arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2109.03396cs.LGcs.GT

一种面向任意对手的未知零和随机博弈贝叶斯学习算法

A Bayesian Learning Algorithm for Unknown Zero-sum Stochastic Games with an Arbitrary Opponent

Google DeepMind(谷歌DeepMind);USC(南加州大学);Google Research(谷歌研究院);University of Southern California(南加州大学)

Mehdi Jafarnia-Jahromi, Rahul Jain, Ashutosh Nayyar

AI总结:

该研究提出PSRL-ZSG算法,在任意对手的无限 horizon 平均回报零和随机博弈中取得更优贝叶斯遗憾界,且T维度匹配理论下界。

摘要:

本文提出了面向零和随机博弈的后验采样强化学习(PSRL-ZSG),这是首个在平均回报准则下的无限 horizon 零和随机博弈中取得$O(HS\sqrt{AT})$贝叶斯遗憾界的在线学习算法。其中$H$是偏差函数跨度的上界,$S$为状态数量,$A$为联合动作数量,$T$为时间 horizon。我们考虑的在线场景中对手不可控,且可采用任意依赖历史的时间自适应策略。该遗憾界在相同假设下优于Wei等人(2017)提出的现有最优遗憾界$O(\sqrt[3]{DS^2AT^2})$,且在$T$维度上匹配理论下界。

英文摘要:

In this paper, we propose Posterior Sampling Reinforcement Learning for Zero-sum Stochastic Games (PSRL-ZSG), the first online learning algorithm that achieves Bayesian regret bound of $O(HS\sqrt{AT})$ in the infinite-horizon zero-sum stochastic games with average-reward criterion. Here $H$ is an upper bound on the span of the bias function, $S$ is the number of states, $A$ is the number of joint actions and $T$ is the horizon. We consider the online setting where the opponent can not be controlled and can take any arbitrary time-adaptive history-dependent strategy. Our regret bound improves on the best existing regret bound of $O(\sqrt[3]{DS^2AT^2})$ by Wei et al. (2017) under the same assumption and matches the theoretical lower bound in $T$.

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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