Transferring knowledge across a sequence of reinforcement-learning tasks is challenging, and has a number of important applications. Though there is encouraging empirical evidence that transfer can improve performance in subsequent reinforcement-learning tasks, there has been very little theoretical analysis. In this paper, we introduce a new multi-task algorithm for a sequence of reinforcement-learning tasks when each task is sampled independently from (an unknown) distribution over a finite set of Markov decision processes whose parameters are initially unknown. For this setting, we prove under certain assumptions that the per-task sample complexity of exploration is reduced significantly due to transfer compared to standard single-task algorithms. Our multi-task algorithm also has the desired characteristic that it is guaranteed not to exhibit negative transfer: in the worst case its per-task sample complexity is comparable to the corresponding single-task algorithm.<\/p>\n","protected":false},"excerpt":{"rendered":"
Transferring knowledge across a sequence of reinforcement-learning tasks is challenging, and has a number of important applications. Though there is encouraging empirical evidence that transfer can improve performance in subsequent reinforcement-learning tasks, there has been very little theoretical analysis. In this paper, we introduce a new multi-task algorithm for a sequence of reinforcement-learning tasks when […]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"footnotes":""},"msr-content-type":[3],"msr-research-highlight":[],"research-area":[13556],"msr-publication-type":[193716],"msr-product-type":[],"msr-focus-area":[],"msr-platform":[],"msr-download-source":[],"msr-locale":[268875],"msr-field-of-study":[],"msr-conference":[],"msr-journal":[],"msr-impact-theme":[],"msr-pillar":[],"class_list":["post-164717","msr-research-item","type-msr-research-item","status-publish","hentry","msr-research-area-artificial-intelligence","msr-locale-en_us"],"msr_publishername":"Association for Uncertainty in Artificial Intelligence","msr_edition":"Proceedings of the Twenty-Nineth Conference on Uncertainty in Artificial Intelligence (UAI-13)","msr_affiliation":"","msr_published_date":"2013-07-01","msr_host":"","msr_duration":"","msr_version":"","msr_speaker":"","msr_other_contributors":"","msr_booktitle":"","msr_pages_string":"","msr_chapter":"","msr_isbn":"","msr_journal":"","msr_volume":"","msr_number":"","msr_editors":"","msr_series":"","msr_issue":"","msr_organization":"","msr_how_published":"","msr_notes":"","msr_highlight_text":"","msr_release_tracker_id":"","msr_original_fields_of_study":"","msr_download_urls":"","msr_external_url":"","msr_secondary_video_url":"","msr_longbiography":"","msr_microsoftintellectualproperty":1,"msr_main_download":"205344","msr_publicationurl":"","msr_doi":"","msr_publication_uploader":[{"type":"file","title":"paper.pdf","viewUrl":"https:\/\/www.microsoft.com\/en-us\/research\/wp-content\/uploads\/2016\/02\/paper-35.pdf","id":205344,"label_id":0}],"msr_related_uploader":"","msr_attachments":[{"id":205344,"url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-content\/uploads\/2016\/02\/paper-35.pdf"}],"msr-author-ordering":[{"type":"text","value":"Emma Brunskill","user_id":0,"rest_url":false},{"type":"user_nicename","value":"lihongli","user_id":32676,"rest_url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=lihongli"}],"msr_impact_theme":[],"msr_research_lab":[],"msr_event":[],"msr_group":[],"msr_project":[171233],"publication":[],"video":[],"download":[],"msr_publication_type":"inproceedings","_links":{"self":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/164717"}],"collection":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item"}],"about":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/types\/msr-research-item"}],"version-history":[{"count":2,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/164717\/revisions"}],"predecessor-version":[{"id":530230,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/164717\/revisions\/530230"}],"wp:attachment":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/media?parent=164717"}],"wp:term":[{"taxonomy":"msr-content-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-content-type?post=164717"},{"taxonomy":"msr-research-highlight","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-highlight?post=164717"},{"taxonomy":"msr-research-area","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/research-area?post=164717"},{"taxonomy":"msr-publication-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-publication-type?post=164717"},{"taxonomy":"msr-product-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-product-type?post=164717"},{"taxonomy":"msr-focus-area","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-focus-area?post=164717"},{"taxonomy":"msr-platform","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-platform?post=164717"},{"taxonomy":"msr-download-source","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-download-source?post=164717"},{"taxonomy":"msr-locale","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-locale?post=164717"},{"taxonomy":"msr-field-of-study","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-field-of-study?post=164717"},{"taxonomy":"msr-conference","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-conference?post=164717"},{"taxonomy":"msr-journal","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-journal?post=164717"},{"taxonomy":"msr-impact-theme","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-impact-theme?post=164717"},{"taxonomy":"msr-pillar","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-pillar?post=164717"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}