用混合贝叶斯模型统一量化数据与模型不确定性,提升离线强化学习稳定性。
Regularized Offline Policy Optimization with Posterior Hybrid Bayesian Belief
- 将动态模型视为随机变量,通过凸组合近似后验分布
- 理论证明近似误差有界,支持单调策略优化
- 在多个基准上表现优于现有方法,适合数据受限场景
离线强化学习旨在从预收集数据集中优化策略。其瓶颈在于管理认知不确定性,源于数据覆盖有限(样本层面)和有限数据下转移动态识别模糊(模型层面)。为统一量化此类不确定性,贝叶斯强化学习将动态模型视为随机变量并维护相应信念。尽管理论优势显著,但贝叶斯强化学习中的策略优化仍面临计算挑战,因需求解含期望的复合目标。以往方法或采用计算不可扩展的搜索技术,或施加限制性后验假设,牺牲了贝叶斯强化学习的自适应能力。为此,本文提出后验混合贝叶斯信念(PhyB),将期望重构为一组动态模型的凸组合。理论分析表明,该近似引入的目标偏差保持有界。基于PhyB,我们设计了一种迭代正则化策略优化算法,在不依赖具体度量的前提下保证单调改进直至收敛。实验结果表明,PhyB在多个基准上达到领先性能。
原文摘要 · Abstract (English)
Offline reinforcement learning (RL) aims to optimize policies from pre-collected datasets. A bottleneck of this paradigm is managing epistemic uncertainty, which arises from limited data coverage (sample-level) and the ambiguity in identifying transition dynamics from finite data (model-level). To provide a unified quantification of these uncertainties, Bayesian RL has been proposed by treating the dynamics model as a random variable and maintaining a corresponding belief. Despite its theoretical appeal, policy optimization in Bayesian RL remains computationally challenging as it requires solving composite objectives with expectations. Prior methods either employ search-based techniques with poor computational scalability or impose restrictive posterior assumptions that sacrifice the adaptability of Bayesian RL. To address these limitations, we propose Posterior Hybrid Bayesian Belief (PhyB), which reformulates the expectation as a convex combination over a subset of dynamics models. Theoretical analysis demonstrates that the objective discrepancy induced by this approximation remains bounded. Based on PhyB, we develop an iterative regularized policy optimization algorithm that provides metric-agnostic guarantees for monotonic improvement until convergence. Empirical results demonstrate that PhyB achieves state-of-the-art performance on various benchmarks.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。