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Reinforcement Learning in Time-Varying Systems: an Empirical Study. (arXiv:2201.05560v1 [cs.LG])
Jan. 17, 2022, 2:10 a.m. | Pouya Hamadanian, Malte Schwarzkopf, Siddartha Sen, Mohammad Alizadeh
cs.LG updates on arXiv.org arxiv.org
Recent research has turned to Reinforcement Learning (RL) to solve
challenging decision problems, as an alternative to hand-tuned heuristics. RL
can learn good policies without the need for modeling the environment's
dynamics. Despite this promise, RL remains an impractical solution for many
real-world systems problems. A particularly challenging case occurs when the
environment changes over time, i.e. it exhibits non-stationarity. In this work,
we characterize the challenges introduced by non-stationarity and develop a
framework for addressing them to train RL …
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