Abstract

Directed exploration strategies for reinforcement learning are critical for learning an optimal policy in a minimal number of interactions with the environment. Many algorithms use optimism to direct exploration, either through visitation estimates or upper confidence bounds, as opposed to data-inefficient strategies like \epsilon-greedy that use random, undirected exploration. Most data-efficient exploration methods require significant computation, typically relying on a learned model to guide exploration. Least-squares methods have the potential to provide some of the data-efficiency benefits of model-based approaches -- because they summarize past interactions -- with the computation closer to that of model-free approaches. In this work, we provide a novel, computationally efficient, incremental exploration strategy, leveraging this property of least-squares temporal difference learning (LSTD). We derive upper confidence bounds on the action-values learned by LSTD, with context-depe

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  • Exploration

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