arXiv:2605.31034cs.LGcs.AI2026-05

在大量选项的强化学习中,一种新型贪心策略能逼近最优表现。

Annealed Softmax Greedy in Many-Armed Bayesian Bandits

论文配图:Annealed Softmax Greedy in Many-Armed Bayesian Bandits
图 1 · 摘自论文原文
  • 采用退火软最大值机制选择动作,基于经验均值奖励进行决策。
  • 理论证明其贝叶斯后悔率接近最优,当臂数与时间平方根相当。
  • 特别适合大规模选项场景,优于传统方法如汤普森采样。

在多臂贝叶斯伯努利老虎机中,本文分析了一种退火软最大值策略,该策略根据经验均值奖励的软最大值选择动作。在先验满足线性上尾条件(意味着存在大量近似最优臂)的假设下,证明了该策略达到贝叶斯后悔率 $ ilde{O}(m + T/m)$,当臂数 $m = Θ(ar{T})$ 时为 $ ilde{O}(ar{T})$,这是该情形下的近最优率。由于多数臂的样本均值长期保持在最优附近,软最大值策略将概率分配偏离最优的动作主要集中于其他近优臂。相反,在小规模臂数下,此类策略可能产生线性后悔。结果还与基于验证奖励的强化学习方法(RLVR)存在结构类比。模拟实验支持理论,并提出基于后验均值的改进版本,使用特定臂的先验,无论准确或噪声,当臂数大时均优于基线,包括汤普森采样。

原文摘要 · Abstract (English)

Reinforcement learning with verifiable rewards and group-based policy optimization methods update a stochastic policy by sampling multiple completions per prompt and increasing the policy's probability on those with higher reward. These updates, unline the exploration mechanism in Thompson sampling and UCB, do not include explicit mechanisms that track epistemic uncertainty. This paper studies a stylized explanation for why such uncertainty-agnostic updates can nevertheless be effective. We analyze an annealed softmax policy that selects actions according to a softmax of empirical mean rewards in a many-armed Bayesian Bernoulli bandit. Under a linear upper-tail condition on the prior, which implies an abundance of near-optimal arms, we prove that annealed softmax greedy achieves Bayes regret $\tilde{O}(m + T/m)$, and in particular $\tilde{O}(\sqrt{T})$ when the number of arms scales as $m = Θ(\sqrt{T})$. This is the near-optimal Bayes regret rate in this regime, attained also by empirical-mean greedy. Under the upper-tail condition, many arms keep empirical means near the optimum throughout learning, so the probability that softmax places away from the empirical best falls mostly on other near-optimal arms. By contrast, with a small number of arms, the same kind of softmax policy can suffer linear regret (Cesa-Bianchi et al., 2017). The result also provides a structural analogy to RLVR, where a base policy with a non-negligible probability of producing a correct completion plays the role of the tail condition. Simulations support the theory and motivate prior-anchored variants of greedy and annealed softmax that score arms by the Beta posterior mean and skip the forced initialization; with an arm-specific prior, accurate or noisy, these variants outperform baselines, including Thompson Sampling, when the number of arms is large.

强化学习多臂老虎机贝叶斯优化策略设计

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