning for deterministic dynamics & discounted rewards
Résumé
We address the problem of planning in an environment with deterministic dynamics and stochas-tic discounted rewards under a limited numerical budget where the ranges of both rewards and noise are unknown. We introduce PlaTγPOOS, an adaptive, robust, and efficient alternative to the OLOP (open-loop optimistic planning) algorithm. Whereas OLOP requires a priori knowledge of the ranges of both rewards and noise, PlaTγPOOS dynamically adapts its behavior to both. This allows PlaTγPOOS to be immune to two vulnerabil-ities of OLOP: failure when given underestimated ranges of noise and rewards and inefficiency when these are overestimated. PlaTγPOOS additionally adapts to the global smoothness of the value function. PlaTγPOOS acts in a provably more efficient manner vs. OLOP when OLOP is given an overestimated reward and show that in the case of no noise, PlaTγPOOS learns exponentially faster.
Domaines
Machine Learning [stat.ML]Origine | Fichiers produits par l'(les) auteur(s) |
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