mlsanityData to 14 Oct 2026

STEERING: Stein Information Directed Exploration for Model-Based Reinforcement Learning

arXiv 2301.12038 ↗First posted 28 Jan 2023cs.LG cs.AI stat.MLcited by 4

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Abstract (arXiv)

Directed Exploration is a crucial challenge in reinforcement learning (RL), especially when rewards are sparse. Information-directed sampling (IDS), which optimizes the information ratio, seeks to do so by augmenting regret with information gain. However, estimating information gain is computationally intractable or relies on restrictive assumptions which prohibit its use in many practical instances. In this work, we posit an alternative exploration incentive in terms of the integral probability metric (IPM) between a current estimate of the transition model and the unknown optimal, which under suitable conditions, can be computed in closed form with the kernelized Stein discrepancy (KSD). Based on KSD, we develop a novel algorithm algo: STEin information dirEcted exploration for model-based Reinforcement LearnING. To enable its derivation, we develop fundamentally new variants of KSD for discrete conditional distributions. We further establish that algo archives sublinear Bayesian regret, improving upon prior learning rates of information-augmented MBRL. Experimentally, we show that the proposed algorithm is computationally affordable and outperforms several prior approaches.

Key facts. Cited by 4 papers in the map (data through 14 Oct 2026). Builds on 50 of its 86 references that are in the map. First posted on arXiv 28 Jan 2023.

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50 of 86 references.

References · 50

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38 more
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4 papers.