Bayesian Ensembles for Exploration in Deep Q-Learning
Pascal R. van der Vaart (TU Delft - Sequential Decision Making)
N. Yorke-Smith (TU Delft - Algorithmics)
MTJ Spaan (TU Delft - Sequential Decision Making)
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Abstract
Exploration in reinforcement learning remains a difficult challenge. In order to drive exploration, ensembles with randomized prior functions have recently been popularized to quantify uncertainty in the value model. There is no theoretical reason for these ensembles to resemble the actual posterior, however. In this work, we view training ensembles from the perspective of Sequential Monte Carlo, a Monte Carlo method that approximates a sequence of distributions with a set of particles. In particular, we propose an algorithm that exploits both the practical flexibility of ensembles and theory of the Bayesian paradigm. We incorporate this method into a standard Deep Q-learning agent (DQN) and experimentally show qualitatively good uncertainty quantification and improved exploration capabilities over a regular ensemble.
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