arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2502.04662cs.LGcs.SYeess.SYmath.OC
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马尔可夫数据下对抗鲁棒的 TD 学习:有限时间速率与基本极限

Adversarially-Robust TD Learning with Markovian Data: Finite-Time Rates and Fundamental Limits

North Carolina State University(北卡罗来纳州立大学)

Sreejeet Maity, Aritra Mitra

AI总结:

本文研究 Huber 污染奖励下基于马尔可夫数据的策略评估问题,提出 Robust-TD 算法,其有限时间收敛保证与原始 TD 仅相差不可避免的 $O(ε)$ 项,并给出匹配的极小极大下界。

摘要:

强化学习(RL)中最基本的问题之一是策略评估:估计与给定固定策略相对应的长期回报,即价值函数。著名的时序差分(TD)学习算法解决了这一问题,近期工作已研究了该算法及其变体的有限时间收敛保证。然而,这些保证依赖于奖励观测始终由行为良好(例如,亚高斯)的真实奖励分布生成。受严酷现实环境的启发,在这种环境中这种理想化假设可能不再成立,我们从对抗鲁棒性的角度重新审视策略评估问题。具体而言,我们考虑一个 Huber 污染奖励模型,其中对手可以以较小概率 $ε$ 任意破坏每个奖励样本。在该观测模型下,我们首先证明对手可以使原始 TD 算法收敛到任意价值函数。然后,我们开发了一种名为 Robust-TD 的新算法,并证明其有限时间保证与具有线性函数逼近的原始 TD 相匹配,仅多出一个刻画污染影响的小 $O(ε)$ 项。我们用一个极小极大下界补充了这一结果,揭示这种由污染引起的加性项是不可避免的。据我们所知,这些结果是在由马尔可夫噪声驱动的随机逼近方案的对抗鲁棒性背景下的首例。使我们能够获得这些结果的关键新技术工具是对带有污染的、时间相关数据的 Median-of-Means 估计量的分析,这可能对鲁棒统计文献具有独立的研究价值。

英文摘要:

One of the most basic problems in reinforcement learning (RL) is policy evaluation: estimating the long-term return, i.e., value function, corresponding to a given fixed policy. The celebrated Temporal Difference (TD) learning algorithm addresses this problem, and recent work has investigated finite-time convergence guarantees for this algorithm and variants thereof. However, these guarantees hinge on the reward observations being always generated from a well-behaved (e.g., sub-Gaussian) true reward distribution. Motivated by harsh, real-world environments where such an idealistic assumption may no longer hold, we revisit the policy evaluation problem from the perspective of adversarial robustness. In particular, we consider a Huber-contaminated reward model where an adversary can arbitrarily corrupt each reward sample with a small probability $ε$. Under this observation model, we first show that the adversary can cause the vanilla TD algorithm to converge to any arbitrary value function. We then develop a novel algorithm called Robust-TD and prove that its finite-time guarantees match that of vanilla TD with linear function approximation up to a small $O(ε)$ term that captures the effect of corruption. We complement this result with a minimax lower bound, revealing that such an additive corruption-induced term is unavoidable. To our knowledge, these results are the first of their kind in the context of adversarial robustness of stochastic approximation schemes driven by Markov noise. The key new technical tool that enables our results is an analysis of the Median-of-Means estimator with corrupted, time-correlated data that might be of independent interest to the literature on robust statistics.

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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