arXiv:2411.07591cs.LG2024-11被引 15

通过近似分解马尔可夫决策过程,显著降低强化学习的样本复杂度。

Overcoming the Curse of Dimensionality in Reinforcement Learning Through Approximate Factorization

  • 将高维MDP近似分解为多个独立演化的小MDP,提升学习效率。
  • 在模型基于和模型无关设置下,样本复杂度对状态动作空间大小的依赖呈指数级降低。
  • 适用于具有结构化特性的实际问题,如风力发电储能控制。

强化学习算法常受维度诅咒困扰,即大规模问题导致样本复杂度指数级上升。尽管深度神经网络用于函数逼近是常见方法,但通常缺乏理论保证。本文观察到,许多现实问题具有任务特定的模型结构,若能有效利用,可显著提升强化学习的样本效率。基于此,我们提出通过近似分解原始马尔可夫决策过程(MDP)为若干独立演化的小型MDP,从而在模型基于与模型无关两种设置下设计出样本高效的强化学习算法,后者采用一种方差减少的Q-learning变体。我们给出了两个算法的改进样本复杂度保证。值得注意的是,通过利用模型结构实现MDP的近似分解,样本复杂度对状态动作空间规模的依赖可实现指数级降低。数值实验表明,该方法在合成MDP任务及配备风力发电机的储能控制问题中均具备实用性。

原文摘要 · Abstract (English)

Reinforcement Learning (RL) algorithms are known to suffer from the curse of dimensionality, which refers to the fact that large-scale problems often lead to exponentially high sample complexity. A common solution is to use deep neural networks for function approximation; however, such approaches typically lack theoretical guarantees. To provably address the curse of dimensionality, we observe that many real-world problems exhibit task-specific model structures that, when properly leveraged, can improve the sample efficiency of RL. Building on this insight, we propose overcoming the curse of dimensionality by approximately factorizing the original Markov decision processes (MDPs) into smaller, independently evolving MDPs. This factorization enables the development of sample-efficient RL algorithms in both model-based and model-free settings, with the latter involving a variant of variance-reduced Q-learning. We provide improved sample complexity guarantees for both proposed algorithms. Notably, by leveraging model structure through the approximate factorization of the MDP, the dependence of sample complexity on the size of the state-action space can be exponentially reduced. Numerically, we demonstrate the practicality of our proposed methods through experiments on both synthetic MDP tasks and a wind farm-equipped storage control problem.

强化学习维度诅咒样本效率MDP分解

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