Abstract

In several realistic situations, an interactive learning agent can practice and refine its strategy before going on to be evaluated. For instance, consider a student preparing for a series of tests. She would typically take a few practice tests to know which areas she needs to improve upon. Based of the scores she obtains in these practice tests, she would formulate a strategy for maximizing her scores in the actual tests. We treat this scenario in the context of an agent exploring a fixed-horizon episodic Markov Decision Process (MDP), where the agent can practice on the MDP for some number of episodes (not necessarily known in advance) before starting to incur regret for its actions. During practice, the agent's goal must be to maximize the probability of following an optimal policy. This is akin to the problem of Pure Exploration (PE). We extend the PE problem of Multi Armed Bandits (MAB) to MDPs and propose a Bayesian algorithm called Posterior Sampling for Pure Exploration (PSPE

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  • Exploration

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  • arxiv keyputta2017efficient

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