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RESIDUAL LOSS PREDICTION: REINFORCEMENT LEARNING WITH NO INCREMENTAL FEEDBACK
Nov 03, 2017 (modified: Nov 03, 2017)ICLR 2018 Conference Blind Submissionreaders: everyoneShow Bibtex
Abstract:We consider reinforcement learning and bandit structured prediction problems with very sparse loss feedback: only at the end of an episode. We introduce a novel algorithm, RESIDUAL LOSS PREDICTION (RESLOPE), that solves such problems by automatically learning an internal representation of a denser reward function. RESLOPE operates as a reduction to contextual bandits, using its learned loss representation to solve the credit assignment problem, and a contextual bandit oracle to trade-off exploration and exploitation. RESLOPE enjoys a no-regret reduction-style theoretical guarantee and outperforms state of the art reinforcement learning algorithms in both MDP environments and bandit structured prediction settings.
TL;DR:We present a novel algorithm for solving reinforcement learning and bandit structured prediction problems with very sparse loss feedback.