通过聚类隐状态加速强化学习,实现理论最优的后悔率。
Asymptotically optimal reinforcement learning in Block Markov Decision Processes
- 分两阶段学习:先随机探索聚类隐状态,再基于结构优化策略。
- 后悔率达 $O(\sqrt{T} + n)$,优于此前 $O(\sqrt{T} + n^2)$ 的最优结果。
- 证明该算法在可聚类的大型状态空间中渐近最优,适合高维环境。
维度灾难使强化学习在状态与动作空间呈指数级庞大的真实场景中难以应用。然而,许多环境具有可利用的结构以加速学习。为形式化此思想,本文研究块马尔可夫决策过程(BMDP)中的强化学习。BMDP建模观测空间巨大但转移动态由隐状态完全决定的问题。近期聚类方法已能高效恢复此类隐结构。但其对学习性能的影响尚无明确的后悔率分析。本文填补该空白,提出显式利用聚类的后悔分析,证明精确的隐状态估计确实能显著加速学习。具体而言,本文分析了一种针对BMDP的两阶段强化学习算法:首先通过随机探索学习隐结构,随后切换至适配已发现结构的乐观策略。该算法在一大类可聚类的BMDP上实现 $O(\sqrt{T} + n)$ 的后悔率,其中 $T$ 为时间步数,$n$ 为观测空间基数,$O(\cdot)$ 含常数与多项对数因子。该界优于先前最优的 $O(\sqrt{T} + n^2)$,尤其当 $n$ 较大时。此外,我们证明该类问题下任何算法无法获得更低的后悔率,从而确立该算法的渐近最优性。
原文摘要 · Abstract (English)
The curse of dimensionality renders Reinforcement Learning (RL) impractical in many real-world settings with exponentially large state and action spaces. Yet, many environments exhibit exploitable structure that can accelerate learning. To formalize this idea, we study RL in Block Markov Decision Processes (BMDPs). BMDPs model problems with large observation spaces, but where transition dynamics are fully determined by latent states. Recent advances in clustering methods have enabled the efficient recovery of this latent structure. However, a regret analysis that exploits these techniques to determine their impact on learning performance remained open. We are now addressing this gap by providing a regret analysis that explicitly leverages clustering, demonstrating that accurate latent state estimation can indeed effectively speed up learning. Concretely, this paper analyzes a two-phase RL algorithm for BMDPs that first learns the latent structure through random exploration and then switches to an optimism-guided strategy adapted to the uncovered structure. This algorithm achieves a regret that is $O(\sqrt{T}+n)$ on a large class of BMDPs susceptible to clustering. Here, $T$ denotes the number of time steps, $n$ is the cardinality of the observation space, and the Landau notation $O(\cdot)$ holds up to constants and polylogarithmic factors. This improves the best prior bound, $O(\sqrt{T}+n^2)$, especially when $n$ is large. Moreover, we prove that no algorithm can achieve lower regret uniformly on this same class of BMDPs. This establishes that, on this class, the algorithm achieves asymptotic optimality.
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