提出一种无需事先知道观测结构的高效探索算法,解决部分可观测强化学习问题。
Efficient learning by implicit exploration in bandit problems with side observations
- 设计隐式探索策略,自动适应未知的观测系统。
- 在部分反馈场景下实现近最优后悔上界,且计算效率高。
- 适合在线组合优化中反馈介于半监视与全监视之间的场景。
我们研究了一类部分可观测的在线学习问题,其中学习者不仅获得自身损失,还能观察到某些其他动作的损失。这些观测结果取决于学习者的动作及环境预先设定的有向观测系统。针对该设定,我们提出了首个无需事先知晓观测系统的算法,可实现近最优后悔率。此外,我们定义了一种新的部分信息设置,用于建模在线组合优化问题,其反馈介于半监视与全监视之间。由于首个算法在该场景下无法始终高效计算,我们进一步提出一个具有相似性质但始终计算高效的算法,仅需更复杂的调参机制。两个算法均基于一种称为隐式探索的新探索策略,实验表明该策略在计算和信息理论层面均优于以往方法。
原文摘要 · Abstract (English)
We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition to its own loss, the learner also gets to observe losses of some other actions. The revealed losses depend on the learner's action and a directed observation system chosen by the environment. For this setting, we propose the first algorithm that enjoys near-optimal regret guarantees without having to know the observation system before selecting its actions. Along similar lines, we also define a new partial information setting that models online combinatorial optimization problems where the feedback received by the learner is between semi-bandit and full feedback. As the predictions of our first algorithm cannot be always computed efficiently in this setting, we propose another algorithm with similar properties and with the benefit of always being computationally efficient, at the price of a slightly more complicated tuning mechanism. Both algorithms rely on a novel exploration strategy called implicit exploration, which is shown to be more efficient both computationally and information-theoretically than previously studied exploration strategies for the problem.
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