在强化学习中用偏好判断代替数值奖励,提升决策效率。
Reinforcement Learning from Adversarial Preferences in Tabular MDPs
- 用两两比较的偏好信息替代传统数值奖励,构建新型决策框架。
- 理论证明最优策略下误差下界为 $\Omega((H^2 S K)^{1/3} T^{2/3})$。
- 提出高效算法,在已知与未知转移模型下均实现 $T^{2/3}$ 阶 regret。
我们引入一种新的分段表格马尔可夫决策过程(MDP)框架,称为基于偏好的MDP(PbMDPs),其中学习者仅观察两个候选动作间的偏好,而非直接获得损失数值。本文聚焦于奖励函数由Borda得分决定的情形。首先建立带有Borda得分的PbMDPs的后悔下界。作为前期准备,我们通过一个简单实例证明了带对抗损失的分段MDPs后悔下界为 $\Omega(\sqrt{HSAT})$,其中 $H$ 为每回合步数,$S$ 为状态数,$A$ 为动作数,$T$ 为总回合数。基于此构造,我们推导出带有Borda得分的PbMDPs的后悔下界为 $\Omega((H^2 S K)^{1/3} T^{2/3})$,其中 $K$ 为动作臂数。随后,我们设计出达到 $T^{2/3}$ 阶后悔上界的算法:先提出基于所有占有测度上的在线线性优化的全局优化方法,在已知转移情况下实现 $\tilde{O}((H^2 S^2 K)^{1/3} T^{2/3})$;为克服状态数 $S$ 过大导致的计算瓶颈,进一步提出策略优化算法,其后悔上界约为 $\tilde{O}((H^6 S K^5)^{1/3} T^{2/3})$,并推广至未知转移情形。
原文摘要 · Abstract (English)
We introduce a new framework of episodic tabular Markov decision processes (MDPs) with adversarial preferences, which we refer to as preference-based MDPs (PbMDPs). Unlike standard episodic MDPs with adversarial losses, where the numerical value of the loss is directly observed, in PbMDPs the learner instead observes preferences between two candidate arms, which represent the choices being compared. In this work, we focus specifically on the setting where the reward functions are determined by Borda scores. We begin by establishing a regret lower bound for PbMDPs with Borda scores. As a preliminary step, we present a simple instance to prove a lower bound of $Ω(\sqrt{HSAT})$ for episodic MDPs with adversarial losses, where $H$ is the number of steps per episode, $S$ is the number of states, $A$ is the number of actions, and $T$ is the number of episodes. Leveraging this construction, we then derive a regret lower bound of $Ω( (H^2 S K)^{1/3} T^{2/3} )$ for PbMDPs with Borda scores, where $K$ is the number of arms. Next, we develop algorithms that achieve a regret bound of order $T^{2/3}$. We first propose a global optimization approach based on online linear optimization over the set of all occupancy measures, achieving a regret bound of $\tilde{O}((H^2 S^2 K)^{1/3} T^{2/3} )$ under known transitions. However, this approach suffers from suboptimal dependence on the potentially large number of states $S$ and computational inefficiency. To address this, we propose a policy optimization algorithm whose regret is roughly bounded by $\tilde{O}( (H^6 S K^5)^{1/3} T^{2/3} )$ under known transitions, and further extend the result to the unknown-transition setting.
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