Guided Policy Exploration for Markov Decision Processes Using an Uncertainty-Based Value-of-Information Criterion

Reinforcement learning in environments with many action–state pairs is challenging. The issue is the number of episodes needed to thoroughly search the policy space. Most conventional heuristics address this search problem in a stochastic manner. This can leave large portions of the policy space unvisited during the early training stages. In this paper, we propose an uncertainty-based, information-theoretic approach for performing guided stochastic searches that more effectively cover the policy space. Our approach is based on the value of information, a criterion that provides the optimal tradeoff between expected costs and the granularity of the search process. The value of information yields a stochastic routine for choosing actions during learning that can explore the policy space in a coarse to fine manner. We augment this criterion with a state-transition uncertainty factor, which guides the search process into previously unexplored regions of the policy space. We evaluate the uncertainty-based value-of-information policies on the games Centipede and Crossy Road. Our results indicate that our approach yields better performing policies in fewer episodes than stochastic-based exploration strategies. We show that the training rate for our approach can be further improved by using the policy cross entropy to guide our criterion’s hyperparameter selection.