论文标题

基于模型的强化学习的自适应离散化

Adaptive Discretization for Model-Based Reinforcement Learning

论文作者

Sinclair, Sean R., Wang, Tianyu, Jain, Gauri, Banerjee, Siddhartha, Yu, Christina Lee

论文摘要

我们介绍了适应性离散化的技术,以设计有效的基于模型的情节强化学习算法,以大型(可能是连续的)状态行动空间。我们的算法基于乐观的一步值迭代扩展,以维持空间的自适应离散化。从理论的角度来看,我们为我们的算法提供了与最先进的基于模型的算法相比具有竞争力的最坏遗憾界限。此外,我们的边界是通过模块化证明技术获得的,该技术可能会扩展到问题上的其他结构。 从实施的角度来看,由于维护国家和行动空间的更有效分区,我们的算法的存储和计算要求较低。我们通过实验对几个规范控制问题进行了说明,这表明我们的算法在更快的收敛性和较低的内存使用情况下,经验上的性能明显优于固定离散化。有趣的是,我们从经验上观察到,虽然基于固定模型的算法大大优于其模型的算法,但两者以适应性离散化实现了可比的性能。

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value iteration extended to maintain an adaptive discretization of the space. From a theoretical perspective we provide worst-case regret bounds for our algorithm which are competitive compared to the state-of-the-art model-based algorithms. Moreover, our bounds are obtained via a modular proof technique which can potentially extend to incorporate additional structure on the problem. From an implementation standpoint, our algorithm has much lower storage and computational requirements due to maintaining a more efficient partition of the state and action spaces. We illustrate this via experiments on several canonical control problems, which shows that our algorithm empirically performs significantly better than fixed discretization in terms of both faster convergence and lower memory usage. Interestingly, we observe empirically that while fixed-discretization model-based algorithms vastly outperform their model-free counterparts, the two achieve comparable performance with adaptive discretization.

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