Title: Information Theory in Reinforcement Learning
Abstract: In reinforcement learning, a Partially Observable Markov Decision Process (POMDP) is a model of an agent interacting with its environment through observations and actions. The agent has to choose actions which maximize an external reward it gets at each step. The hardness of this problem in general is, in one aspect, due to the large size of the sufficient statistic of the observable history for the world state.
By framing the problem in an information-theoretic setting, we gain a number of benefits: a description of "typical" agents, and in particular understanding of how evolution has solved the problem; insight into the information metabolism of an intelligent agent as a solution to a sequential information-bottleneck problem; and the ability to apply information-theoretic methods to the problem, which provide new and, in some cases, more efficient solutions.
In this talk I will give some background on the general POMDP setting and challenge, extend it to the information-theoretic setting, and show an example of information-theoretic methods applied to reinforcement learning.
We meet on Wednesdays at 1pm, in the 10th floor conference room of the Statistics Department, 1255 Amsterdam Ave, New York, NY.
Showing posts with label information theory. Show all posts
Showing posts with label information theory. Show all posts
Tuesday, May 29, 2012
Monday, June 6, 2011
Kamiar Rahnama Rad: June 7th
Information rates and Optimal decoding in Large Populations
Many fundamental questions in theoretical neuroscience involve optimal decoding and the computation of Shannon information rates in populations of spiking neurons. In this paper, we apply methods from the asymptotic theory of statistical inference to obtain a clearer analytical understanding of these quantities. We find that for large neural populations carrying a finite total amount of information, the full spiking population response is asymptotically as informative as a single observation from a Gaussian process whose mean and covariance can be characterized explicitly in terms of network and single neuron properties. The Gaussian form of this asymptotic sufficient statistic allows us in certain cases to perform opti- mal Bayesian decoding by simple linear transformations, and to obtain closed-form expressions of the Shannon information carried by the network. One technical advantage of the theory is that it may be applied easily even to non-Poisson point process network models; for example, we find that under some conditions, neural populations with strong history-dependent (non-Poisson) effects carry exactly the same information as do simpler equivalent populations of non-interacting Poisson neurons with matched firing rates. We argue that our findings help to clarify some results from the recent literature on neural decoding and neuroprosthetic design.
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