提出新方法让离线强化学习更稳定,无需依赖复杂假设。
Soft Fitted Q-Iteration without Bellman Completeness: Occupancy Reweighting and Temperature Annealing
- 用占用率加权重做软拟合Q迭代,提升稳定性。
- 在无贝尔曼完备性下仍保证局部收敛和有限样本效果。
- 适合研究离线强化学习的算法设计者,尤其关注稳定性问题。
拟合Q迭代(FQI)是离线强化学习中一种标准的基于回归的最优控制方法,但其在函数近似下的稳定性通常依赖于贝尔曼完备性假设,即拟合类中的贝尔曼像必须保留在该类中。本文研究了相对于固定参考策略的KL正则化(即软)FQI,无需此假设。关键洞察是:软控制在折扣占用范数下局部继承策略评估的压缩性质。在软最优不动点处,软贝尔曼算子的线性化恰好是软最优策略的贝尔曼算子,且在该范数下具有收缩性;在相同范数下的投影可保持此收缩性。标准软FQI则在离线状态-动作分布下进行投影,不一定保持此性质。受此启发,我们提出‘占用率加权软FQI’,保留标准贝尔曼目标和最小二乘更新,仅通过当前软策略诱导的折扣占用比对回归进行加权。在Q函数可实现性和局部正则性条件下,我们建立了无贝尔曼完备性时的局部收缩与有限样本收敛性,使用估计的占用比。随后引入温度退火,将局部结果转化为从任意初始化出发的全局收敛:足够高的初始温度提供全局收缩起始区域,逐步降温则连接一系列局部收缩区域至任意指定的正温度目标。在动作间隙裕度条件下,切换至具有刷新占用权重的硬FQI,亦能实现到无正则化最优解的人群与有限样本收敛。
原文摘要 · Abstract (English)
Fitted \(Q\)-iteration (FQI) is a standard regression-based method for optimal control in offline reinforcement learning, but its stability under function approximation often relies on Bellman completeness, which requires Bellman images of the fitted class to remain in the class. We study Kullback--Leibler (KL)-regularized, or soft, FQI relative to a fixed reference policy without this assumption. Our key insight is that soft control locally inherits the contraction of policy evaluation in a discounted-occupancy norm. At the soft-optimal fixed point, the linearization of the soft Bellman operator is exactly the Bellman operator for the soft-optimal policy, which contracts in its discounted-occupancy norm; projection in the same norm preserves this contraction. Standard soft FQI instead projects under the offline state-action distribution and need not preserve this property. Motivated by this observation, we propose \emph{occupancy-reweighted soft FQI}, which retains standard Bellman targets and least-squares updates while reweighting regressions by discounted-occupancy ratios induced by the current soft policy. Under \(Q\)-function realizability and local regularity, we establish local contraction and finite-sample convergence with estimated ratios, without Bellman completeness. We then use temperature annealing to convert the local result into global convergence from arbitrary initialization: sufficiently high temperature provides a globally contractive starting regime, while gradual cooling connects successive local contraction regions to any prescribed positive target temperature. Under an action-gap margin condition, switching at a fixed positive temperature to hard FQI with refreshed occupancy weights also yields population and finite-sample convergence to the unregularized optimum.
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