提出高效在线强化学习算法,解决确定性动态下的线性Q函数问题。
Frozen Policy Iteration: Computationally Efficient RL under Linear $Q^π$ Realizability for Deterministic Dynamics
- 基于高置信度轨迹数据冻结已探索状态策略,保持数据始终在线上。
- 实现最优的 $ ilde{O}( oot{}{d^2H^6T})$ 误差界,适用于 $H=1$ 的线性带子场景。
- 无需模拟器、支持随机初态,适合实际在线应用,尤其适配复杂环境。
本文研究在线性 $Q^π$ 可实现性假设下的计算与统计高效强化学习,其中任意策略的 $Q$-函数在给定状态-动作特征表示下为线性。先前方法或计算不可行,或需局部模拟器访问。本文提出一种名为 Frozen Policy Iteration 的新算法,适用于具有随机初始状态、随机奖励和确定性转移的马尔可夫决策过程(MDPs)。该算法达到 $ ilde{O}( oot{}{d^2H^6T})$ 的后悔界,其中 $d$ 为特征空间维度,$H$ 为时间步长,$T$ 为总回合数。该界对 $H=1$ 的线性(上下文)带子问题为最优。现有策略迭代方法依赖反复采样同一状态,无法在随机初始状态的在线设置中实现。本算法通过仅使用高置信度轨迹数据并冻结已充分探索状态的策略,确保学习全程数据始终为有效在线策略。此外,方法还可扩展至 Uniform-PAC 设置及有界 eluder 维度函数类。
原文摘要 · Abstract (English)
We study computationally and statistically efficient reinforcement learning under the linear $Q^π$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this setting are either computationally intractable, or require (local) access to a simulator. In this paper, we propose a computationally efficient online RL algorithm, named Frozen Policy Iteration, under the linear $Q^π$ realizability setting that works for Markov Decision Processes (MDPs) with stochastic initial states, stochastic rewards and deterministic transitions. Our algorithm achieves a regret bound of $\widetilde{O}(\sqrt{d^2H^6T})$, where $d$ is the dimensionality of the feature space, $H$ is the horizon length, and $T$ is the total number of episodes. Our regret bound is optimal for linear (contextual) bandits which is a special case of our setting with $H = 1$. Existing policy iteration algorithms under the same setting heavily rely on repeatedly sampling the same state by access to the simulator, which is not implementable in the online setting with stochastic initial states studied in this paper. In contrast, our new algorithm circumvents this limitation by strategically using only high-confidence part of the trajectory data and freezing the policy for well-explored states, which ensures that all data used by our algorithm remains effectively on-policy during the whole course of learning. We further demonstrate the versatility of our approach by extending it to the Uniform-PAC setting and to function classes with bounded eluder dimension.
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