arXiv:2502.00534stat.MLcs.LG2025-02被引 3

通过分解转移动态,实现跨任务强化学习的高效迁移与理论保障。

Transition Transfer $Q$-Learning for Composite Markov Decision Processes

  • 将高维转移动态拆分为低秩共享部分和稀疏差异部分,更贴近真实场景。
  • 在目标任务上实现$ ilde{O}( ext{e}H^5N)$的近似最优后悔界,不随维度增长而恶化。
  • 适合多任务中存在共性结构但局部有差异的强化学习应用。

为弥合迁移强化学习中实证成功与理论理解之间的差距,本文提出一种具有可证明性能保证的原理性方法。我们引入一个新的复合马尔可夫决策过程(composite MDP)框架,将高维转移动态建模为低秩成分(代表共享结构)与稀疏成分(捕捉任务特异性变化)之和。该设定放宽了传统仅依赖低秩转移模型的假设,使模型更贴近现实:任务共享核心动态但保留个体差异。我们设计了UCB-TQL(上限置信度迁移Q学习)算法,适用于多个任务共享线性MDP核心动态但沿稀疏维度分化的场景。在源任务充分训练后,应用于目标任务时,可达到$ ilde{O}( ext{e}H^5N)$的后悔上界,其规模独立于环境的环境维度。其中$N$为目标任务轨迹数,$ ext{e}$量化任务间稀疏差异程度。该结果表明,通过有效利用结构相似性,显著优于单任务强化学习。理论分析严格证明了UCB-TQL如何同时利用共享动态并适应任务特异性变化。

原文摘要 · Abstract (English)

To bridge the gap between empirical success and theoretical understanding in transfer reinforcement learning (RL), we study a principled approach with provable performance guarantees. We introduce a novel composite MDP framework where high-dimensional transition dynamics are modeled as the sum of a low-rank component representing shared structure and a sparse component capturing task-specific variations. This relaxes the common assumption of purely low-rank transition models, allowing for more realistic scenarios where tasks share core dynamics but maintain individual variations. We introduce UCB-TQL (Upper Confidence Bound Transfer Q-Learning), designed for transfer RL scenarios where multiple tasks share core linear MDP dynamics but diverge along sparse dimensions. When applying UCB-TQL to a target task after training on a source task with sufficient trajectories, we achieve a regret bound of $\tilde{O}(\sqrt{eH^5N})$ that scales independently of the ambient dimension. Here, $N$ represents the number of trajectories in the target task, while $e$ quantifies the sparse differences between tasks. This result demonstrates substantial improvement over single task RL by effectively leveraging their structural similarities. Our theoretical analysis provides rigorous guarantees for how UCB-TQL simultaneously exploits shared dynamics while adapting to task-specific variations.

强化学习迁移学习理论分析

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