Bayesian Exploration Networks

Mattie Fellows, Brandon Gary Kaplowitz, Christian Schroeder De Witt, Shimon Whiteson
Proceedings of the 41st International Conference on Machine Learning, PMLR 235:13126-13152, 2024.

Abstract

Bayesian reinforcement learning (RL) offers a principled and elegant approach for sequential decision making under uncertainty. Most notably, Bayesian agents do not face an exploration/exploitation dilemma, a major pathology of frequentist methods. However theoretical understanding of model-free approaches is lacking. In this paper, we introduce a novel Bayesian model-free formulation and the first analysis showing that model-free approaches can yield Bayes-optimal policies. We show all existing model-free approaches make approximations that yield policies that can be arbitrarily Bayes-suboptimal. As a first step towards model-free Bayes optimality, we introduce the Bayesian exploration network (BEN) which uses normalising flows to model both the aleatoric uncertainty (via density estimation) and epistemic uncertainty (via variational inference) in the Bellman operator. In the limit of complete optimisation, BEN learns true Bayes-optimal policies, but like in variational expectation-maximisation, partial optimisation renders our approach tractable. Empirical results demonstrate that BEN can learn true Bayes-optimal policies in tasks where existing model-free approaches fail.

Cite this Paper

BibTeX
@InProceedings{pmlr-v235-fellows24a, title = {{B}ayesian Exploration Networks}, author = {Fellows, Mattie and Kaplowitz, Brandon Gary and Schroeder De Witt, Christian and Whiteson, Shimon}, booktitle = {Proceedings of the 41st International Conference on Machine Learning}, pages = {13126--13152}, year = {2024}, editor = {Salakhutdinov, Ruslan and Kolter, Zico and Heller, Katherine and Weller, Adrian and Oliver, Nuria and Scarlett, Jonathan and Berkenkamp, Felix}, volume = {235}, series = {Proceedings of Machine Learning Research}, month = {21--27 Jul}, publisher = {PMLR}, pdf = {https://raw.githubusercontent.com/mlresearch/v235/main/assets/fellows24a/fellows24a.pdf}, url = {https://proceedings.mlr.press/v235/fellows24a.html}, abstract = {Bayesian reinforcement learning (RL) offers a principled and elegant approach for sequential decision making under uncertainty. Most notably, Bayesian agents do not face an exploration/exploitation dilemma, a major pathology of frequentist methods. However theoretical understanding of model-free approaches is lacking. In this paper, we introduce a novel Bayesian model-free formulation and the first analysis showing that model-free approaches can yield Bayes-optimal policies. We show all existing model-free approaches make approximations that yield policies that can be arbitrarily Bayes-suboptimal. As a first step towards model-free Bayes optimality, we introduce the Bayesian exploration network (BEN) which uses normalising flows to model both the aleatoric uncertainty (via density estimation) and epistemic uncertainty (via variational inference) in the Bellman operator. In the limit of complete optimisation, BEN learns true Bayes-optimal policies, but like in variational expectation-maximisation, partial optimisation renders our approach tractable. Empirical results demonstrate that BEN can learn true Bayes-optimal policies in tasks where existing model-free approaches fail.} }
Endnote
%0 Conference Paper %T Bayesian Exploration Networks %A Mattie Fellows %A Brandon Gary Kaplowitz %A Christian Schroeder De Witt %A Shimon Whiteson %B Proceedings of the 41st International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2024 %E Ruslan Salakhutdinov %E Zico Kolter %E Katherine Heller %E Adrian Weller %E Nuria Oliver %E Jonathan Scarlett %E Felix Berkenkamp %F pmlr-v235-fellows24a %I PMLR %P 13126--13152 %U https://proceedings.mlr.press/v235/fellows24a.html %V 235 %X Bayesian reinforcement learning (RL) offers a principled and elegant approach for sequential decision making under uncertainty. Most notably, Bayesian agents do not face an exploration/exploitation dilemma, a major pathology of frequentist methods. However theoretical understanding of model-free approaches is lacking. In this paper, we introduce a novel Bayesian model-free formulation and the first analysis showing that model-free approaches can yield Bayes-optimal policies. We show all existing model-free approaches make approximations that yield policies that can be arbitrarily Bayes-suboptimal. As a first step towards model-free Bayes optimality, we introduce the Bayesian exploration network (BEN) which uses normalising flows to model both the aleatoric uncertainty (via density estimation) and epistemic uncertainty (via variational inference) in the Bellman operator. In the limit of complete optimisation, BEN learns true Bayes-optimal policies, but like in variational expectation-maximisation, partial optimisation renders our approach tractable. Empirical results demonstrate that BEN can learn true Bayes-optimal policies in tasks where existing model-free approaches fail.
APA
Fellows, M., Kaplowitz, B.G., Schroeder De Witt, C. & Whiteson, S.. (2024). Bayesian Exploration Networks. Proceedings of the 41st International Conference on Machine Learning, in Proceedings of Machine Learning Research 235:13126-13152 Available from https://proceedings.mlr.press/v235/fellows24a.html.

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