Efficient Reinforcement Learning

作者: 太捉急 | 来源:发表于2019-08-20 16:16 被阅读0次

Efficient Reinforcement Learning
强化学习
AI technique I should learn in r
【ICLR2020】通过强化学习和稀疏奖励进行模仿学习
从零开始强化学习（一）——基础概念
reinforcement learning 学习资源推荐
【5分钟 Paper】Deep Reinforcement Le
2018-11-16 Tips for training DQN
Policy network
第17周论文阅读（2019年）

这是一篇1994年的老文章，也是分析强化学习算法复杂度比较经典的一篇文章。废话少说，直接开看。
首先定义RL的基本概念：

States: $\mathcal{S}$
Actions: $\mathcal{A}$
Transition function: $\mathcal{T} : \mathcal{S} \times \mathcal{A} \times \mathcal{S} \rightarrow [0,1]$
Reward function $\mathcal{R} : \mathcal{S} \times \mathcal{A} \times \mathbb{R} \rightarrow[0,1]$
Policy function $\pi: \mathcal{S} \times \mathcal{A} \rightarrow [0, 1]$
Value function $V : \mathcal{S} \rightarrow \mathbb{R}$
discount factor $\gamma \in (0, 1]$
Initial state distribution $d_0 : \mathcal{S} \rightarrow [0, 1]$
Trajectory: $\tau = (s_0, a_0, r_1, s_1, a_1, \dots)$ where $s_0 \sim d_0(s), a_0 \sim \pi(s_0), r_1 \sim \mathcal{R}(s_0,a_0), s_1 \sim \mathcal{T}(s, a), \dots$
Return: $R(\tau) = \sum_{t=0}^{\infty} \gamma^t r_{t+1}$

Optimal Policy:
$\pi^* = \arg\max_\pi \mathbb{E}_{\tau \sim \pi} \{R(\tau) \}$
Optimal Value:
$V^*(s) = V^{\pi^*}(s) = \max_\pi \mathbb{E}_{\tau \sim \pi, s_0 = s} \{R(\tau) \} \\ Q^*(s, a) = Q^{\pi^*}(s,a) = \max_\pi \mathbb{E}_{\tau \sim \pi, s_0 = s, a_0=a} \{R(\tau) \}$

Obviously for any policy $\pi, \quad V^{\pi} \leq V^*$ .
$V^{\pi}(s) = \mathbb{E}_{\tau \sim \pi, s_0 = s} \{R(\tau) \} = \sum_{a \in \mathcal{A}} \pi(s,a) \{ \mathbb{E}[\mathcal{R}(s,a)] + \gamma \sum_{s' \in \mathcal{S}} V^\pi(s')\mathcal{T}(s,a,s') \}$

这里定义本文最重要的概念PAC Learner (Probability Approximate Correct) :

An algorithm $\mathcal{L}$ is a PAC learner if for any environment $\mathcal{E} = (\mathcal{S, A, T, R}, d_0), \epsilon > 0, \delta > 0, \gamma \in (0, 1]$ , it produce a policy $\pi$ such that:
$\Pr \{ |V^{*}(s_0) - V^{\pi}(s_0)| \leq \epsilon \} \geq 1-\delta$
in time polynomial in $N = |\mathcal{S}|, K=|\mathcal{A}|, r_\max = \max \mathcal{R}(s,a), 1/\epsilon, 1/\delta, 1/(1-\gamma)$

就是说，假如有一个算法，它能在一定时间内，得到一个策略 $\pi$ ，使得 $V^{\pi}$ 与 $V^*$ 的误差小于 $\epsilon$ 的概率大于 $1-\delta$ ，这里的一定时间是关于 $N, K, r_\max, 1/\epsilon, 1/\delta, 1/(1-\gamma)$ 的多项式，那么这个算法是PAC Learner。

我们首先考虑限制步长为 $M$ 的MDP， $\tau = (s_0, a_0, r_1, \dots, s_M), \quad R(\tau) = \sum_{t=0}^{M-2}\gamma^t r_{t+1}, \quad V_M ^\pi(s_M) = 0, V_M^\pi(s_0) = \mathbb{E}_{\tau \sim \pi}\{R(\tau)\}$ , then
$V^{\pi}(s_0) = \lim_{M\rightarrow \infty}V_M^{\pi}(s_0)$

For any $s_0 \in \mathcal{S}$ ,
$|V^\pi(s_0) - V_M^{\pi}(s_0) | \leq \gamma^{M}r_\max / (1 - \gamma)$

这个很容易证明, 对于 $\tau_{>M} = (s_M, a_M, r_{M+1}, s_{M+1}, \dots)$ ：
$|V^\pi(s_0) - V_M^{\pi}(s_0) | = \gamma^M |\mathbb{E} [ R(\tau_{>M}) ]| \leq \gamma^M v_\max, \quad v_\max = r_\max / (1 - \gamma)$
我们要求

$|V^\pi(s_0) - V_M^{\pi}(s_0) | \leq \gamma^M v_\max < \epsilon_c$
那么

$M \geq \log_\gamma (\epsilon_c / v_\max) = \ln(v_\max / \epsilon_c) / (\ln(1/\gamma)) \\$
Use $\ln x \approx x - 1$ for $x \in (0, 1]$ ,
$M \geq ln(v_\max / \epsilon_c) /(1-\gamma)$

Efficient Reinforcement Learning
这是一篇1994年的老文章，也是分析强化学习算法复杂度比较经典的一篇文章。废话少说，直接开看。首先定义RL的基本概...
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