从分布视角重看贝尔曼算子,揭示其内在几何结构
A Spectral Revisit of the Distributional Bellman Operator under the Cramér Metric
- 以累积分布函数为基本单位,揭示贝尔曼更新的线性作用机制
- 构建正则化谱表示,精确保持原度量下的几何特性
- 为分布强化学习提供可解析的算子分析框架,适合理论研究者
分布强化学习关注回报分布的演化而非仅期望值。经典结论表明,在Cramér度量下,分布贝尔曼算子具有收缩性,对应于累积分布函数(CDF)差值的L²几何。尽管此收缩性保证了策略评估的稳定性,现有分析仍局限于度量层面,未揭示贝尔曼更新对分布的具体结构作用。本文在CDF层面对分布贝尔曼动力学进行直接分析,将Cramér几何视为内在解析设定。在此设定下,贝尔曼更新对CDF呈仿射作用,对CDF差值呈线性作用,其收缩性带来该线性作用的统一有界性。基于此内在形式,我们构造一族正则化谱希尔伯特表示,通过精确共轭实现CDF层级几何,不改变原始贝尔曼动力学。正则化仅影响几何结构,在零正则化极限下恢复原生的Cramér度量。该框架阐明了分布贝尔曼更新背后的算子结构,为分布强化学习中的进一步泛函与算子理论分析奠定基础。
原文摘要 · Abstract (English)
Distributional reinforcement learning (DRL) studies the evolution of full return distributions under Bellman updates rather than focusing on expected values. A classical result is that the distributional Bellman operator is contractive under the Cramér metric, which corresponds to an $L^2$ geometry on differences of cumulative distribution functions (CDFs). While this contraction ensures stability of policy evaluation, existing analyses remain largely metric, focusing on contraction properties without elucidating the structural action of the Bellman update on distributions. In this work, we analyse distributional Bellman dynamics directly at the level of CDFs, treating the Cramér geometry as the intrinsic analytical setting. At this level, the Bellman update acts affinely on CDFs and linearly on differences between CDFs, and its contraction property yields a uniform bound on this linear action. Building on this intrinsic formulation, we construct a family of regularised spectral Hilbert representations that realise the CDF-level geometry by exact conjugation, without modifying the underlying Bellman dynamics. The regularisation affects only the geometry and vanishes in the zero-regularisation limit, recovering the native Cramér metric. This framework clarifies the operator structure underlying distributional Bellman updates and provides a foundation for further functional and operator-theoretic analyses in DRL.
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