Exploration Strategies in Deep Reinforcement Learning

[Updated on 2020-06-17: Add “exploration via disagreement” in the “Forward Dynamics” section. Exploitation versus exploration is a critical topic in Reinforcement Learning. We’d like the RL agent to find the best solution as fast as possible. However, in the meantime, committing to solutions too quickly without enough exploration sounds pretty bad, as it could lead to local minima or total failure. Modern RL algorithms that optimize for the best returns can achieve good exploitation quite efficiently, while exploration remains more like an open topic....

June 7, 2020 · 36 min · Lilian Weng

The Multi-Armed Bandit Problem and Its Solutions

The algorithms are implemented for Bernoulli bandit in aptsunny/multi-armed-bandit. Exploitation vs Exploration The exploration vs exploitation dilemma exists in many aspects of our life. Say, your favorite restaurant is right around the corner. If you go there every day, you would be confident of what you will get, but miss the chances of discovering an even better option. If you try new places all the time, very likely you are gonna have to eat unpleasant food from time to time....

January 23, 2018 · 10 min · Lilian Weng