Planning in Discrete and Continuous Markov Decision Processes by Probabilistic Programming
2015 (English)In: Machine Learning and Knowledge Discovery in Databases: European Conference, ECML PKDD 2015, Porto, Portugal, September 7-11, 2015, Proceedings, Part II / [ed] Annalisa Appice, Pedro Pereira Rodrigues, Vítor Santos Costa, João Gama, Alípio Jorge, Carlos Soares, Springer, 2015, p. 327-342Conference paper, Published paper (Refereed)
Abstract [en]
Real-world planning problems frequently involve mixtures of continuous and discrete state variables and actions, and are formulated in environments with an unknown number of objects. In recent years, probabilistic programming has emerged as a natural approach to capture and characterize such complex probability distributions with general-purpose inference methods. While it is known that a probabilistic programming language can be easily extended to represent Markov Decision Processes (MDPs) for planning tasks, solving such tasks is challenging. Building on related efforts in reinforcement learning, we introduce a conceptually simple but powerful planning algorithm for MDPs realized as a probabilistic program. This planner constructs approximations to the optimal policy by importance sampling, while exploiting the knowledge of the MDP model. In our empirical evaluations, we show that this approach has wide applicability on domains ranging from strictly discrete to strictly continuous to hybrid ones, handles intricacies such as unknown objects, and is argued to be competitive given its generality.
Place, publisher, year, edition, pages
Springer, 2015. p. 327-342
Series
Lecture Notes in Computer Science, ISSN 0302-9743, E-ISSN 1611-3349 ; 9285
Keywords [en]
Reinforcement Learning, Importance Sampling, Markov Decision Process, Unknown Number, Proposal Distribution
National Category
Computer and Information Sciences
Identifiers
URN: urn:nbn:se:oru:diva-91692DOI: 10.1007/978-3-319-23525-7_20ISI: 000364655500020Scopus ID: 2-s2.0-84959387419ISBN: 978-3-319-23525-7 (electronic)ISBN: 978-3-319-23524-0 (print)OAI: oai:DiVA.org:oru-91692DiVA, id: diva2:1553090
Conference
The European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML PKDD 2015), Porto, Portugal, September 7-11, 2015
2021-05-072021-05-072021-05-07Bibliographically approved