Interpolating Between Softmax Policy Gradient and Neural Replicator Dynamics with Capped Implicit Exploration Article Swipe
Dustin Morrill
,
Esra'a Saleh
,
Michael Bowling
,
Amy Greenwald
·
YOU?
·
· 2022
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2206.02036
YOU?
·
· 2022
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2206.02036
Neural replicator dynamics (NeuRD) is an alternative to the foundational softmax policy gradient (SPG) algorithm motivated by online learning and evolutionary game theory. The NeuRD expected update is designed to be nearly identical to that of SPG, however, we show that the Monte Carlo updates differ in a substantial way: the importance correction accounting for a sampled action is nullified in the SPG update, but not in the NeuRD update. Naturally, this causes the NeuRD update to have higher variance than its SPG counterpart. Building on implicit exploration algorithms in the adversarial bandit setting, we introduce capped implicit exploration (CIX) estimates that allow us to construct NeuRD-CIX, which interpolates between this aspect of NeuRD and SPG. We show how CIX estimates can be used in a black-box reduction to construct bandit algorithms with regret bounds that hold with high probability and the benefits this entails for NeuRD-CIX in sequential decision-making settings. Our analysis reveals a bias--variance tradeoff between SPG and NeuRD, and shows how theory predicts that NeuRD-CIX will perform well more consistently than NeuRD while retaining NeuRD's advantages over SPG in non-stationary environments.
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- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2206.02036
- https://arxiv.org/pdf/2206.02036
- OA Status
- green
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4281707262
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https://openalex.org/W4281707262Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.48550/arxiv.2206.02036Digital Object Identifier
- Title
-
Interpolating Between Softmax Policy Gradient and Neural Replicator Dynamics with Capped Implicit ExplorationWork title
- Type
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preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
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2022Year of publication
- Publication date
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2022-06-04Full publication date if available
- Authors
-
Dustin Morrill, Esra'a Saleh, Michael Bowling, Amy GreenwaldList of authors in order
- Landing page
-
https://arxiv.org/abs/2206.02036Publisher landing page
- PDF URL
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https://arxiv.org/pdf/2206.02036Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
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https://arxiv.org/pdf/2206.02036Direct OA link when available
- Concepts
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Regret, Softmax function, Construct (python library), Variance (accounting), Computer science, Artificial intelligence, Dynamics (music), Replicator equation, Machine learning, Artificial neural network, Psychology, Economics, Programming language, Sociology, Pedagogy, Demography, Population, AccountingTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
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10Other works algorithmically related by OpenAlex
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| abstract_inverted_index.estimates | 100, 120 |
| abstract_inverted_index.identical | 32 |
| abstract_inverted_index.introduce | 95 |
| abstract_inverted_index.motivated | 15 |
| abstract_inverted_index.nullified | 59 |
| abstract_inverted_index.reduction | 127 |
| abstract_inverted_index.retaining | 176 |
| abstract_inverted_index.settings. | 150 |
| abstract_inverted_index.Naturally, | 70 |
| abstract_inverted_index.NeuRD-CIX, | 106 |
| abstract_inverted_index.accounting | 53 |
| abstract_inverted_index.advantages | 178 |
| abstract_inverted_index.algorithms | 88, 131 |
| abstract_inverted_index.correction | 52 |
| abstract_inverted_index.importance | 51 |
| abstract_inverted_index.replicator | 1 |
| abstract_inverted_index.sequential | 148 |
| abstract_inverted_index.adversarial | 91 |
| abstract_inverted_index.alternative | 6 |
| abstract_inverted_index.exploration | 87, 98 |
| abstract_inverted_index.probability | 139 |
| abstract_inverted_index.substantial | 48 |
| abstract_inverted_index.consistently | 172 |
| abstract_inverted_index.counterpart. | 83 |
| abstract_inverted_index.evolutionary | 20 |
| abstract_inverted_index.foundational | 9 |
| abstract_inverted_index.interpolates | 108 |
| abstract_inverted_index.environments. | 183 |
| abstract_inverted_index.bias--variance | 155 |
| abstract_inverted_index.non-stationary | 182 |
| abstract_inverted_index.decision-making | 149 |
| cited_by_percentile_year | |
| countries_distinct_count | 0 |
| institutions_distinct_count | 4 |
| sustainable_development_goals[0].id | https://metadata.un.org/sdg/16 |
| sustainable_development_goals[0].score | 0.8100000023841858 |
| sustainable_development_goals[0].display_name | Peace, Justice and strong institutions |
| citation_normalized_percentile |