论文标题
贝叶斯顺序设计和增强学习的比较教程
A Comparative Tutorial of Bayesian Sequential Design and Reinforcement Learning
论文作者
论文摘要
强化学习(RL)是在顺序决策问题中奖励驱动学习的一种计算方法。它通过从与环境相互作用的代理商中学习而不是从监督数据来实现最佳动作的发现。我们将RL与传统的顺序设计进行对比,重点是基于模拟的贝叶斯顺序设计(BSD)。最近,对医疗保健应用的RL技术越来越兴趣。我们介绍了两个相关的应用程序作为激励示例。在这两种应用中,决策的顺序性质仅限于顺序停止。讨论的重点不是全面的调查,而是使用标准工具用于这两个相对简单的顺序停止问题的解决方案。这两个问题均受自适应临床试验设计的启发。我们使用示例来解释每个框架的基础,并将一个映射到另一个框架。实现和结果说明了RL和BSD之间的许多相似之处。结果激发了讨论每种方法的潜在优势和局限性。
Reinforcement Learning (RL) is a computational approach to reward-driven learning in sequential decision problems. It implements the discovery of optimal actions by learning from an agent interacting with an environment rather than from supervised data. We contrast and compare RL with traditional sequential design, focusing on simulation-based Bayesian sequential design (BSD). Recently, there has been an increasing interest in RL techniques for healthcare applications. We introduce two related applications as motivating examples. In both applications, the sequential nature of the decisions is restricted to sequential stopping. Rather than a comprehensive survey, the focus of the discussion is on solutions using standard tools for these two relatively simple sequential stopping problems. Both problems are inspired by adaptive clinical trial design. We use examples to explain the terminology and mathematical background that underlie each framework and map one to the other. The implementations and results illustrate the many similarities between RL and BSD. The results motivate the discussion of the potential strengths and limitations of each approach.