arXiv:2608.14401stat.MLcs.LG2026-08

用扩散模型估算离线强化学习中的最优贝尔曼算子,提升价值函数估计精度。

Offline Deep Q* Estimation with Diffusion Models

论文配图:Offline Deep Q* Estimation with Diffusion Models
图 1 · 摘自论文原文
  • 通过条件扩散模型分别估计奖励和转移规律,构建数据驱动的贝尔曼算子
  • 理论证明了在状态动作空间维度下,$Q^*$ 估计的 $L^2$ 收敛速率达 $ ilde{ m O}(n^{-eta/(d_x+d_a+2eta)})$
  • 无需传统深度强化学习中的完备性假设,适合高维复杂环境下的离线策略优化

在离线强化学习中,估计最优动作值函数 $Q^*$ 可转化为仅基于离线观测求解最优贝尔曼方程。核心挑战在于奖励函数与转移核未知,导致最优贝尔曼算子无法直接从数据中观测。为此,本文提出一种新框架,将算子估计与价值函数学习解耦:首先利用条件扩散模型估计奖励律和转移核,从而构造出数据驱动的最优贝尔曼算子近似;随后将这些估计量代入贝尔曼方程,通过最小化神经网络类上的经验贝尔曼残差,获得 $Q^*$ 的深层估计器。理论上,我们首次建立条件扩散估计在总变差距离下的精确非渐近收敛率,并推导出过剩贝尔曼残差风险的极优率 $ ilde{ m O}igl(n^{- rac{2β}{d_x+d_a+2β}}igr)$。在集中性条件下,进一步将该残差界转化为 $Q^*$ 估计的 $L^2$ 收敛率 $ ilde{ m O}igl(n^{- rac{β}{d_x+d_a+2β}}igr)$,其中 $d_x$、$d_a$ 分别为状态与动作空间维度,$β$ 为 $Q^*$ 的 Hölder 光滑指数。重要的是,理论分析不依赖深度强化学习中常见的完备性假设。大量数值实验验证了方法的有效性及其优越的实证表现。

原文摘要 · Abstract (English)

In offline RL, estimating the optimal action-value function $Q^*$ can be formulated as solving the optimal Bellman equation based solely on offline observations. A fundamental challenge is that the reward function and transition kernel are unknown, so the optimal Bellman operator is not directly observable from data. To address this issue, we propose a novel framework that decouples operator estimation from value function learning. In this approach, we first formulate conditional diffusion models to estimate the reward law and transition kernel, which induces a data-driven approximation of the optimal Bellman operator. We then plug these estimators into the Bellman equation and obtain a deep estimator of $Q^*$ by minimizing the empirical Bellman residual over a neural network function class. Theoretically, we first establish sharp nonasymptotic convergence rates for learning the optimal Bellman operator through an end-to-end analysis of conditional diffusion estimation in total variation distance. We then establish the oracle value-stage rate $\widetilde{\mathcal O}\bigl(n^{-\frac{2β}{d_x+d_a+2β}}\bigr)$ for the excess Bellman residual risk. Finally, under a concentrability condition, we translate this residual bound into an $L^2$ convergence rate of $\widetilde{\mathcal O}\bigl(n^{-\fracβ{d_x+d_a+2β}}\bigr)$ for the resulting deep estimator of $Q^*$, where $d_x$ and $d_a$ denote the dimensions of the state and action spaces, respectively, and $β$ denotes the Hölder smoothness index of $Q^*$. Importantly, our theoretical analysis does not rely on completeness assumptions commonly used in deep RL theory. Extensive numerical experiments demonstrate the effectiveness of the proposed method and its strong empirical performance.

离线RL扩散模型价值函数估计理论保证

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