Importance Weighted Transfer of Samples in Reinforcement Learning

Tirinzoni, Andrea; Sessa, Andrea; Pirotta, Matteo; Restelli, Marcello

Document type :

Communication dans un congrès avec actes

Title :

Importance Weighted Transfer of Samples in Reinforcement Learning

Author(s) :

Tirinzoni, Andrea [Auteur]
Department of Electronics, Information, and Bioengineering [Milano] [DEIB]
Sessa, Andrea [Auteur]
Department of Electronics, Information, and Bioengineering [Milano] [DEIB]
Pirotta, Matteo [Auteur]
Sequential Learning [SEQUEL]
Restelli, Marcello [Auteur]
Department of Electronics, Information, and Bioengineering [Milano] [DEIB]

Conference title :

ICML 2018 - The 35th International Conference on Machine Learning

City :

Stockholm

Country :

Suède

Start date of the conference :

2018-07-10

Journal title :

Proceedings of Machine Learning Research

HAL domain(s) :

Statistiques [stat]/Machine Learning [stat.ML]

English abstract : [en]

We consider the transfer of experience samples (i.e., tuples < s, a, s', r >) in reinforcement learning (RL), collected from a set of source tasks to improve the learning process in a given target task. Most of the related ...
Show more >We consider the transfer of experience samples (i.e., tuples < s, a, s', r >) in reinforcement learning (RL), collected from a set of source tasks to improve the learning process in a given target task. Most of the related approaches focus on selecting the most relevant source samples for solving the target task, but then all the transferred samples are used without considering anymore the discrepancies between the task models. In this paper, we propose a model-based technique that automatically estimates the relevance (importance weight) of each source sample for solving the target task. In the proposed approach, all the samples are transferred and used by a batch RL algorithm to solve the target task, but their contribution to the learning process is proportional to their importance weight. By extending the results for importance weighting provided in supervised learning literature, we develop a finite-sample analysis of the proposed batch RL algorithm. Furthermore, we empirically compare the proposed algorithm to state-of-the-art approaches, showing that it achieves better learning performance and is very robust to negative transfer, even when some source tasks are significantly different from the target task.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

ANR Project :

Extraction et transfert de connaissances dans l'apprentissage par renforcement

Collections :