Scale-free adaptive planning for deterministic dynamics & discounted rewards


Peter Bartlett, Victor Gabillon, Jennifer Healey, Michal Valko ;
Proceedings of the 36th International Conference on Machine Learning, PMLR 97:495-504, 2019.


We address the problem of planning in an environment with deterministic dynamics and stochastic discounted rewards under a limited numerical budget where the ranges of both rewards and noise are unknown. We introduce PlaTypOOS, an adaptive, robust, and efficient alternative to the OLOP (open-loop optimistic planning) algorithm. Whereas OLOP requires a priori knowledge of the ranges of both rewards and noise, PlaTypOOS dynamically adapts its behavior to both. This allows PlaTypOOS to be immune to two vulnerabilities of OLOP: failure when given underestimated ranges of noise and rewards and inefficiency when these are overestimated. PlaTypOOS additionally adapts to the global smoothness of the value function. PlaTypOOS acts in a provably more efficient manner vs. OLOP when OLOP is given an overestimated reward and show that in the case of no noise, PlaTypOOS learns exponentially faster.

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