arXiv:2506.01597cs.LGcs.AI2025-06被引 2

首次将牛顿法引入核空间策略优化,实现更快收敛。

Policy Newton Algorithm in Reproducing Kernel Hilbert Space

  • 用辅助目标函数避开无限维海森矩阵求逆,实现二阶优化。
  • 理论证明局部二次收敛,实验显示比一阶方法更快更优。
  • 适合需要高效非参数策略的强化学习研究者使用。

基于再生核希尔伯特空间(RKHS)的强化学习策略具有强大的表示能力。尽管牛顿法等二阶优化方法比一阶方法收敛更快,但现有基于RKHS的策略优化仍局限于一阶方法,主要受限于无限维海森算子的显式计算与求逆不可行。本文提出首个专为RKHS中策略设计的二阶优化框架——政策牛顿法(Policy Newton in RKHS)。通过优化一个带立方正则化的辅助目标函数,避免直接计算海森逆算子。关键地,利用表示定理将无穷维优化转化为与轨迹数据量成比例的有限维可计算问题。理论证明该方法可收敛至局部最优,且具有局部二次收敛率。在简单金融资产配置问题上的验证支持了理论性质;在标准强化学习基准测试中,该方法相较已有的非参数一阶方法及参数化二阶方法,展现出更快的收敛速度和更高的累积奖励。本工作弥合了非参数策略表示与二阶优化方法之间的关键空白。

原文摘要 · Abstract (English)

Reinforcement learning (RL) policies represented in Reproducing Kernel Hilbert Spaces (RKHS) offer powerful representational capabilities. While second-order optimization methods like Newton's method demonstrate faster convergence than first-order approaches, current RKHS-based policy optimization remains constrained to first-order techniques. This limitation stems primarily from the intractability of explicitly computing and inverting the infinite-dimensional Hessian operator in RKHS. We introduce Policy Newton in RKHS, the first second-order optimization framework specifically designed for RL policies represented in RKHS. Our approach circumvents direct computation of the inverse Hessian operator by optimizing a cubic regularized auxiliary objective function. Crucially, we leverage the Representer Theorem to transform this infinite-dimensional optimization into an equivalent, computationally tractable finite-dimensional problem whose dimensionality scales with the trajectory data volume. We establish theoretical guarantees proving convergence to a local optimum with a local quadratic convergence rate. Empirical evaluations on a toy financial asset allocation problem validate these theoretical properties, while experiments on standard RL benchmarks demonstrate that Policy Newton in RKHS achieves superior convergence speed and higher episodic rewards compared to established first-order RKHS approaches and parametric second-order methods. Our work bridges a critical gap between non-parametric policy representations and second-order optimization methods in reinforcement learning.

强化学习二阶优化核方法策略优化

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