A Novel Framework for Learning Automata: A Statistical Hypothesis Testing Approach

Learning automaton (LA), a powerful tool in reinforcement learning, is of crucial importance for its adaptivity in the stochastic environment and its applicability in various engineering fields. In particular, the LA adaptively explores the optimal action that maximizes the reward among all possible...

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Main Authors: Chong Di, Shenghong Li, Fangqi Li, Kaiyue Qi
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8653809/
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author Chong Di
Shenghong Li
Fangqi Li
Kaiyue Qi
author_facet Chong Di
Shenghong Li
Fangqi Li
Kaiyue Qi
author_sort Chong Di
collection DOAJ
description Learning automaton (LA), a powerful tool in reinforcement learning, is of crucial importance for its adaptivity in the stochastic environment and its applicability in various engineering fields. In particular, the LA adaptively explores the optimal action that maximizes the reward among all possible choices by interacting with the environment. However, the traditional frameworks for LA have several limitations in practical applications, e.g., the cost of parameter tuning and predicaments in massive-action environments, preventing them from being applied to time-sensitive and resources-restricted tasks. In this paper, we propose a novel LA framework based on the statistical hypothesis testing, where the actions are compared by statistical hypothesis iteratively and the suboptimal ones are dismissed, and the estimated optimal action is attained. Apart from the proposal, the theoretical analyses for the framework are given to reveal its e-optimality. The proposed framework also features efficiency in massive-action environments and the parameter-free property. The comprehensive simulations are conducted in both benchmark and massiveaction environments to demonstrate the superiority of the proposed framework over the ordinary schemes.
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spelling doaj.art-6e2e03f562994abba95fca8fc1c7dbdf2022-12-21T20:01:55ZengIEEEIEEE Access2169-35362019-01-017279112792210.1109/ACCESS.2019.29019418653809A Novel Framework for Learning Automata: A Statistical Hypothesis Testing ApproachChong Di0https://orcid.org/0000-0002-6008-1813Shenghong Li1Fangqi Li2Kaiyue Qi3School of Cyber Security, School of Electronic Information and Electrical Engineering, Artificial Intelligence Institute, Shanghai Jiao Tong University, Shanghai, ChinaSchool of Cyber Security, School of Electronic Information and Electrical Engineering, Artificial Intelligence Institute, Shanghai Jiao Tong University, Shanghai, ChinaSchool of Cyber Security, School of Electronic Information and Electrical Engineering, Artificial Intelligence Institute, Shanghai Jiao Tong University, Shanghai, ChinaSchool of Electronic Information and Electrical Engineering, Shanghai Jiao Tong University, Shanghai, ChinaLearning automaton (LA), a powerful tool in reinforcement learning, is of crucial importance for its adaptivity in the stochastic environment and its applicability in various engineering fields. In particular, the LA adaptively explores the optimal action that maximizes the reward among all possible choices by interacting with the environment. However, the traditional frameworks for LA have several limitations in practical applications, e.g., the cost of parameter tuning and predicaments in massive-action environments, preventing them from being applied to time-sensitive and resources-restricted tasks. In this paper, we propose a novel LA framework based on the statistical hypothesis testing, where the actions are compared by statistical hypothesis iteratively and the suboptimal ones are dismissed, and the estimated optimal action is attained. Apart from the proposal, the theoretical analyses for the framework are given to reveal its e-optimality. The proposed framework also features efficiency in massive-action environments and the parameter-free property. The comprehensive simulations are conducted in both benchmark and massiveaction environments to demonstrate the superiority of the proposed framework over the ordinary schemes.https://ieeexplore.ieee.org/document/8653809/Learning automatareinforcement learningstatistical inferenceparameter-free
spellingShingle Chong Di
Shenghong Li
Fangqi Li
Kaiyue Qi
A Novel Framework for Learning Automata: A Statistical Hypothesis Testing Approach
IEEE Access
Learning automata
reinforcement learning
statistical inference
parameter-free
title A Novel Framework for Learning Automata: A Statistical Hypothesis Testing Approach
title_full A Novel Framework for Learning Automata: A Statistical Hypothesis Testing Approach
title_fullStr A Novel Framework for Learning Automata: A Statistical Hypothesis Testing Approach
title_full_unstemmed A Novel Framework for Learning Automata: A Statistical Hypothesis Testing Approach
title_short A Novel Framework for Learning Automata: A Statistical Hypothesis Testing Approach
title_sort novel framework for learning automata a statistical hypothesis testing approach
topic Learning automata
reinforcement learning
statistical inference
parameter-free
url https://ieeexplore.ieee.org/document/8653809/
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