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Fast Value Tracking for Deep Reinforcement Learning: Leveraging Kalman Filtering Paradigm


Core Concepts
Efficiently draw samples from posterior distribution for robust reinforcement learning.
Abstract
The content introduces the LKTD algorithm, combining SGMCMC with Kalman filtering for deep RL. It addresses uncertainties in agent-environment interactions and dynamic changes in model parameters. The algorithm converges to a stationary distribution, enabling robust and adaptable RL approaches. Abstract Introduces LKTD algorithm using SGMCMC. Convergence to stationary distribution for uncertainty quantification. Introduction Successes of RL across diverse tasks. Traditional methods overlook stochasticity in interactions. Kalman Temporal Difference Algorithms Treat values as random variables for tracking policy learning process. Langevinized Kalman Temporal Difference Algorithm Overcomes limitations of existing KTD algorithms. Efficient value tracking and scalability for large-scale neural networks. Experiments Comparison with DQN, BootDQN, QR-DQN in various environments. LKTD demonstrates superior performance in training rewards and optimal policy exploration. Conclusion LKTD offers advancements in efficiency and precision for deep RL optimization.
Stats
Under mild conditions, we prove that the posterior samples generated by the LKTD algorithm converge to a stationary distribution.
Quotes
"The proposed algorithm enables fast value tracking at a complexity of O(np) per iteration." "Compared to existing KTD algorithms, the proposed algorithm can directly handle a nonlinear function h(·, ·) without the need for a linearization operator."

Key Insights Distilled From

by Frank Shih,F... at arxiv.org 03-21-2024

https://arxiv.org/pdf/2403.13178.pdf
Fast Value Tracking for Deep Reinforcement Learning

Deeper Inquiries

How does the incorporation of prior information enhance the robustness of the RL algorithm

Incorporating prior information in reinforcement learning algorithms enhances their robustness by providing a structured framework for decision-making. By imposing a prior density function on the model parameters, such as a mixture Gaussian distribution, the algorithm gains insights into the possible distributions of these parameters. This allows for sparsification of neural networks and helps prevent overfitting by guiding the learning process towards more plausible solutions. The prior information acts as a regularization mechanism, constraining the search space and promoting smoother convergence to optimal policies. Additionally, incorporating prior knowledge enables better uncertainty quantification, leading to more reliable estimates of value functions and model parameters.

What are potential drawbacks or limitations of using replay buffers with the LKTD algorithm

While replay buffers can enhance data efficiency in reinforcement learning algorithms like LKTD, they also come with potential drawbacks and limitations. One limitation is related to sample dependence when using replay buffers. As samples are drawn from past experiences stored in the buffer, there is a risk of introducing bias due to correlations between consecutive samples or non-i.i.d sampling. This can impact the exploration-exploitation trade-off and hinder the algorithm's ability to learn diverse optimal policies effectively. Moreover, managing large replay buffers can be computationally expensive and memory-intensive, especially in scenarios with high-dimensional state spaces or complex environments.

How might advancements in deep learning impact the future development of reinforcement learning algorithms

Advancements in deep learning have significant implications for the future development of reinforcement learning algorithms. With improvements in deep neural network architectures, optimization techniques, and computational resources, we can expect reinforcement learning algorithms to become more sophisticated and capable of handling complex tasks efficiently. Deep learning advancements enable RL algorithms to scale up to larger state spaces and higher-dimensional action spaces while maintaining stability during training. Techniques like transfer learning, meta-learning, attention mechanisms, capsule networks, graph neural networks are likely to be integrated into RL frameworks for enhanced performance across various domains including robotics, gaming environments healthcare systems among others.
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