Abstract

Variational inference (VI) is a specific type of approximate Bayesian inference that approximates an intractable posterior distribution with a tractable one. VI casts the inference problem as an optimization problem, more specifically, the goal is to maximize a lower bound of the logarithm of the marginal likelihood with respect to the parameters of the approximate posterior. Reinforcement learning (RL) on the other hand deals with autonomous agents and how to make them act optimally such as to maximize some notion of expected future cumulative reward. In the non-sequential setting where agents' actions do not have an impact on future states of the environment, RL is covered by contextual bandits and Bayesian optimization. In a proper sequential scenario, however, where agents' actions affect future states, instantaneous rewards need to be carefully traded off against potential long-term rewards. This manuscript shows how the apparently different subjects of VI and RL are linked in two

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Tags

  • Model-Based RL

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