Generalised Linear Models in Deep Bayesian RL with Learnable Basis Functions
Jingyang You, Hanna Kurniawati
TL;DR
The paper tackles generalisation in reinforcement learning under uncertain dynamics by formulating Bayes-Adaptive MDPs with learnable models. It presents GLiBRL, a Generalised Linear Model-based BRL method that uses learnable basis functions to achieve exact posterior updates and a closed-form marginal likelihood, avoiding the difficulties of ELBO optimisation. Empirically, GLiBRL substantially improves zero-shot performance and exhibits low variance on challenging MetaWorld ML10/ML45 benchmarks, outperforming VariBAD, MAML, RL$^2$, and other baselines. The work highlights the potential of ELBO-free Bayesian inference in BRL and points to future directions in model-based planning and efficient online belief updates.
Abstract
Bayesian Reinforcement Learning (BRL) provides a framework for generalisation of Reinforcement Learning (RL) problems from its use of Bayesian task parameters in the transition and reward models. However, classical BRL methods assume known forms of transition and reward models, reducing their applicability in real-world problems. As a result, recent deep BRL methods have started to incorporate model learning, though the use of neural networks directly on the joint data and task parameters requires optimising the Evidence Lower Bound (ELBO). ELBOs are difficult to optimise and may result in indistinctive task parameters, hence compromised BRL policies. To this end, we introduce a novel deep BRL method, Generalised Linear Models in Deep Bayesian RL with Learnable Basis Functions (GLiBRL), that enables efficient and accurate learning of transition and reward models, with fully tractable marginal likelihood and Bayesian inference on task parameters and model noises. On challenging MetaWorld ML10/45 benchmarks, GLiBRL improves the success rate of one of the state-of-the-art deep BRL methods, VariBAD, by up to 2.7x. Comparing against representative or recent deep BRL / Meta-RL methods, such as MAML, RL2, SDVT, TrMRL and ECET, GLiBRL also demonstrates its low-variance and decent performance consistently.
