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Q-Star Meets Scalable Posterior Sampling: Bridging Theory and Practice via HyperAgent

ICML 2024 · Reinforcement learning › Policy gradient and actor-critic · approach: Model-based RL with guarantees · 0 citations (OpenAlex)

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Proposes HyperAgent, a DQN-style RL agent with a last-layer linear hypermodel and index sampling that incrementally approximates posteriors over Q* without conjugacy, with tabular regret guarantees and strong DeepSea and Atari results.

Problem

Exploration in RL requires posterior sampling over the optimal action-value function, but exact posterior sampling is tractable only in conjugate settings, and existing scalable deep RL agents use epsilon-greedy, which is data-inefficient, or ensembles that are costly per step.

Approach

A last-layer linear hypermodel with a random index input, trained with perturbed TD loss and incremental updates, gives approximate posterior samples of Q* whose noise variance tracks visitation counts, enabling Thompson-style deep exploration with bounded per-step computation (log K in tabular theory).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Adjust DDQN hyperparameters to match HyperAgent's configuration (ablation)DDQN · Atari 26 games, 2M training dataIQM: 0.13 (0.11, 0.15) -> 0.70 (0.69, 0.71)Helped
Add the hypermodel, index sampling schemes, and incremental mechanisms (ablation)DDQN (ours) · Atari 26 games, 2M training dataIQM: 0.70 (0.69, 0.71) -> 1.22 (1.15, 1.30)Helped
Use different index sampling schemes for action selection and target computation (ablation)HyperAgent · AtariperformanceNo clear effect
Use optimistic index sampling (OIS) (ablation)HyperAgent · DeepSeaperformanceHelped

Surprising findings

Limitations

Experimental setup

Datasets: DeepSea Atari 2600 (Arcade Learning Environment)

Benchmarks: DeepSea Atari 2600 (26 games, IQM/median/mean) 8 hardest exploration Atari games

Metrics: IQM human-normalized score median mean interactions to solve DeepSea parameter count

Baselines: DDQN Ensemble+ Rainbow DER HyperDQN BBF EfficientZero ENNDQN LMC-LSVI (AdamLMCDQN) SANE

Builds on: DQN Double DQN Ensemble sampling RLSVI PSRL

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