研究策略部署如何改变环境,提出高效收敛的强化学习方法。
Performative Reinforcement Learning with Linear Markov Decision Process
- 用正则化目标反复优化,实现策略稳定
- 在特征维度上给出收敛保证,不依赖状态数
- 适用于多智能体等复杂系统,适合大规模应用
我们研究了「表现性强化学习」场景,即部署的策略会影响马尔可夫决策过程的奖励和转移。先前工作在表格型设置下建立了重复重训练的最后迭代收敛性,其迭代复杂度明确依赖于状态数。本文将结果推广到线性马尔可夫决策过程(Linear MDP),这是大规模MDP的主要理论模型。主要挑战在于正则化目标不再强凸,需建立随特征维度变化的界,而非状态数(可能无穷)。我们的首个结果表明,反复优化正则化目标可收敛至表现性稳定策略;由于缺乏强凸性,分析引入新的递推关系,利用最优对偶解的特定线性组合证明收敛。在有限样本设置下,学习者仅能访问当前策略生成的轨迹。我们采用参数重设的原始问题,并构建基于样本的经验拉格朗日函数。在有界覆盖条件下,反复求解该经验拉格朗日的鞍点可收敛至表现性稳定解,并设计了一种高效求解经验拉格朗日的原-对偶算法。最后,展示了该通用框架在多智能体系统中的多个应用。
原文摘要 · Abstract (English)
We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem under the tabular setting and established last-iterate convergence of repeated retraining with iteration complexity explicitly depending on the number of states. In this work, we generalize the results to \emph{linear Markov decision processes} which is the primary theoretical model of large-scale MDPs. The main challenge with linear MDP is that the regularized objective is no longer strongly convex and we want a bound that scales with the dimension of the features, rather than states which can be infinite. Our first result shows that repeatedly optimizing a regularized objective converges to a \emph{performatively stable policy}. In the absence of strong convexity, our analysis leverages a new recurrence relation that uses a specific linear combination of optimal dual solutions for proving convergence. We then tackle the finite sample setting where the learner has access to a set of trajectories drawn from the current policy. We consider a reparametrized version of the primal problem, and construct an empirical Lagrangian which is to be optimized from the samples. We show that, under a \emph{bounded coverage} condition, repeatedly solving a saddle point of this empirical Lagrangian converges to a performatively stable solution, and also construct a primal-dual algorithm that solves the empirical Lagrangian efficiently. Finally, we show several applications of the general framework of performative RL including multi-agent systems.
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