We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP for that episode. Our setting is motivated by applications in healthcare where baseline measurements of a patient at the start of a treatment episode form the context that may provide information about how the patient might respond to treatment decisions. We propose algorithms for learning in such Contextual Markov Decision Processes (CMDPs) under an assumption that the unobserved MDP parameters vary smoothly with the observed context. We also give lower and upper PAC bounds under the smoothness assumption. Because our lower bound has an exponential dependence on the dimension, we consider a tractable linear setting where the context is used to create linear combinations of a finite set of MDPs. For the linear setting, we give a PAC learning algorithm based on KWIK learning techniques.
Our work leverages the available side-information for each MDP, which is inspired by the use of contexts in contextual bandits . The use of such side information can also be found in RL literature: @cite_10 developed a multi-task policy gradient method where the context is used for transferring knowledge between tasks; @cite_13 used parametric forms of MDPs to develop models for personalized medicine policies for HIV treatment.
@cite_13 @cite_10
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The success of applying policy gradient reinforcement learning (RL) to difficult control tasks hinges crucially on the ability to determine a sensible initialization for the policy. Transfer learning methods tackle this problem by reusing knowledge gleaned from solving other related tasks. In the case of multiple task domains, these algorithms require an inter-task mapping to facilitate knowledge transfer across domains. However, there are currently no general methods to learn an inter-task mapping without requiring either background knowledge that is not typically present in RL settings, or an expensive analysis of an exponential number of inter-task mappings in the size of the state and action spaces. This paper introduces an autonomous framework that uses unsupervised manifold alignment to learn intertask mappings and effectively transfer samples between different task domains. Empirical results on diverse dynamical systems, including an application to quadrotor control, demonstrate its effectiveness for cross-domain transfer in the context of policy gradient RL. This paper presents Recurrent Policy Gradients, a modelfree reinforcement learning (RL) method creating limited-memory stochastic policies for partially observable Markov decision problems (POMDPs) that require long-term memories of past observations. The approach involves approximating a policy gradient for a Recurrent Neural Network (RNN) by backpropagating return-weighted characteristic eligibilities through time. Using a "Long Short-Term Memory" architecture, we are able to outperform other RL methods on two important benchmark tasks. Furthermore, we show promising results on a complex car driving simulation task. We study online learning of finite Markov decision process (MDP) problems when a side information vector is available. The problem is motivated by applications such as clinical trials, recommendation systems, etc. Such applications have an episodic structure, where each episode corresponds to a patient customer. Our objective is to compete with the optimal dynamic policy that can take side information into account. We propose a computationally efficient algorithm and show that its regret is at most @math , where @math is the number of rounds. To best of our knowledge, this is the first regret bound for this setting. This paper presents a novel form of policy gradient for model-free reinforcement learning (RL) with improved exploration properties. Current policy-based methods use entropy regularization to encourage undirected exploration of the reward landscape, which is ineffective in high dimensional spaces with sparse rewards. We propose a more directed exploration strategy that promotes exploration of under-appreciated reward regions. An action sequence is considered under-appreciated if its log-probability under the current policy under-estimates its resulting reward. The proposed exploration strategy is easy to implement, requiring small modifications to an implementation of the REINFORCE algorithm. We evaluate the approach on a set of algorithmic tasks that have long challenged RL methods. Our approach reduces hyper-parameter sensitivity and demonstrates significant improvements over baseline methods. Our algorithm successfully solves a benchmark multi-digit addition task and generalizes to long sequences. This is, to our knowledge, the first time that a pure RL method has solved addition using only reward feedback.