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JAX implementation of Generalization and Exploration via Randomized Value Functions (Osband et al., 2016)

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Generalization and Exploration via Randomized Value Functions

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Description

This repository contains an unofficial implementation of the Generalization and Exploration via Randomized Value Functions and its application to the Chain environment as in :

  • Paper : Generalization and Exploration via Randomized Value Functions
  • Authors : I. Osband, B. Van Roy and Z. Wen
  • Date : 2016

Details

  • Environment : Chain environment (Paper, Figure 1) using bsuite
  • Features : Random Coherent basis (Paper, Algorithm 6)
  • Evaluation method : Randomized Least Squares Value Iteration (Paper, Algorithm 1) using JAX
  • Agent : RLSVI with greedy action (Paper, Algorithm 2)

Usage

To run the experiments :

  • Option 1 : Open in Colab.
  • Option 2 : Run on local machine. First, you need to clone this repository and execute the following commands to install the required packages :
$ cd randomized-value-iteration
$ pip install -r requirements.txt

You can run an experiment using the following command :

$ cd src
$ python chain.py

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JAX implementation of Generalization and Exploration via Randomized Value Functions (Osband et al., 2016)

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