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arXiv 2102.11941cs.LGcs.ROmath.OC
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状态增广的约束强化学习:克服基于奖励学习的局限性

State Augmented Constrained Reinforcement Learning: Overcoming the Limitations of Learning with Rewards

Universitat Pompeu Fabra(庞培法布拉大学);Rensselaer Polytechnic Institute(伦斯勒理工学院);University of Stuttgart(斯图加特大学);University of Pennsylvania(宾夕法尼亚大学)

Miguel Calvo-Fullana, Santiago Paternain, Luiz F. O. Chamon, Alejandro Ribeiro

AI总结:

本文针对约束强化学习中奖励线性组合无法诱导最优策略的问题,提出用拉格朗日乘子增广状态并将原始-对偶方法重新解释为乘子演化动力学,从而保证求解带约束的强化学习问题。

摘要:

约束强化学习的一种常见形式涉及多个奖励,这些奖励必须分别累积到给定的阈值。在这类问题中,我们展示了一个简单的例子,其中期望的最优策略无法由任何奖励的加权线性组合诱导出来。因此,存在这样一类约束强化学习问题,对于它们,无论是正则化方法还是经典的原始-对偶方法都无法得到最优策略。本文通过用拉格朗日乘子增广状态,并将原始-对偶方法重新解释为驱动乘子演化的动力学部分,来解决这一不足。该方法提供了一种系统的状态增广程序,保证能够求解带约束的强化学习问题。因此,正如我们通过一个例子所说明的,虽然先前的方法可能无法找到最优策略,但在执行增广策略的同时运行对偶动力学,可以得到一种可证明从最优策略中采样动作的算法。

英文摘要:

A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be induced by any weighted linear combination of rewards. Hence, there exist constrained reinforcement learning problems for which neither regularized nor classical primal-dual methods yield optimal policies. This work addresses this shortcoming by augmenting the state with Lagrange multipliers and reinterpreting primal-dual methods as the portion of the dynamics that drives the multipliers evolution. This approach provides a systematic state augmentation procedure that is guaranteed to solve reinforcement learning problems with constraints. Thus, as we illustrate by an example, while previous methods can fail at finding optimal policies, running the dual dynamics while executing the augmented policy yields an algorithm that provably samples actions from the optimal policy.

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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