arXiv:2505.15342stat.MLcs.LG2025-05被引 1

提出新算法高效验证策略价值是否达标,样本更少。

Policy Testing in Markov Decision Processes

  • 基于反向MDP重构下界问题,转化为凸约束优化
  • 通过投影策略梯度与预算搜索,实现精确采样控制
  • 适用于策略评估、最优策略识别等纯探索任务

在折扣马尔可夫决策过程(MDP)的固定置信度设定下,研究生成模型中静态采样条件下的策略测试问题。目标是仅用最少样本判断给定策略的价值是否超过阈值。我们推导出任意合理算法必须满足的实例相关下界,其形式为含非凸约束的优化问题。受此启发,提出新算法:通过交换目标与约束角色,将原问题重构成目标非凸但约束凸的新问题,该问题可解释为一个新构造的反向MDP中的策略优化任务。进一步证明全局KL约束可精确分解为一系列乘积盒子子问题,由投影策略梯度求解,并通过外部预算搜索整合。该方法不仅解决策略测试,还为MDP中的其他纯探索任务(如策略评估、最优策略识别)提供新视角。

原文摘要 · Abstract (English)

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified threshold while minimizing the number of samples. We first derive an instance-dependent lower bound that any reasonable algorithm must satisfy, characterized as the solution to an optimization problem with non-convex constraints. Guided by this formulation, we propose a new algorithm. While this design paradigm is common in pure exploration problems such as best-arm identification, the non-convex constraints that arise in MDPs introduce substantial difficulties. To address them, we reformulate the lower-bound problem by swapping the roles of the objective and the constraints, yielding an alternative problem with a non-convex objective but convex constraints. This reformulation admits an interpretation as a policy optimization task in a newly constructed reversed MDP. We further show that the global KL constraint can be decomposed exactly into a family of product-box subproblems, which are solved by projected policy gradient and combined through an outer budget search. Beyond policy testing, our reformulation and reversed MDP view suggest extensions to other pure exploration tasks in MDPs, including policy evaluation and best policy identification.

强化学习策略测试纯探索MDP

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