提出新算法,首次在多项式时间内收敛到最优决策策略。
Achieve Performatively Optimal Policy for Performative Reinforcement Learning
- 在Frank-Wolfe框架中用零阶近似梯度,设计新优化算法0-FW。
- 证明了在规则项主导下,策略值函数具有梯度优势性质,确保最优性。
- 实验显示该算法比现有方法更有效找到理想决策策略,适合动态环境应用。
表现性强化学习是一种新兴的动态决策框架,将强化学习扩展到智能体策略会改变环境动态的场景。现有研究仅追求近似价值函数最大化的表现性稳定(PS)策略,但存在一个可证明的正数差距:即PS策略与真正希望达到的表现性最优(PO)策略之间。本文提出一种零阶Frank-Wolfe算法(0-FW),在Frank-Wolfe框架中使用对表现性策略梯度的零阶近似,首次在标准规则项主导条件下实现了对期望的PO策略的多项式时间收敛。在收敛分析中,我们证明了两个关键性质:第一,在策略规则项主导环境变化时,价值函数满足某种梯度优势性质,因此其任意驻点(非必须为PS)即为所求的PO策略;第二,尽管价值函数梯度无界,但我们证明所有足够接近驻点的策略均位于一个凸且紧致的策略子空间Π_Δ内,该空间中策略价值有常数下界Δ>0,从而梯度有界且满足Lipschitz连续。实验结果表明,我们的0-FW算法在寻找期望的PO策略方面显著优于现有算法。
原文摘要 · Abstract (English)
Performative reinforcement learning is an emerging dynamical decision making framework, which extends reinforcement learning to the common applications where the agent's policy can change the environmental dynamics. Existing works on performative reinforcement learning only aim at a performatively stable (PS) policy that maximizes an approximate value function. However, there is a provably positive constant gap between the PS policy and the desired performatively optimal (PO) policy that maximizes the original value function. In contrast, this work proposes a zeroth-order Frank-Wolfe algorithm (0-FW) algorithm with a zeroth-order approximation of the performative policy gradient in the Frank-Wolfe framework, and obtains \textbf{the first polynomial-time convergence to the desired PO} policy under the standard regularizer dominance condition. For the convergence analysis, we prove two important properties of the nonconvex value function. First, when the policy regularizer dominates the environmental shift, the value function satisfies a certain gradient dominance property, so that any stationary point (not PS) of the value function is a desired PO. Second, though the value function has unbounded gradient, we prove that all the sufficiently stationary points lie in a convex and compact policy subspace $Π_Δ$, where the policy value has a constant lower bound $Δ>0$ and thus the gradient becomes bounded and Lipschitz continuous. Experimental results also demonstrate that our 0-FW algorithm is more effective than the existing algorithms in finding the desired PO policy.
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