揭示结构化强化学习中带宽学习的固有计算难题。
On the Hardness of Bandit Learning
- 用组合维数无法刻画带宽学习可学习性,连有限类也不行。
- 存在仅需两次查询即能找到最优动作的奖励函数类,但无法多项式时间求解。
- 计算难是带宽学习本质属性,非算法设计问题,适合理论研究者阅读。
我们研究带宽学习(bandit learning)任务,假设真实奖励函数属于已知但任意的函数类 F。目标是建立类似分类任务 PAC 框架的通用学习理论。核心问题是:(1) 哪些类 F 可学习?(2) 如何学习?在二元 PAC 分类中,可学习性由 VC 维完全决定,并可通过经验风险最小化(ERM)实现。但我们的研究表明,结构化带宽学习存在根本局限:首先,不存在任何组合维数能刻画其可学习性,即使对有限类也成立,这基于 Ben-David 等人(2019)的标准维数定义。其次,我们构造了一个奖励函数类,其中最多只需两轮查询即可找到最优动作,但除非 RP=NP,否则没有算法能在多项式时间内完成。此外,该类支持高效的 ERM 等标准学习操作,说明计算困难是带宽学习本身的内在属性。我们还探讨了噪声学习、噪声模型权衡及查询复杂度与损失最小化之间的关系。
原文摘要 · Abstract (English)
We study the task of bandit learning, also known as best-arm identification, under the assumption that the true reward function f belongs to a known, but arbitrary, function class F. We seek a general theory of bandit learnability, akin to the PAC framework for classification. Our investigation is guided by the following two questions: (1) which classes F are learnable, and (2) how they are learnable. For example, in the case of binary PAC classification, learnability is fully determined by a combinatorial dimension - the VC dimension- and can be attained via a simple algorithmic principle, namely, empirical risk minimization (ERM). In contrast to classical learning-theoretic results, our findings reveal limitations of learning in structured bandits, offering insights into the boundaries of bandit learnability. First, for the question of "which", we show that the paradigm of identifying the learnable classes via a dimension-like quantity fails for bandit learning. We give a simple proof demonstrating that no combinatorial dimension can characterize bandit learnability, even in finite classes, following a standard definition of dimension introduced by Ben-David et al. (2019). For the question of "how", we prove a computational hardness result: we construct a reward function class for which at most two queries are needed to find the optimal action, yet no algorithm can do so in polynomial time unless RP=NP. We also prove that this class admits efficient algorithms for standard algorithmic operations often considered in learning theory, such as an ERM. This implies that computational hardness is in this case inherent to the task of bandit learning. Beyond these results, we investigate additional themes such as learning under noise, trade-offs between noise models, and the relationship between query complexity and regret minimization.
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