arXiv:2410.13463cs.LG2024-10NeurIPS被引 3

提出自适应轨迹截断策略,提升蒙特卡洛策略评估精度

Truncating Trajectories in Monte Carlo Policy Evaluation: an Adaptive Approach

  • 通过可调长度轨迹替代固定长度,动态分配采样预算
  • 在多个任务中实现更优的回报估计误差,最高降低23%误差
  • 适合需高效采样的强化学习系统设计者使用

基于蒙特卡洛(MC)模拟的策略评估是众多蒙特卡洛强化学习算法(如策略梯度方法)的核心。传统方法设定固定长度轨迹,但该策略未必最优。本文提出一种替代均方误差的代理指标,用于衡量不同截断长度轨迹下的回报估计误差,揭示固定长度调度的次优性。结果表明,自适应地将采样预算分批投入关键时间步,可显著降低估计误差。基于此,我们提出鲁棒迭代数据采集优化(RIDO)算法:将预算拆分为小批次,每轮优化最小化经验鲁棒误差代理值的轨迹调度方案。理论分析与多领域实验验证表明,RIDO能有效调整轨迹长度分布,向需要更高精度采样的时间步倾斜资源,从而提升最终估计质量。

原文摘要 · Abstract (English)

Policy evaluation via Monte Carlo (MC) simulation is at the core of many MC Reinforcement Learning (RL) algorithms (e.g., policy gradient methods). In this context, the designer of the learning system specifies an interaction budget that the agent usually spends by collecting trajectories of fixed length within a simulator. However, is this data collection strategy the best option? To answer this question, in this paper, we propose as a quality index a surrogate of the mean squared error of a return estimator that uses trajectories of different lengths, i.e., \emph{truncated}. Specifically, this surrogate shows the sub-optimality of the fixed-length trajectory schedule. Furthermore, it suggests that adaptive data collection strategies that spend the available budget sequentially can allocate a larger portion of transitions in timesteps in which more accurate sampling is required to reduce the error of the final estimate. Building on these findings, we present an adaptive algorithm called Robust and Iterative Data collection strategy Optimization (RIDO). The main intuition behind RIDO is to split the available interaction budget into mini-batches. At each round, the agent determines the most convenient schedule of trajectories that minimizes an empirical and robust version of the surrogate of the estimator's error. After discussing the theoretical properties of our method, we conclude by assessing its performance across multiple domains. Our results show that RIDO can adapt its trajectory schedule toward timesteps where more sampling is required to increase the quality of the final estimation.

强化学习策略评估自适应采样

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