ICML 2018oral61 citations
Coordinated Exploration in Concurrent Reinforcement Learning
Maria Dimakopoulou, Benjamin Van Roy
Abstract
We consider a team of reinforcement learning agents that concurrently learn to operate in a common environment. We identify three properties - adaptivity, commitment, and diversity - which are necessary for efficient coordinated exploration and demonstrate that straightforward extensions to single-agent optimistic and posterior sampling approaches fail to satisfy them. As an alternative, we propose seed sampling, which extends posterior sampling in a manner that meets these requirements. Simulation results investigate how per-agent regret decreases as the number of agents grows, establishing substantial advantages of seed sampling over alternative exploration schemes.
BibTeX
@InProceedings{pmlr-v80-dimakopoulou18a,
title = {Coordinated Exploration in Concurrent Reinforcement Learning},
author = {Dimakopoulou, Maria and Van Roy, Benjamin},
booktitle = {Proceedings of the 35th International Conference on Machine Learning},
pages = {1271--1279},
year = {2018},
editor = {Dy, Jennifer and Krause, Andreas},
volume = {80},
series = {Proceedings of Machine Learning Research},
month = {10--15 Jul},
publisher = {PMLR},
pdf = {http://proceedings.mlr.press/v80/dimakopoulou18a/dimakopoulou18a.pdf},
url = {https://proceedings.mlr.press/v80/dimakopoulou18a.html},
abstract = {We consider a team of reinforcement learning agents that concurrently learn to operate in a common environment. We identify three properties - adaptivity, commitment, and diversity - which are necessary for efficient coordinated exploration and demonstrate that straightforward extensions to single-agent optimistic and posterior sampling approaches fail to satisfy them. As an alternative, we propose seed sampling, which extends posterior sampling in a manner that meets these requirements. Simulation results investigate how per-agent regret decreases as the number of agents grows, establishing substantial advantages of seed sampling over alternative exploration schemes.}
}