提出新算法,让强化学习在保证安全的前提下高效收敛。
Near-Optimal Sample Complexity for Online Constrained MDPs
- 基于在线优化的主-对偶方法,平衡收益与约束违反。
- 允许小违规时,样本复杂度逼近最优下界。
- 严格安全时仍可零违规,适合医疗、自动驾驶等高安全场景。
安全是强化学习在自动驾驶、机器人和医疗等现实应用中的核心挑战。为应对这一问题,常采用约束马尔可夫决策过程(CMDPs)在优化性能的同时强制执行安全约束。然而,现有方法往往存在显著的安全违规或需要大量样本才能获得近似最优策略。本文研究两种情形:允许小幅违规的宽松可行性,以及禁止任何违规的严格可行性。我们提出一种基于模型的主-对偶算法,结合在线强化学习与约束优化技术,平衡累积遗憾与约束违反。在宽松可行性下,证明该算法以任意高概率返回ε-最优策略且约束违反不超过ε,所需学习轮次为$ ilde{O}ig(rac{SAH^3}{\varepsilon^2}ig)$,匹配无约束MDP的下界。在严格可行性下,证明算法以任意高概率返回ε-最优策略且零违规,所需轮次为$ ilde{O}ig(rac{SAH^5}{\varepsilon^2ζ^2}ig)$,其中ζ为刻画可行区域大小的问题相关Slater常数。该结果与已知的生成模型下学习CMDPs的下界一致。表明在线学习CMDPs的难度与使用生成模型相当,且当允许小违规时,不比无约束学习更困难。
原文摘要 · Abstract (English)
Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used to enforce safety constraints while optimizing performance. However, existing methods often suffer from significant safety violations or require a high sample complexity to generate near-optimal policies. We address two settings: relaxed feasibility, where small violations are allowed, and strict feasibility, where no violation is allowed. We propose a model-based primal-dual algorithm that balances regret and bounded constraint violations, drawing on techniques from online RL and constrained optimization. For relaxed feasibility, we prove that our algorithm returns an $\varepsilon$-optimal policy with $\varepsilon$-bounded violation with arbitrarily high probability, requiring $\tilde{O}\left(\frac{SAH^3}{\varepsilon^2}\right)$ learning episodes, matching the lower bound for unconstrained MDPs. For strict feasibility, we prove that our algorithm returns an $\varepsilon$-optimal policy with zero violation with arbitrarily high probability, requiring $\tilde{O}\left(\frac{SAH^5}{\varepsilon^2ζ^2}\right)$ learning episodes, where $ζ$ is the problem-dependent Slater constant characterizing the size of the feasible region. This result matches the lower bound for learning CMDPs with access to a generative model. Our results demonstrate that learning CMDPs in an online setting is as easy as learning with a generative model and is no more challenging than learning unconstrained MDPs when small violations are allowed.
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