arXiv:2508.21443cs.LGcs.SY2025-08中稿 · final version to a…被引 3

提出几何均值优化,提升强化学习在长期轨迹中的实际表现。

Beyond expected value: geometric mean optimization for long-term policy performance in reinforcement learning

  • 用滑动窗口几何均值估计个体轨迹的长期增长速率
  • 在复杂模拟中优于传统强化学习方法,提升长期性能
  • 适合关注真实部署效果而非平均收益的场景

强化学习算法通常优化期望累积奖励,即轨迹上标量奖励之和的期望值。该期望值对无限多条轨迹取均值,但在实际部署中,这种集合平均可能无法反映单条轨迹的真实表现。因此,在许多应用中,优化单条轨迹的长期性能更为重要。本文提出一种新算法,将标准集合平均与时间平均增长率(衡量个体轨迹长期性能的指标)相结合。首先定义了时间平均增长率对应的贝尔曼算子;随后证明,在乘性奖励动态下,几何均值等价于时间平均增长率。针对更一般且未知的奖励动态,提出带N-滑动窗口的改进几何均值,作为路径依赖的估计器,并将其嵌入目标函数作为正则项,形成实用算法,使策略同时受益于集合平均与时间平均。在挑战性仿真环境中评估表明,该算法显著优于传统强化学习方法。

原文摘要 · Abstract (English)

Reinforcement learning (RL) algorithms typically optimize the expected cumulative reward, i.e., the expected value of the sum of scalar rewards an agent receives over the course of a trajectory. The expected value averages the performance over an infinite number of trajectories. However, when deploying the agent in the real world, this ensemble average may be uninformative for the performance of individual trajectories. Thus, in many applications, optimizing the long-term performance of individual trajectories might be more desirable. In this work, we propose a novel RL algorithm that combines the standard ensemble average with the time-average growth rate, a measure for the long-term performance of individual trajectories. We first define the Bellman operator for the time-average growth rate. We then show that, under multiplicative reward dynamics, the geometric mean aligns with the time-average growth rate. To address more general and unknown reward dynamics, we propose a modified geometric mean with $N$-sliding window that captures the path-dependency as an estimator for the time-average growth rate. This estimator is embedded as a regularizer into the objective, forming a practical algorithm and enabling the policy to benefit from ensemble average and time-average simultaneously. We evaluate our algorithm in challenging simulations, where it outperforms conventional RL methods.

强化学习长期性能几何均值轨迹优化

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