Efficient Bayesian Clustering for Reinforcement Learning

A fundamental artificial intelligence challenge is how to design agents that intelligently trade off exploration and exploitation while quickly learning about an unknown environment. However, in order to learn quickly, we must somehow generalize experience across states. One promising approach is to use Bayesian methods to simultaneously cluster dynamics and control exploration; unfortunately, these methods tend to require computationally intensive MCMC approximation techniques which lack guarantees. We propose Thompson Clustering for Reinforcement Learning (TCRL), a family of Bayesian clustering algorithms for reinforcement learning that leverage structure in the state space to remain computationally efficient while controlling both exploration and generalization. TCRL-Theoretic achieves near-optimal Bayesian regret bounds while consistently improving over a standard Bayesian exploration approach. TCRLRelaxed is guaranteed to converge to acting optimally, and empirically outperforms state-of-the-art Bayesian clustering algorithms across a variety of simulated domains, even in cases where no states are similar.