arXiv:2607.01741stat.MLcs.AI2026-07

无需显式似然函数,实现贝叶斯强化学习的在线信念更新

Full Bayesian Reinforcement Learning via LF-IBIS

论文配图:Full Bayesian Reinforcement Learning via LF-IBIS
图 1 · 摘自论文原文
  • 结合近似贝叶斯计算与迭代批量重要性采样,实现无显式似然下的贝叶斯推理
  • 在临床试验自适应随机化模拟中获得可验证后验分布,支持策略不确定性量化
  • 适用于真实场景中难以获取似然函数的强化学习任务,适合关注探索-利用权衡的研究者

强化学习(RL)是一种通过与环境交互最大化累积奖励来学习最优策略的序贯决策框架。贝叶斯强化学习(BRL)通过引入环境先验知识和序贯信念更新,缓解数据稀缺问题。然而,多数BRL方法依赖显式似然函数,这在现实场景中常不可行或难以计算。本文提出无似然迭代批量重要性采样(LF-IBIS),一种全新的BRL算法,可在新交互信息到来时在线更新代理信念。该方法结合近似贝叶斯计算与迭代批量重要性采样,使在环境动态无显式或可计算似然的情况下仍能进行完整的贝叶斯推断。该方法可生成环境参数与最优策略的近似后验分布,量化策略不确定性,有助于贝叶斯框架下的探索-利用权衡处理。我们在临床试验中的响应自适应随机化模拟中测试该方法,闭合形式后验支持验证;另在后验无闭合形式的场景中展示基于最优策略后验分布的在线策略更新。

原文摘要 · Abstract (English)

Reinforcement Learning (RL) is a sequential decision-making framework in which an agent learns optimal policies through interaction with an environment by maximizing cumulative rewards. Among RL methods, Bayesian Reinforcement Learning (BRL) addresses common practical challenges related to data scarcity by leveraging prior knowledge about the environment and sequential belief updates. However, most BRL approaches require an explicit likelihood function, which is frequently inaccessible or intractable in real-world settings. We propose Likelihood-Free Iterated Batch Importance Sampling (LF-IBIS), a novel algorithm for BRL that updates the agent's beliefs online as new interactions become available. By combining Approximate Bayesian Computation with Iterated Batch Importance Sampling, LF-IBIS enables full Bayesian inference in settings where the environment dynamics are not described by an explicit or tractable likelihood. The method yields approximate posterior distributions over both environment parameters and optimal policies, providing a quantification of policy uncertainty useful for a Bayesian treatment of the exploration-exploitation trade-off. We test the method on a simulation study in response-adaptive randomization in clinical trials, where closed-form posteriors enable validation. Additional experiments address settings where the posterior has no closed form and illustrate online policy updating based on the posterior distribution of the optimal policy.

贝叶斯强化学习无似然方法不确定性量化

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