提出QR-MAX算法,解决非马尔可夫奖励决策问题的样本效率与最优性难题
Model-Based Reinforcement Learning in Discrete-Action Non-Markovian Reward Decision Processes
- 用奖励机分解转移学习与奖励处理,实现模型化强化学习
- 在离散动作下达到ε-最优策略的多项式样本复杂度收敛
- 扩展至连续状态空间,无需手动网格划分或函数逼近
许多实际决策任务的成功依赖于完整系统历史,而非仅达到特定状态。传统马尔可夫强化学习不适用于此类任务,而非马尔可夫奖励决策过程(NMRDP)可应对时间依赖性问题。然而,该方法长期缺乏近似最优性和样本效率的理论保障。本文提出QR-MAX,一种针对离散动作NMRDP的新型模型基算法,通过奖励机将马尔可夫转移学习与非马尔可夫奖励处理解耦。据我们所知,这是首个利用此分解实现ε-最优策略的PAC收敛且具有多项式样本复杂度的模型基强化学习算法。进一步提出Bucket-QR-MAX,基于SimHash的离散化方法,在连续状态空间中保持相同解耦结构,实现快速稳定学习,无需人工网格划分或函数逼近。在逐步增加复杂度的环境中,实验对比显示本方法在样本效率上显著优于当前先进模型基强化学习方法,并更稳健地找到最优策略。
原文摘要 · Abstract (English)
Many practical decision-making problems involve tasks whose success depends on the entire system history, rather than on achieving a state with desired properties. Markovian Reinforcement Learning (RL) approaches are not suitable for such tasks, while RL with non-Markovian reward decision processes (NMRDPs) enables agents to tackle temporal-dependency tasks. This approach has long been known to lack formal guarantees on both (near-)optimality and sample efficiency. We contribute to solving both issues with QR-MAX, a novel model-based algorithm for discrete NMRDPs that factorizes Markovian transition learning from non-Markovian reward handling via reward machines. To the best of our knowledge, this is the first model-based RL algorithm for discrete-action NMRDPs that exploits this factorization to obtain PAC convergence to $\varepsilon$-optimal policies with polynomial sample complexity. We then extend QR-MAX to continuous state spaces with Bucket-QR-MAX, a SimHash-based discretiser that preserves the same factorized structure and achieves fast and stable learning without manual gridding or function approximation. We experimentally compare our method with modern state-of-the-art model-based RL approaches on environments of increasing complexity, showing a significant improvement in sample efficiency and increased robustness in finding optimal policies.
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