arXiv:2607.03385stat.MLcs.LG2026-07

提出政策学习新框架,揭示三类问题的难易关系。

A Hierarchy of Policy Learning Problems

  • 构建政策学习问题层级框架,包含最优、改进、存在性三类问题。
  • 证明存在性问题可归约为改进问题,后者又可归约为最优问题。
  • 发现改进与最优问题间有严格难度差,存在性问题更易求解。

策略学习受到广泛关注,目标是从观测数据中学习决策策略。多数研究聚焦于设计算法以最小化相对于最优策略的遗憾。然而在许多实际场景中,数据不足导致难以实现低遗憾。因此,近期工作转向替代目标,尤其是研究能否学习到统计显著优于基线策略的改进策略。本文认为,研究更广泛的策略学习问题具有重要价值。当数据不足以学习改进策略时,仍可能回答其他有用问题。为此,本文提出了一个数学框架,用于分析策略学习问题之间的关系。在该框架下,形式化了三个问题:超越最优策略问题、改进策略问题,以及新提出的策略存在性问题——判断是否存在改进策略。研究表明,策略存在性问题可归约为改进策略问题,后者又可归约为最优策略问题,这表明每个问题的样本复杂度至少不高于下一个问题。关键问题是:这种难度差异是否严格?本文提供了部分答案:最优与改进策略问题间的差距是严格的;对于改进与存在性问题,在自然条件下,存在次多项式差距。因此,即使无法找到改进策略,也可能判断其是否存在。这些结果凸显了研究更广泛策略学习问题的价值。

原文摘要 · Abstract (English)

Policy learning has received substantial attention with the goal of learning policies from observational data for decision-making. A majority of work in this space has focused on developing algorithms for computing policies that minimize regret compared to the optimal policy. However, in many practical settings, there is insufficient data to obtain low regret. As a result, recent work has shifted attention to alternative objectives, most notably, studying whether it is possible to learn an improving policy that statistically significantly outperforms baseline policies. We argue that there is substantial merit in studying a broader range of policy learning problems. When there is insufficient data to learn an improving policy, there may still be useful questions that can be answered. To this end, we provide a mathematical framework for studying the relationships between policy learning problems. We formalize three problems within our framework: beyond the optimal policy problem and the improving policy problem, we also propose the policy existence problem, which aims to determine if an improving policy exists. Within our framework, we show that the policy existence problem reduces to the improving policy problem, which in turn reduces to the optimal policy problem; these reductions prove that each problem is at least as easy as the next one (in sample complexity). A key question remains: is this hardness strict? We provide partial answers. First, the gap between the optimal policy and improving policy problems is strict. For the improving policy and policy existence problems, we prove that a sublinear polynomial gap exists under natural conditions on improving policy learning algorithms. Thus, we may be able to answer questions about the existence of an improving policy even when we cannot find one. These results highlight the value in studying a broader range of policy learning problems.

强化学习策略学习理论分析

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