提出更优的表格马尔可夫决策模型学习误差上界,考虑了状态动作对的随机性影响。
Sharp Gap-Dependent Variance-Aware Regret Bounds for Tabular MDPs
- 基于子最优间隙与条件方差的加权分析,改进了算法学习误差上界。
- 新上界在理想条件下可比传统方法降低约 $\log K$ 因子,且含最大条件方差项。
- 适用于高随机性、长时序的强化学习场景,尤其适合理论研究者参考。
本文研究期次型表格马尔可夫决策过程(MDP)的间隙依赖后悔上界。我们证明,单调价值传播(MVP)算法能达到一个方差感知的间隙依赖后悔上界:$$\tilde{O}\left(\left(\sum_{Δ_h(s,a)>0} \frac{H^2 \log K \land \mathtt{Var}_{\max}^{\text{c}}}{Δ_h(s,a)} +\sum_{Δ_h(s,a)=0}\frac{ H^2 \land \mathtt{Var}_{\max}^{\text{c}}}{Δ_{\mathrm{min}}} + SAH^4 (S \lor H) \right) \log K\right),$$ 其中 $H$ 为规划时长,$S$ 为状态数,$A$ 为动作数,$K$ 为回合数。$Δ_h(s,a) = V_h^*(a) - Q_h^*(s,a)$ 表示子最优间隙,$Δ_{\mathrm{min}} := \min_{Δ_h(s,a) > 0} Δ_h(s,a)$。$\mathtt{Var}_{\max}^{\text{c}}$ 为最大条件总方差,定义为所有 $(π, h, s)$ 组合下,政策 $π$ 在第 $h$ 步访问状态 $s$ 时的期望总方差最大值。该值刻画学习任意 $(h, s)$ 对时可能遭遇的最大随机性。我们的结果源于对子最优间隙加权和的新分析,可推广至其他算法。此外,我们建立了下界 $$Ω\left( \sum_{Δ_h(s,a)>0} \frac{H^2 \land \mathtt{Var}_{\max}^{\text{c}}}{Δ_h(s,a)}\cdot \log K\right),$$ 表明即使无条件总方差趋近于零,对 $\mathtt{Var}_{\max}^{\text{c}}$ 的依赖仍是必要的。
原文摘要 · Abstract (English)
We consider the gap-dependent regret bounds for episodic MDPs. We show that the Monotonic Value Propagation (MVP) algorithm achieves a variance-aware gap-dependent regret bound of $$\tilde{O}\left(\left(\sum_{Δ_h(s,a)>0} \frac{H^2 \log K \land \mathtt{Var}_{\max}^{\text{c}}}{Δ_h(s,a)} +\sum_{Δ_h(s,a)=0}\frac{ H^2 \land \mathtt{Var}_{\max}^{\text{c}}}{Δ_{\mathrm{min}}} + SAH^4 (S \lor H) \right) \log K\right),$$ where $H$ is the planning horizon, $S$ is the number of states, $A$ is the number of actions, and $K$ is the number of episodes. Here, $Δ_h(s,a) =V_h^* (a) - Q_h^* (s, a)$ represents the suboptimality gap and $Δ_{\mathrm{min}} := \min_{Δ_h (s,a) > 0} Δ_h(s,a)$. The term $\mathtt{Var}_{\max}^{\text{c}}$ denotes the maximum conditional total variance, calculated as the maximum over all $(π, h, s)$ tuples of the expected total variance under policy $π$ conditioned on trajectories visiting state $s$ at step $h$. $\mathtt{Var}_{\max}^{\text{c}}$ characterizes the maximum randomness encountered when learning any $(h, s)$ pair. Our result stems from a novel analysis of the weighted sum of the suboptimality gap and can be potentially adapted for other algorithms. To complement the study, we establish a lower bound of $$Ω\left( \sum_{Δ_h(s,a)>0} \frac{H^2 \land \mathtt{Var}_{\max}^{\text{c}}}{Δ_h(s,a)}\cdot \log K\right),$$ demonstrating the necessity of dependence on $\mathtt{Var}_{\max}^{\text{c}}$ even when the maximum unconditional total variance (without conditioning on $(h, s)$) approaches zero.
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