強化学習と制御の確率的推論としての定式化:チュートリアルとレビュー
Reinforcement Learning and Control as Probabilistic Inference: Tutorial and Review
最大エントロピー強化学習が確率的推論(決定論的なら厳密推論、確率的なら変分推論)と等価であることを導出し、関連アルゴリズムと今後の展望を概説したチュートリアル論文。
著者: Sergey Levine
分類: cs.LG, cs.AI, cs.RO, stat.ML
原文アブストラクト
The framework of reinforcement learning or optimal control provides a mathematical formalization of intelligent decision making that is powerful and broadly applicable. While the general form of the reinforcement learning problem enables effective reasoning about uncertainty, the connection between reinforcement learning and inference in probabilistic models is not immediately obvious. However, such a connection has considerable value when it comes to algorithm design: formalizing a problem as probabilistic inference in principle allows us to bring to bear a wide array of approximate inference tools, extend the model in flexible and powerful ways, and reason about compositionality and partial observability. In this article, we will discuss how a generalization of the reinforcement learning or optimal control problem, which is sometimes termed maximum entropy reinforcement learning, is equivalent to exact probabilistic inference in the case of deterministic dynamics, and variational inference in the case of stochastic dynamics. We will present a detailed derivation of this framework, overview prior work that has drawn on this and related ideas to propose new reinforcement learning and control algorithms, and describe perspectives on future research.
