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arXiv 2210.05015cs.AIcs.ROcs.SYeess.SYstat.ML

POMDP粒子信念近似的最优性保证

Optimality Guarantees for Particle Belief Approximation of POMDPs

University of California, Berkeley(加州大学伯克利分校);University of Colorado Boulder(科罗拉多大学博尔德分校);Stanford University(斯坦福大学)

Michael H. Lim, Tyler J. Becker, Mykel J. Kochenderfer, Claire J. Tomlin, Zachary N. Sunberg

AI总结:

本文界定了POMDP与其有限样本粒子信念MDP(PB-MDP)近似之间的误差,借此将基于采样的MDP算法适配至POMDP,提供了收敛性保证,并通过Sparse-PFT算法验证了其性能。

摘要:

部分可观察马尔可夫决策过程(POMDPs)为现实世界的决策与控制问题提供了灵活的表示。然而,POMDPs求解极其困难,尤其是当状态和观测空间连续或混合时,这在物理系统中很常见。尽管近期基于在线采样的POMDP算法利用观测似然加权规划已展现出实际有效性,但此前尚未提出表征这些算法所用粒子滤波技术近似误差的通用理论。我们的主要贡献是界定了任意POMDP与其对应有限样本粒子信念MDP(PB-MDP)近似之间的误差。PB-MDPs与POMDPs之间的这一基础桥梁,使我们能通过求解相应的粒子信念MDP,将任何基于采样的MDP算法适配到POMDP上,从而将MDP算法的收敛性保证扩展至POMDP。在实践中,这是通过将粒子滤波信念转移模型用作MDP求解器的生成模型来实现的。虽然这需要从POMDP访问观测密度模型,但它仅使MDP求解器的转移采样复杂度增加$\mathcal{O}(C)$倍,其中$C$为粒子数。因此,当与稀疏采样MDP算法结合时,该方法可产生对状态和观测空间规模无直接理论依赖的POMDP算法。除理论贡献外,我们在基准POMDP上进行了五次数值实验,证明使用PB-MDP近似适配的简单MDP算法Sparse-PFT,实现了与其他领先连续观测POMDP求解器相媲美的性能。

英文摘要:

Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are continuous or hybrid, which is often the case for physical systems. While recent online sampling-based POMDP algorithms that plan with observation likelihood weighting have shown practical effectiveness, a general theory characterizing the approximation error of the particle filtering techniques that these algorithms use has not previously been proposed. Our main contribution is bounding the error between any POMDP and its corresponding finite sample particle belief MDP (PB-MDP) approximation. This fundamental bridge between PB-MDPs and POMDPs allows us to adapt any sampling-based MDP algorithm to a POMDP by solving the corresponding particle belief MDP, thereby extending the convergence guarantees of the MDP algorithm to the POMDP. Practically, this is implemented by using the particle filter belief transition model as the generative model for the MDP solver. While this requires access to the observation density model from the POMDP, it only increases the transition sampling complexity of the MDP solver by a factor of $\mathcal{O}(C)$, where $C$ is the number of particles. Thus, when combined with sparse sampling MDP algorithms, this approach can yield algorithms for POMDPs that have no direct theoretical dependence on the size of the state and observation spaces. In addition to our theoretical contribution, we perform five numerical experiments on benchmark POMDPs to demonstrate that a simple MDP algorithm adapted using PB-MDP approximation, Sparse-PFT, achieves performance competitive with other leading continuous observation POMDP solvers.

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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