Bayesian Reinforcement Learning

Bayesian Reinforcement Learning PDF Author: Mohammad Ghavamzadeh
Publisher:
ISBN: 9781680830880
Category : Computers
Languages : en
Pages : 146

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Book Description
Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. This monograph provides the reader with an in-depth review of the role of Bayesian methods for the reinforcement learning (RL) paradigm. The major incentives for incorporating Bayesian reasoning in RL are that it provides an elegant approach to action-selection (exploration/exploitation) as a function of the uncertainty in learning, and it provides a machinery to incorporate prior knowledge into the algorithms. Bayesian Reinforcement Learning: A Survey first discusses models and methods for Bayesian inference in the simple single-step Bandit model. It then reviews the extensive recent literature on Bayesian methods for model-based RL, where prior information can be expressed on the parameters of the Markov model. It also presents Bayesian methods for model-free RL, where priors are expressed over the value function or policy class. Bayesian Reinforcement Learning: A Survey is a comprehensive reference for students and researchers with an interest in Bayesian RL algorithms and their theoretical and empirical properties.

Bayesian Reinforcement Learning

Bayesian Reinforcement Learning PDF Author: Mohammad Ghavamzadeh
Publisher:
ISBN: 9781680830880
Category : Computers
Languages : en
Pages : 146

Get Book

Book Description
Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. This monograph provides the reader with an in-depth review of the role of Bayesian methods for the reinforcement learning (RL) paradigm. The major incentives for incorporating Bayesian reasoning in RL are that it provides an elegant approach to action-selection (exploration/exploitation) as a function of the uncertainty in learning, and it provides a machinery to incorporate prior knowledge into the algorithms. Bayesian Reinforcement Learning: A Survey first discusses models and methods for Bayesian inference in the simple single-step Bandit model. It then reviews the extensive recent literature on Bayesian methods for model-based RL, where prior information can be expressed on the parameters of the Markov model. It also presents Bayesian methods for model-free RL, where priors are expressed over the value function or policy class. Bayesian Reinforcement Learning: A Survey is a comprehensive reference for students and researchers with an interest in Bayesian RL algorithms and their theoretical and empirical properties.

Bayesian Reasoning and Machine Learning

Bayesian Reasoning and Machine Learning PDF Author: David Barber
Publisher: Cambridge University Press
ISBN: 0521518148
Category : Computers
Languages : en
Pages : 739

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Book Description
A practical introduction perfect for final-year undergraduate and graduate students without a solid background in linear algebra and calculus.

Bayesian Reinforcement Learning

Bayesian Reinforcement Learning PDF Author: Mohammad Ghavamzadeh
Publisher:
ISBN: 9781680830897
Category : Bayesian statistical decision theory
Languages : en
Pages : 124

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Book Description
Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. In this survey, we provide an in-depth review of the role of Bayesian methods for the reinforcement learning (RL) paradigm. The major incentives for incorporating Bayesian reasoning in RL are: 1) it provides an elegant approach to action-selection (exploration/ exploitation) as a function of the uncertainty in learning; and 2) it provides a machinery to incorporate prior knowledge into the algorithms. We first discuss models and methods for Bayesian inference in the simple single-step Bandit model. We then review the extensive recent literature on Bayesian methods for model-based RL, where prior information can be expressed on the parameters of the Markov model. We also present Bayesian methods for model-free RL, where priors are expressed over the value function or policy class. The objective of the paper is to provide a comprehensive survey on Bayesian RL algorithms and their theoretical and empirical properties.

Bayesian Reasoning and Gaussian Processes for Machine Learning Applications

Bayesian Reasoning and Gaussian Processes for Machine Learning Applications PDF Author: Hemachandran K
Publisher: CRC Press
ISBN: 1000569594
Category : Business & Economics
Languages : en
Pages : 165

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Book Description
This book introduces Bayesian reasoning and Gaussian processes into machine learning applications. Bayesian methods are applied in many areas, such as game development, decision making, and drug discovery. It is very effective for machine learning algorithms in handling missing data and extracting information from small datasets. Bayesian Reasoning and Gaussian Processes for Machine Learning Applications uses a statistical background to understand continuous distributions and how learning can be viewed from a probabilistic framework. The chapters progress into such machine learning topics as belief network and Bayesian reinforcement learning, which is followed by Gaussian process introduction, classification, regression, covariance, and performance analysis of Gaussian processes with other models. FEATURES Contains recent advancements in machine learning Highlights applications of machine learning algorithms Offers both quantitative and qualitative research Includes numerous case studies This book is aimed at graduates, researchers, and professionals in the field of data science and machine learning.

Reinforcement Learning

Reinforcement Learning PDF Author: Marco Wiering
Publisher: Springer Science & Business Media
ISBN: 3642276458
Category : Technology & Engineering
Languages : en
Pages : 638

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Book Description
Reinforcement learning encompasses both a science of adaptive behavior of rational beings in uncertain environments and a computational methodology for finding optimal behaviors for challenging problems in control, optimization and adaptive behavior of intelligent agents. As a field, reinforcement learning has progressed tremendously in the past decade. The main goal of this book is to present an up-to-date series of survey articles on the main contemporary sub-fields of reinforcement learning. This includes surveys on partially observable environments, hierarchical task decompositions, relational knowledge representation and predictive state representations. Furthermore, topics such as transfer, evolutionary methods and continuous spaces in reinforcement learning are surveyed. In addition, several chapters review reinforcement learning methods in robotics, in games, and in computational neuroscience. In total seventeen different subfields are presented by mostly young experts in those areas, and together they truly represent a state-of-the-art of current reinforcement learning research. Marco Wiering works at the artificial intelligence department of the University of Groningen in the Netherlands. He has published extensively on various reinforcement learning topics. Martijn van Otterlo works in the cognitive artificial intelligence group at the Radboud University Nijmegen in The Netherlands. He has mainly focused on expressive knowledge representation in reinforcement learning settings.

Learning Bayesian Networks

Learning Bayesian Networks PDF Author: Richard E. Neapolitan
Publisher: Prentice Hall
ISBN:
Category : Computers
Languages : en
Pages : 704

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Book Description
In this first edition book, methods are discussed for doing inference in Bayesian networks and inference diagrams. Hundreds of examples and problems allow readers to grasp the information. Some of the topics discussed include Pearl's message passing algorithm, Parameter Learning: 2 Alternatives, Parameter Learning r Alternatives, Bayesian Structure Learning, and Constraint-Based Learning. For expert systems developers and decision theorists.

Efficient Reinforcement Learning Using Gaussian Processes

Efficient Reinforcement Learning Using Gaussian Processes PDF Author: Marc Peter Deisenroth
Publisher: KIT Scientific Publishing
ISBN: 3866445695
Category : Electronic computers. Computer science
Languages : en
Pages : 226

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Book Description
This book examines Gaussian processes in both model-based reinforcement learning (RL) and inference in nonlinear dynamic systems.First, we introduce PILCO, a fully Bayesian approach for efficient RL in continuous-valued state and action spaces when no expert knowledge is available. PILCO takes model uncertainties consistently into account during long-term planning to reduce model bias. Second, we propose principled algorithms for robust filtering and smoothing in GP dynamic systems.

Recent Advances in Reinforcement Learning

Recent Advances in Reinforcement Learning PDF Author: Scott Sanner
Publisher: Springer
ISBN: 9783642299452
Category : Computers
Languages : en
Pages : 0

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Book Description
This book constitutes revised and selected papers of the 9th European Workshop on Reinforcement Learning, EWRL 2011, which took place in Athens, Greece in September 2011. The papers presented were carefully reviewed and selected from 40 submissions. The papers are organized in topical sections online reinforcement learning, learning and exploring MDPs, function approximation methods for reinforcement learning, macro-actions in reinforcement learning, policy search and bounds, multi-task and transfer reinforcement learning, multi-agent reinforcement learning, apprenticeship and inverse reinforcement learning and real-world reinforcement learning.

Bayesian Data Analysis, Third Edition

Bayesian Data Analysis, Third Edition PDF Author: Andrew Gelman
Publisher: CRC Press
ISBN: 1439840954
Category : Mathematics
Languages : en
Pages : 677

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Book Description
Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzing data and solving research problems. Bayesian Data Analysis, Third Edition continues to take an applied approach to analysis using up-to-date Bayesian methods. The authors—all leaders in the statistics community—introduce basic concepts from a data-analytic perspective before presenting advanced methods. Throughout the text, numerous worked examples drawn from real applications and research emphasize the use of Bayesian inference in practice. New to the Third Edition Four new chapters on nonparametric modeling Coverage of weakly informative priors and boundary-avoiding priors Updated discussion of cross-validation and predictive information criteria Improved convergence monitoring and effective sample size calculations for iterative simulation Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation New and revised software code The book can be used in three different ways. For undergraduate students, it introduces Bayesian inference starting from first principles. For graduate students, the text presents effective current approaches to Bayesian modeling and computation in statistics and related fields. For researchers, it provides an assortment of Bayesian methods in applied statistics. Additional materials, including data sets used in the examples, solutions to selected exercises, and software instructions, are available on the book’s web page.

Learning Bayesian Models with R

Learning Bayesian Models with R PDF Author: Dr. Hari M. Koduvely
Publisher: Packt Publishing Ltd
ISBN: 1783987618
Category : Computers
Languages : en
Pages : 168

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Book Description
Become an expert in Bayesian Machine Learning methods using R and apply them to solve real-world big data problems About This Book Understand the principles of Bayesian Inference with less mathematical equations Learn state-of-the art Machine Learning methods Familiarize yourself with the recent advances in Deep Learning and Big Data frameworks with this step-by-step guide Who This Book Is For This book is for statisticians, analysts, and data scientists who want to build a Bayes-based system with R and implement it in their day-to-day models and projects. It is mainly intended for Data Scientists and Software Engineers who are involved in the development of Advanced Analytics applications. To understand this book, it would be useful if you have basic knowledge of probability theory and analytics and some familiarity with the programming language R. What You Will Learn Set up the R environment Create a classification model to predict and explore discrete variables Get acquainted with Probability Theory to analyze random events Build Linear Regression models Use Bayesian networks to infer the probability distribution of decision variables in a problem Model a problem using Bayesian Linear Regression approach with the R package BLR Use Bayesian Logistic Regression model to classify numerical data Perform Bayesian Inference on massively large data sets using the MapReduce programs in R and Cloud computing In Detail Bayesian Inference provides a unified framework to deal with all sorts of uncertainties when learning patterns form data using machine learning models and use it for predicting future observations. However, learning and implementing Bayesian models is not easy for data science practitioners due to the level of mathematical treatment involved. Also, applying Bayesian methods to real-world problems requires high computational resources. With the recent advances in computation and several open sources packages available in R, Bayesian modeling has become more feasible to use for practical applications today. Therefore, it would be advantageous for all data scientists and engineers to understand Bayesian methods and apply them in their projects to achieve better results. Learning Bayesian Models with R starts by giving you a comprehensive coverage of the Bayesian Machine Learning models and the R packages that implement them. It begins with an introduction to the fundamentals of probability theory and R programming for those who are new to the subject. Then the book covers some of the important machine learning methods, both supervised and unsupervised learning, implemented using Bayesian Inference and R. Every chapter begins with a theoretical description of the method explained in a very simple manner. Then, relevant R packages are discussed and some illustrations using data sets from the UCI Machine Learning repository are given. Each chapter ends with some simple exercises for you to get hands-on experience of the concepts and R packages discussed in the chapter. The last chapters are devoted to the latest development in the field, specifically Deep Learning, which uses a class of Neural Network models that are currently at the frontier of Artificial Intelligence. The book concludes with the application of Bayesian methods on Big Data using the Hadoop and Spark frameworks. Style and approach The book first gives you a theoretical description of the Bayesian models in simple language, followed by details of its implementation in the R package. Each chapter has illustrations for the use of Bayesian model and the corresponding R package, using data sets from the UCI Machine Learning repository. Each chapter also contains sufficient exercises for you to get more hands-on practice.