RESEARCH

Randomized Value Functions via Multiplicative Normalizing Flows

June 21, 2019

Abstract

Randomized value functions offer a promising approach towards the challenge of efficient exploration in complex environments with high dimensional state and action spaces. Unlike traditional point estimate methods, randomized value functions maintain a posterior distribution over action-space values. This prevents the agent’s behavior policy from prematurely exploiting early estimates and falling into local optima. In this work, we leverage recent advances in variational Bayesian neural networks and combine these with traditional Deep Q-Networks (DQN) and Deep Deterministic Policy Gradient (DDPG) to achieve randomized value functions for high-dimensional domains. In particular, we augment DQN and DDPG with multiplicative normalizing flows in order to track a rich approximate posterior distribution over the parameters of the value function. This allows the agent to perform approximate Thompson sampling in a computationally efficient manner via stochastic gradient methods. We demonstrate the benefits of our approach through an empirical comparison in high dimensional environments.

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AUTHORS

Written by

Ahmed Touati

Harsh Satija

Joshua Romoff

Joelle Pineau

Pascal Vincent

Publisher

Conference on Uncertainty in Artificial Intelligence (UAI)

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