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arXiv 2007.12291cs.LGmath.OCstat.ML
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线性动态系统快速镇定的强化学习

Reinforcement Learning with Fast Stabilization in Linear Dynamical Systems

Caltech(加州理工学院);Purdue University(普渡大学)

Sahin Lale, Kamyar Azizzadenesheli, Babak Hassibi, Anima Anandkumar

摘要:

在这项工作中,我们研究了基于基于模型的强化学习(RL)在未知的可镇定线性动力系统。当学习一个动态系统时,为了避免系统崩溃,需要稳定未知的动态。我们提出了一种算法,证明快速稳定的底层系统,有效地探索环境与改进的探索策略。我们表明,该算法达到$\tilde{\mathcal{O}}(\sqrt{T})$后悔后,$T$时间步长的代理-环境交互。我们还表明,所提出的算法的遗憾只有一个多项式依赖的问题的尺寸,这给了一个指数的改善,比以前的方法。我们改进的探索方法是简单的,但有效的,它结合了一个复杂的探索政策在RL与各向同性的勘探策略,以实现快速稳定和改善遗憾。我们的经验表明,该算法优于其他流行的方法在几个自适应控制任务。

英文摘要:

In this work, we study model-based reinforcement learning (RL) in unknown stabilizable linear dynamical systems. When learning a dynamical system, one needs to stabilize the unknown dynamics in order to avoid system blow-ups. We propose an algorithm that certifies fast stabilization of the underlying system by effectively exploring the environment with an improved exploration strategy. We show that the proposed algorithm attains $\tilde{\mathcal{O}}(\sqrt{T})$ regret after $T$ time steps of agent-environment interaction. We also show that the regret of the proposed algorithm has only a polynomial dependence in the problem dimensions, which gives an exponential improvement over the prior methods. Our improved exploration method is simple, yet efficient, and it combines a sophisticated exploration policy in RL with an isotropic exploration strategy to achieve fast stabilization and improved regret. We empirically demonstrate that the proposed algorithm outperforms other popular methods in several adaptive control tasks.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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