Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Nonparametric General Reinforcement Learning   Reinforcement learning (RL) problems are often phrased in terms of Markov
decision processes (MDPs). In this thesis we go beyond MDPs and consider RL in
environments that are non-Markovian, non-ergodic and only partially observable.
Our focus is not on practical algorithms, but rather on the fundamental
underlying problems: How do we balance exploration and exploitation? How do we
explore optimally? When is an agent optimal? We follow the nonparametric
realizable paradigm.
  We establish negative results on Bayesian RL agents, in particular AIXI. We
show that unlucky or adversarial choices of the prior cause the agent to
misbehave drastically. Therefore Legg-Hutter intelligence and balanced Pareto
optimality, which depend crucially on the choice of the prior, are entirely
subjective. Moreover, in the class of all computable environments every policy
is Pareto optimal. This undermines all existing optimality properties for AIXI.
However, there are Bayesian approaches to general RL that satisfy objective
optimality guarantees: We prove that Thompson sampling is asymptotically
optimal in stochastic environments in the sense that its value converges to the
value of the optimal policy. We connect asymptotic optimality to regret given a
recoverability assumption on the environment that allows the agent to recover
from mistakes. Hence Thompson sampling achieves sublinear regret in these
environments.
  Our results culminate in a formal solution to the grain of truth problem: A
Bayesian agent acting in a multi-agent environment learns to predict the other
agents' policies if its prior assigns positive probability to them (the prior
contains a grain of truth). We construct a large but limit computable class
containing a grain of truth and show that agents based on Thompson sampling
over this class converge to play Nash equilibria in arbitrary unknown
computable multi-agent environments.

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The categories of this paper are: quant-ph
34
The categories of this paper are: chem-ph
2
The categories of this paper are: math
27
The categories of this paper are: comp-gas
8
The categories of this paper are: hep-ex
6
The categories of this paper are: astro-ph
35
The categories of this paper are: mtrl-th
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The categories of this paper are: ao-sci
30
The categories of this paper are: q-alg
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The categories of this paper are: eess
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The categories of this paper are: patt-sol
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The categories of this paper are: nucl-ex
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The categories of this paper are: hep-th
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The categories of this paper are: hep-lat
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The categories of this paper are: funct-an
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The categories of this paper are: solv-int