提出一步贝尔曼对齐,让在线强化学习高效迁移。
One-Step Bellman Alignment Enables Provably Efficient Transfer in Online RL
- 用重加权目标修正源任务更新偏差,实现无偏迁移。
- 理论证明后悔率仅随任务差异复杂度增长,不随目标马尔可夫过程膨胀。
- 适用于任意函数逼近器,对密度比估计误差鲁棒,适合实际部署。
我们研究在周期性马尔可夫决策过程中的在线迁移强化学习,其中学习目标任务时可利用相关源任务的经验。核心难点在于任务相似性通常基于奖励或转移定义,而在线强化学习算法操作于贝尔曼回归目标。因此,直接复用源任务的贝尔曼更新会引入系统性偏差,破坏后悔率保证。我们识别出一步贝尔曼对齐是在线强化学习迁移的正确抽象,并提出重加权目标(RWT)——一种在算子层面的修正方法,通过测度变换重新设定延续值,补偿转移不匹配。RWT将任务错配简化为固定的一步修正,实现源数据的统计有效复用。该对齐构建了两阶段的RWT Q-学习框架,分离方差缩减与偏差校正。在再生核希尔伯特空间(RKHS)函数逼近下,我们建立了后悔率界,其规模取决于任务变化复杂度而非目标MDP本身。进一步证明所需密度比具有可构造的RKHS估计器,并具备有限样本保证;实验验证了对估计和误设比例的鲁棒性。在表格与神经网络设置中,结果均显著优于单任务学习与朴素池化方法,表明贝尔曼对齐是在线强化学习中模型无关的迁移原则。
原文摘要 · Abstract (English)
We study online transfer reinforcement learning (RL) in episodic Markov decision processes, where experience from related source tasks is available during learning on a target task. A fundamental difficulty is that task similarity is typically defined in terms of rewards or transitions, whereas online RL algorithms operate on Bellman regression targets. As a result, naively reusing source Bellman updates introduces systematic bias and invalidates regret guarantees. We identify one-step Bellman alignment as the correct abstraction for transfer in online RL and propose re-weighted targeting (RWT), an operator-level correction that retargets continuation values and compensates for transition mismatch via a change of measure. RWT reduces task mismatch to a fixed one-step correction and enables statistically sound reuse of source data. This alignment yields a two-stage RWT $Q$-learning framework that separates variance reduction from bias correction. Under RKHS function approximation, we establish regret bounds that scale with the complexity of the task shift rather than the target MDP. We further show the required density ratios admit a constructive RKHS estimator with finite-sample guarantees, and empirically validate robustness to estimated and mis-specified ratios. Empirical results in both tabular and neural network settings demonstrate consistent improvements over single-task learning and naïve pooling, highlighting Bellman alignment as a model-agnostic transfer principle for online RL.
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