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arXiv 2307.00547cs.LG
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风险敏感强化学习是否被妥善解决?

Is Risk-Sensitive Reinforcement Learning Properly Resolved?

Shanghai Jiao Tong University(上海交通大学);ShanghaiTech University(上海科技大学);Microsoft Research Asia(微软亚洲研究院)

Ruiwen Zhou, Minghuan Liu, Kan Ren, Xufang Luo, Weinan Zhang, Dongsheng Li

AI总结:

本文证明现有风险敏感强化学习(RSRL)方法无法实现无偏优化,并提出Trajectory Q-Learning(TQL)算法,通过新学习架构实现可证明的策略改进,有效优化不同风险度量的目标。

摘要:

由于在学习适用策略中风险管理的本质特性,风险敏感强化学习(RSRL)已被视为一个重要方向。RSRL通常通过在分布式强化学习框架下学习由各种风险度量表征的风险敏感目标来实现。然而,目前尚不清楚分布式Bellman算子是否在风险度量的意义上妥善优化了RSRL目标。在本文中,我们证明了现有的RSRL方法无法实现无偏优化,并且无法保证在累积回报分布上关于风险度量的最优性甚至改进。为了弥补这一问题,我们进一步提出了一种名为Trajectory Q-Learning(TQL)的新算法,用于解决RSRL问题,并具有可证明的向最优策略的策略改进。基于我们的新学习架构,我们能够为不同的风险度量引入一种通用且实用的实现,以学习不同的风险敏感策略。在实验中,我们验证了算法的可学习性,并展示了我们的方法如何有效地实现针对风险敏感目标的更优性能。

英文摘要:

Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achieved by learning risk-sensitive objectives characterized by various risk measures, under the framework of distributional reinforcement learning. However, it remains unclear if the distributional Bellman operator properly optimizes the RSRL objective in the sense of risk measures. In this paper, we prove that the existing RSRL methods do not achieve unbiased optimization and cannot guarantee optimality or even improvements regarding risk measures over accumulated return distributions. To remedy this issue, we further propose a novel algorithm, namely Trajectory Q-Learning (TQL), for RSRL problems with provable policy improvement towards the optimal policy. Based on our new learning architecture, we are free to introduce a general and practical implementation for different risk measures to learn disparate risk-sensitive policies. In the experiments, we verify the learnability of our algorithm and show how our method effectively achieves better performances toward risk-sensitive objectives.

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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