We propose a hybrid approach aimed at improving the sample efficiency in goal-directed reinforcement learning. We do this via a two-step mechanism where firstly, we approximate a model from Model-Free reinforcement learning. Then, we leverage this approximate model along with a notion of reachability using Mean First Passage Times to perform Model-Based reinforcement learning. Built on such a novel observation, we design two new algorithms - Mean First Passage Time based Q-Learning (MFPT-Q) and Mean First Passage Time based DYNA (MFPT-DYNA), that have been fundamentally modified from the state-of-the-art reinforcement learning techniques. Preliminary results have shown that our hybrid approaches converge with much fewer iterations than their corresponding state-of-the-art counterparts and therefore requiring much fewer samples and much fewer training trials to converge.
Along similar direction, several prior works focused on devising a model as an initialization for MF component @cite_18 @cite_23 . One of the challenges that this leads to is the inaccuracies in the model which cause the issue of model bias. A suggested solution to overcome model bias is to directly train the dynamics in a goal-oriented manner @cite_5 @cite_6 . Our work is also motivated from this approach in order to deal with model bias.
@cite_5 @cite_18 @cite_6 @cite_23
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This paper contributes improvements on both the effectiveness and efficiency of Matrix Factorization (MF) methods for implicit feedback. We highlight two critical issues of existing works. First, due to the large space of unobserved feedback, most existing works resort to assign a uniform weight to the missing data to reduce computational complexity. However, such a uniform assumption is invalid in real-world settings. Second, most methods are also designed in an offline setting and fail to keep up with the dynamic nature of online data. We address the above two issues in learning MF models from implicit feedback. We first propose to weight the missing data based on item popularity, which is more effective and flexible than the uniform-weight assumption. However, such a non-uniform weighting poses efficiency challenge in learning the model. To address this, we specifically design a new learning algorithm based on the element-wise Alternating Least Squares (eALS) technique, for efficiently optimizing a MF model with variably-weighted missing data. We exploit this efficiency to then seamlessly devise an incremental update strategy that instantly refreshes a MF model given new feedback. Through comprehensive experiments on two public datasets in both offline and online protocols, we show that our implemented, open-source (https: github.com hexiangnan sigir16-eals) eALS consistently outperforms state-of-the-art implicit MF methods. We address the problem of learning structured unsupervised models with moment sparsity typical in many natural language induction tasks. For example, in unsupervised part-of-speech (POS) induction using hidden Markov models, we introduce a bias for words to be labeled by a small number of tags. In order to express this bias of posterior sparsity as opposed to parametric sparsity, we extend the posterior regularization framework [7]. We evaluate our methods on three languages — English, Bulgarian and Portuguese — showing consistent and significant accuracy improvement over EM-trained HMMs, and HMMs with sparsity-inducing Dirichlet priors trained by variational EM. We increase accuracy with respect to EM by 2.3 -6.5 in a purely unsupervised setting as well as in a weakly-supervised setting where the closed-class words are provided. Finally, we show improvements using our method when using the induced clusters as features of a discriminative model in a semi-supervised setting. Abstract A methodology for model error estimation is proposed and examined in this study. It provides estimates of the dynamical model state, the bias, and the empirical parameters by combining three approaches: 1) ensemble data assimilation, 2) state augmentation, and 3) parameter and model bias estimation. Uncertainties of these estimates are also determined, in terms of the analysis and forecast error covariances, employing the same methodology. The model error estimation approach is evaluated in application to Korteweg–de Vries–Burgers (KdVB) numerical model within the framework of maximum likelihood ensemble filter (MLEF). Experimental results indicate improved filter performance due to model error estimation. The innovation statistics also indicate that the estimated uncertainties are reliable. On the other hand, neglecting model errors—either in the form of an incorrect model parameter, or a model bias—has detrimental effects on data assimilation, in some cases resulting in filter divergence. Altho... Recommender problems with large and dynamic item pools are ubiquitous in web applications like content optimization, online advertising and web search. Despite the availability of rich item meta-data, excess heterogeneity at the item level often requires inclusion of item-specific "factors" (or weights) in the model. However, since estimating item factors is computationally intensive, it poses a challenge for time-sensitive recommender problems where it is important to rapidly learn factors for new items (e.g., news articles, event updates, tweets) in an online fashion. In this paper, we propose a novel method called FOBFM (Fast Online Bilinear Factor Model) to learn item-specific factors quickly through online regression. The online regression for each item can be performed independently and hence the procedure is fast, scalable and easily parallelizable. However, the convergence of these independent regressions can be slow due to high dimensionality. The central idea of our approach is to use a large amount of historical data to initialize the online models based on offline features and learn linear projections that can effectively reduce the dimensionality. We estimate the rank of our linear projections by taking recourse to online model selection based on optimizing predictive likelihood. Through extensive experiments, we show that our method significantly and uniformly outperforms other competitive methods and obtains relative lifts that are in the range of 10-15 in terms of predictive log-likelihood, 200-300 for a rank correlation metric on a proprietary My Yahoo! dataset; it obtains 9 reduction in root mean squared error over the previously best method on a benchmark MovieLens dataset using a time-based train test data split.