提出新算法解决连续随机环境下的蒙特卡洛树搜索收敛问题
Power Mean Estimation in Stochastic Continuous Monte Carlo Tree Search
- 用幂平均作为价值更新机制,结合多项式探索奖励
- 理论证明在随机环境下以 n^{-ζ} 速度收敛,ζ∈(0,1/2)
- 适合需要稳定规划的连续随机决策任务
蒙特卡洛树搜索(MCTS)在确定性环境在线规划中表现优异,但在连续状态-动作空间的随机马尔可夫决策过程(MDP)中仍面临挑战。现有方法如HOOT虽处理连续空间,但依赖对数探索奖励,在非平稳随机环境下缺乏理论保障。近期的POLY-HOOT引入多项式奖励实现确定性MDP的收敛,但随机环境下的理论尚未建立。本文提出新算法\Algname,专用于连续随机MDP。该算法采用幂平均作为价值备份算子,并结合多项式探索奖励,以应对连续动作空间中的非平稳性。理论分析表明,\Algname 在访问轨迹数为 n 时,收敛速度为 \mathcal{O}(n^{-\zeta}),其中 ζ ∈ (0,1/2),首次将POLY-HOOT的非渐近收敛保证扩展至随机环境。实验在随机任务上验证了理论结果,证明了\Algname在连续随机域中的有效性。
原文摘要 · Abstract (English)
Monte Carlo Tree Search (MCTS) has demonstrated success in online planning for deterministic environments, yet significant challenges remain in adapting it to stochastic Markov Decision Processes (MDPs), particularly in continuous state-action spaces. Existing methods, such as HOOT, which combines MCTS with the Hierarchical Optimistic Optimization (HOO) bandit strategy, address continuous spaces but rely on a logarithmic exploration bonus that lacks theoretical guarantees in non-stationary, stochastic settings. Recent advancements, such as POLY-HOOT, introduced a polynomial bonus term to achieve convergence in deterministic MDPs, though a similar theory for stochastic MDPs remains undeveloped. In this paper, we propose a novel MCTS algorithm, \Algname, designed for continuous, stochastic MDPs. \Algname integrates a power mean as a value backup operator, alongside a polynomial exploration bonus to address the non-stationarity inherent in continuous action spaces. Our theoretical analysis establishes that \Algname converges at a polynomial rate of $\mathcal{O}(n^{-\zeta})$, $\zeta \in (0,1/2)$, where \( n \) is the number of visited trajectories, thereby extending the non-asymptotic convergence guarantees of POLY-HOOT to stochastic environments. Experimental results on stochastic tasks validate our theoretical findings, demonstrating the effectiveness of \Algname in continuous, stochastic domains.
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