arXiv:2410.24089stat.MLcs.LG2024-10ICLR被引 6

提出动态聚合框架,让线性MDP在复杂环境中更高效。

Demystifying Linear MDPs and Novel Dynamics Aggregation Framework

  • 用动态聚合构建分层结构,降低特征维度需求
  • 新算法实现 $ ilde{O}(d_ψ^{3/2} H^{3/2}\ oot\of{NT})$ 的后悔上界
  • 首次在分层强化学习中给出线性函数近似下的可证明保证

本文证明,在线性马尔可夫决策过程(Linear MDP)中,特征维度 $d$ 至少需满足 $d \geq S/U$ 才能准确表示转移概率,其中 $S$ 为状态空间大小,$U$ 为单步可达状态最大数。因此,$d$ 仍可能随 $S$ 增长。为克服此限制,我们提出基于动态的新型结构聚合框架——“动态聚合”。针对该框架,设计了一种可证明高效的分层强化学习算法,利用聚合子结构进行线性函数逼近。算法达到 $ ilde{O}(d_ψ^{3/2} H^{3/2} \sqrt{N T})$ 的后悔上界,其中 $d_ψ$ 为聚合子MDP的特征维度,$N$ 为聚合子结构数量。我们证明,在多数具有层次结构的真实环境里,条件 $d_ψ^3 N \ll d^3$ 显然成立,使后悔上界显著优于 LSVI-UCB(其为 $\tilde{O}(d^{3/2} H^{3/2} \sqrt{T})$)。据我们所知,这是首个在线性函数逼近下提供可证明保证的分层强化学习算法。

原文摘要 · Abstract (English)

In this work, we prove that, in linear MDPs, the feature dimension $d$ is lower bounded by $S/U$ in order to aptly represent transition probabilities, where $S$ is the size of the state space and $U$ is the maximum size of directly reachable states. Hence, $d$ can still scale with $S$ depending on the direct reachability of the environment. To address this limitation of linear MDPs, we propose a novel structural aggregation framework based on dynamics, named as the "dynamics aggregation". For this newly proposed framework, we design a provably efficient hierarchical reinforcement learning algorithm in linear function approximation that leverages aggregated sub-structures. Our proposed algorithm exhibits statistical efficiency, achieving a regret of $ \tilde{O} ( d_ψ^{3/2} H^{3/2}\sqrt{ N T} )$, where $d_ψ$ represents the feature dimension of aggregated subMDPs and $N$ signifies the number of aggregated subMDPs. We establish that the condition $d_ψ^3 N \ll d^{3}$ is readily met in most real-world environments with hierarchical structures, enabling a substantial improvement in the regret bound compared to LSVI-UCB, which enjoys a regret of $ \tilde{O} (d^{3/2} H^{3/2} \sqrt{ T})$. To the best of our knowledge, this work presents the first HRL algorithm with linear function approximation that offers provable guarantees.

强化学习分层控制线性MDP动态聚合

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