提出稳定无限维线性近似的Q-learning方法,解决传统方法不稳定问题。
Q-Learning with Stable Infinite-Dimensional Linear Function Approximation
- 用潜空间系数场建模Q函数,通过重构与压缩算子保证收缩性。
- 算法收敛速度达$ ilde{O}(n^{-1/2})$,误差由潜空间覆盖数控制。
- 适用于高维或非欧几何结构,自动适应平滑性与数据形状。
线性函数近似的Q-learning可能因任意近似架构破坏贝尔曼收缩性而出现不稳定。本文从单一马尔可夫行为策略轨迹出发,构建一种稳定的无限维线性函数逼近框架。学习变量为定义在紧致潜度量空间$(\mathbb L,ρ)$上的系数场$θ\in C(\mathbb L)$。该框架包含将$θ$映射为连续Q函数的重构算子,以及将贝尔曼更新映射回潜坐标的空间压缩算子。两个算子的非扩张性导致$C(\mathbb L)$上合同的潜空间贝尔曼映射,存在唯一不动点$θ^*$,其重构结果与最优Q函数的差距不超过表示误差。我们提出两种随机逼近(SA)算法,并建立其上确界范数收敛界,主项为$\widetilde O(n^{-1/2})$。无限维形式揭示了统计难度的结构本质。压缩映射在$ρ$下的光滑性被$θ^*$和SA迭代继承,使统一估计误差可通过$(\mathbb L,ρ)$的覆盖数控制,而非$C(\mathbb L)$的维度。令人惊讶的是,所提SA算法对$ρ$的选择无关,能自动适应平滑性与几何结构。进一步通过线性密度近似下的Q-测度学习及冻结预训练网络输出层权重训练说明该框架的有效性。
原文摘要 · Abstract (English)
Q-learning with linear function approximation can be unstable because an arbitrary approximation architecture need not preserve the Bellman contraction. We develop a stable infinite-dimensional linear function approximation framework for Q-learning from a single Markovian behavior-policy trajectory. The learning variable is a coefficient field $θ\in C(\mathbb L)$ on a compact latent metric space $(\mathbb L,ρ)$. The framework uses a reconstruction operator that maps $θ$ to a continuous Q-function and a compression operator that maps Bellman updates back to latent coordinates. Nonexpansiveness of both operators induces a contractive latent Bellman map on $C(\mathbb L)$, with a unique fixed point $θ^*$ whose reconstruction approximates the optimal Q-function up to representation error. We propose two stochastic approximation (SA) algorithms and establish their sup-norm convergence bounds with a leading term of order $\widetilde O(n^{-1/2})$. The infinite-dimensional formulation provides a powerful abstraction for identifying the structures that govern statistical difficulty. Smoothness of the compression map in $ρ$ is inherited by $θ^*$ and the SA iterates, allowing uniform estimation errors to be controlled through covering numbers of $(\mathbb L,ρ)$ rather than the dimension of $C(\mathbb L)$. Remarkably, the SA algorithms we propose are agnostic to the choice of $ρ$, and thus can automatically adapt to both the smoothness and the geometry. We further illustrate the framework through Q-measure-learning with linear density approximation and output-layer neural weight training under a frozen pretrained network.
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。