Asia
f-DivergenceVariationalInference
For decades, the dominant paradigm for approximate Bayesian inferencep(z|x) = p(z,x)/p(x) has been Markov-Chain Monte-Carlo (MCMC) algorithms, which estimate the evidencep(x) = R p(z,x)dz via sampling. However, since sampling tends to be a slow and computationally intensive process, these sampling-based approximate inference methods fadewhendealing withthemodern probabilistic machine learning problems that usually involveverycomplexmodels, high-dimensional feature spaces andlargedatasets.
Kernel-BasedFunctionApproximationforAverage RewardReinforcementLearning: AnOptimist No-RegretAlgorithm
Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results. Weconsider kernel-based function approximation for RL in the infinite horizon average reward setting, also referred toasthe undiscounted setting. Wepropose an optimistic algorithm, similar to acquisition function based algorithms in the special caseofbandits.