首次为平均奖励强化学习设计高效联邦Q-learning算法,理论证明其样本与通信效率。
Sample Complexity of Average-Reward Q-Learning: From Single-agent to Federated Reinforcement Learning
- 基于偏置函数跨度优化参数的Q-learning,在单智能体下实现更优样本复杂度。
- 联邦设置中,每智能体样本复杂度随智能体数线性降低,通信轮次仅需约1/ε。
- 首个针对平均奖励MDP的联邦Q-learning理论框架,适合分布式强化学习研究者。
平均奖励强化学习通过最大化每步平均收益,为长期决策提供合理框架。尽管Q-learning在折扣和有限时域马尔可夫决策过程(MDP)中已有成熟样本复杂度理论,其在平均奖励设定下的理论保证仍不充分。本文研究在弱连通假设下,针对有限状态与动作空间的平均奖励MDP,提出一种简单但高效的Q-learning算法,覆盖单智能体与联邦场景。在单智能体情形下,通过精心选择参数,该算法达到样本复杂度$ ilde{O}ig(rac{| extcal{S}|| extcal{A}| orm{h^{ extstar}}_{ extsf{sp}}^3}{ extepsilon^3}ig)$,相比先前结果至少提升$rac{ orm{h^{ extstar}}_{ extsf{sp}}^2}{ extepsilon^2}$倍。在含$M$个智能体的联邦设置中,协作使每智能体样本复杂度降至$ ilde{O}ig(rac{| extcal{S}|| extcal{A}| orm{h^{ extstar}}_{ extsf{sp}}^3}{M extepsilon^3}ig)$,且仅需$ ilde{O}ig(rac{ orm{h^{ extstar}}_{ extsf{sp}}}{ extepsilon}ig)$轮通信。这些结果首次建立平均奖励MDP的联邦Q-learning算法,证明了其在样本与通信复杂度上的理论效率。
原文摘要 · Abstract (English)
Average-reward reinforcement learning offers a principled framework for long-term decision-making by maximizing the mean reward per time step. Although Q-learning is a widely used model-free algorithm with established sample complexity in discounted and finite-horizon Markov decision processes (MDPs), its theoretical guarantees for average-reward settings remain limited. This work studies a simple but effective Q-learning algorithm for average-reward MDPs with finite state and action spaces under the weakly communicating assumption, covering both single-agent and federated scenarios. For the single-agent case, we show that Q-learning with carefully chosen parameters achieves sample complexity $\widetilde{O}\left(\frac{|\mathcal{S}||\mathcal{A}|\|h^{\star}\|_{\mathsf{sp}}^3}{\varepsilon^3}\right)$, where $\|h^{\star}\|_{\mathsf{sp}}$ is the span norm of the bias function, improving previous results by at least a factor of $\frac{\|h^{\star}\|_{\mathsf{sp}}^2}{\varepsilon^2}$. In the federated setting with $M$ agents, we prove that collaboration reduces the per-agent sample complexity to $\widetilde{O}\left(\frac{|\mathcal{S}||\mathcal{A}|\|h^{\star}\|_{\mathsf{sp}}^3}{M\varepsilon^3}\right)$, with only $\widetilde{O}\left(\frac{\|h^{\star}\|_{\mathsf{sp}}}{\varepsilon}\right)$ communication rounds required. These results establish the first federated Q-learning algorithm for average-reward MDPs, with provable efficiency in both sample and communication complexity.
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