arXiv:2601.08726cs.LG2026-01

让深度强化学习在非遍历环境里更准,靠的是引入时间信息。

Model-Agnostic Solutions for Deep Reinforcement Learning in Non-Ergodic Contexts

  • 在学习中加入时间依赖性,让网络能捕捉轨迹的长期增长
  • 无需改奖励或目标函数,就能避免传统方法的次优策略
  • 适合研究非遍历动态系统的强化学习应用者

强化学习(RL)是机器学习中的核心优化框架。尽管RL智能体可收敛至最优解,但‘最优’的定义取决于环境的统计特性。大多数RL算法基于未来奖励的期望值构建贝尔曼方程,但在非遍历环境下,长期结果依赖于具体轨迹而非集合平均。此时,集合平均与个体智能体经历的时间平均增长显著偏离,导致期望值公式产生系统性次优策略。先前研究已证明传统RL架构在非遍历环境中无法恢复真实最优解。本文将分析扩展至深度强化学习实现,发现其同样在非遍历动态下生成次优策略。通过在学习过程中显式引入时间依赖性,使网络函数逼近包含时间信息,智能体可估计与过程内在增长率一致的价值函数。该改进无需修改环境反馈(如奖励变换或目标函数),而是源于智能体对时间轨迹的自然感知。本研究为非遍历系统中的强化学习方法提供了新思路。

原文摘要 · Abstract (English)

Reinforcement Learning (RL) remains a central optimisation framework in machine learning. Although RL agents can converge to optimal solutions, the definition of ``optimality'' depends on the environment's statistical properties. The Bellman equation, central to most RL algorithms, is formulated in terms of expected values of future rewards. However, when ergodicity is broken, long-term outcomes depend on the specific trajectory rather than on the ensemble average. In such settings, the ensemble average diverges from the time-average growth experienced by individual agents, with expected-value formulations yielding systematically suboptimal policies. Prior studies demonstrated that traditional RL architectures fail to recover the true optimum in non-ergodic environments. We extend this analysis to deep RL implementations and show that these, too, produce suboptimal policies under non-ergodic dynamics. Introducing explicit time dependence into the learning process can correct this limitation. By allowing the network's function approximation to incorporate temporal information, the agent can estimate value functions consistent with the process's intrinsic growth rate. This improvement does not require altering the environmental feedback, such as reward transformations or modified objective functions, but arises naturally from the agent's exposure to temporal trajectories. Our results contribute to the growing body of research on reinforcement learning methods for non-ergodic systems.

强化学习非遍历深度学习

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