论文检索

Reinforcement Learning/Planning

Siyuan Zhou, Yilun Du, Shun Zhang, Mengdi Xu, Yikang Shen, Wei Xiao, Dit-Yan Yeung, Chuang Gan

Diffusion models have risen a promising approach to data-driven planning, and have demonstrated impressive robotic control, reinforcement learning, and video planning performance. Given an effective planner, an important question to consider is replanning -- when given plans should be regenerated due to both action execution error and external environment changes. Direct plan execution, without replanning, is problematic as errors from individual actions rapidly accumulate and environments are partially observable and stochastic. Simultaneously, replanning at each timestep incurs a substantial computational cost, and may prevent successful task execution, as different generated plans prevent consistent progress to any particular goal. In this paper, we explore how we may effectively replan with diffusion models. We propose a principled approach to determine when to replan, based on the diffusion model's estimated likelihood of existing generated plans. We further present an approach to replan existing trajectories to ensure that new plans follow the same goal state as the original trajectory, which may efficiently bootstrap off previously generated plans. We illustrate how a combination of our proposed additions significantly improves the performance of diffusion planners leading to 38\% gains over past diffusion planning approaches on Maze2D and further enables handling of stochastic and long-horizon robotic control tasks.

Theory/Reinforcement Learning and Planning

Jose Blanchet, Miao Lu, Tong Zhang, Han Zhong

We study distributionally robust offline reinforcement learning (RL), which seeks to find an optimal robust policy purely from an offline dataset that can perform well in perturbed environments. We propose a generic algorithm framework Doubly Pessimistic Model-based Policy Optimization ($\texttt{P}^2\texttt{MPO}$) for robust offline RL, which features a novel combination of a flexible model estimation subroutine and a doubly pessimistic policy optimization step. Here the double pessimism principle is crucial to overcome the distribution shift incurred by i) the mismatch between behavior policy and the family of target policies; and ii) the perturbation of the nominal model. Under certain accuracy assumptions on the model estimation subroutine, we show that $\texttt{P}^2\texttt{MPO}$ is provably sample-efficient with robust partial coverage data, which means that the offline dataset has good coverage of the distributions induced by the optimal robust policy and perturbed models around the nominal model. By tailoring specific model estimation subroutines for concrete examples including tabular Robust Markov Decision Process (RMDP), factored RMDP, and RMDP with kernel and neural function approximations, we show that $\texttt{P}^2\texttt{MPO}$ enjoys a $\tilde{\mathcal{O}}(n^{-1/2})$ convergence rate, where $n$ is the number of trajectories in the offline dataset. Notably, these models, except for the tabular case, are first identified and proven tractable by this paper. To the best of our knowledge, we first propose a general learning principle --- double pessimism --- for robust offline RL and show that it is provably efficient in the context of general function approximations.

Theory/Reinforcement Learning and Planning

Bhavya, Lenart Treven, Cansu Sancaktar, Sebastian Blaes, Stelian Coros, Andreas Krause

Reinforcement learning algorithms commonly seek to optimize policies for solving one particular task. How should we explore an unknown dynamical system such that the estimated model allows us to solve multiple downstream tasks in a zero-shot manner? In this paper, we address this challenge, by developing an algorithm -- OPAX -- for active exploration. OPAX uses well-calibrated probabilistic models to quantify the epistemic uncertainty about the unknown dynamics. It optimistically---w.r.t. to plausible dynamics---maximizes the information gain between the unknown dynamics and state observations. We show how the resulting optimization problem can be reduced to an optimal control problem that can be solved at each episode using standard approaches. We analyze our algorithm for general models, and, in the case of Gaussian process dynamics, we give a sample complexity bound andshow that the epistemic uncertainty converges to zero. In our experiments, we compare OPAX with other heuristic active exploration approaches on several environments. Our experiments show that OPAX is not only theoretically sound but also performs well for zero-shot planning on novel downstream tasks.

Theory/Reinforcement Learning and Planning

Lenart Treven, Jonas Hübotter, Bhavya, Florian Dorfler, Andreas Krause

Reinforcement learning algorithms typically consider discrete-time dynamics, even though the underlying systems are often continuous in time. In this paper, we introduce a model-based reinforcement learning algorithm that represents continuous-time dynamics using nonlinear ordinary differential equations (ODEs). We capture epistemic uncertainty using well-calibrated probabilistic models, and use the optimistic principle for exploration. Our regret bounds surface the importance of the measurement selection strategy (MSS), since in continuous time we not only must decide how to explore, but also when to observe the underlying system. Our analysis demonstrates that the regret is sublinear when modeling ODEs with Gaussian Processes (GP) for common choices of MSS, such as equidistant sampling. Additionally, we propose an adaptive, data-dependent, practical MSS that, when combined with GP dynamics, also achieves sublinear regret with significantly fewer samples. We showcase the benefits of continuous-time modeling over its discrete-time counterpart, as well as our proposed adaptive MSS over standard baselines, on several applications.

Theory/Reinforcement Learning and Planning

Gellert Weisz, András György, Csaba Szepesvari

We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions of state-action features. This class is known to be more general than linear MDPs, where the transition kernel and the reward function are assumed to be linear functions of the feature vectors. As our first contribution, we show that the difference between the two classes is the presence of states in linearly $q^\pi$-realizable MDPs where for any policy, all the actions have approximately equal values, and skipping over these states by following an arbitrarily fixed policy in those states transforms the problem to a linear MDP. Based on this observation, we derive a novel (computationally inefficient) learning algorithm for linearly $q^\pi$-realizable MDPs that simultaneously learns what states should be skipped over and runs another learning algorithm on the linear MDP hidden in the problem. The method returns an $\epsilon$-optimal policy after $\text{polylog}(H, d)/\epsilon^2$ interactions with the MDP, where $H$ is the time horizon and $d$ is the dimension of the feature vectors, giving the first polynomial-sample-complexity online RL algorithm for this setting. The results are proved for the misspecified case, where the sample complexity is shown to degrade gracefully with the misspecification error.

Theory/Reinforcement Learning and Planning

Jiayi Huang, Han Zhong, Liwei Wang, Lin Yang

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space exist when the rewards are \emph{heavy-tailed}, i.e., with only finite $(1+\epsilon)$-th moments for some $\epsilon\in(0,1]$. In this work, we address the challenge of such rewards in RL with linear function approximation. We first design an algorithm, \textsc{Heavy-OFUL}, for heavy-tailed linear bandits, achieving an \emph{instance-dependent} $T$-round regret of $\tilde{O}\big(d T^{\frac{1-\epsilon}{2(1+\epsilon)}} \sqrt{\sum_{t=1}^T \nu_t^2} + d T^{\frac{1-\epsilon}{2(1+\epsilon)}}\big)$, the \emph{first} of this kind. Here, $d$ is the feature dimension, and $\nu_t^{1+\epsilon}$ is the $(1+\epsilon)$-th central moment of the reward at the $t$-th round. We further show the above bound is minimax optimal when applied to the worst-case instances in stochastic and deterministic linear bandits. We then extend this algorithm to the RL settings with linear function approximation. Our algorithm, termed as \textsc{Heavy-LSVI-UCB}, achieves the \emph{first} computationally efficient \emph{instance-dependent} $K$-episode regret of $\tilde{O}(d \sqrt{H \mathcal{U}^*} K^\frac{1}{1+\epsilon} + d \sqrt{H \mathcal{V}^* K})$. Here, $H$ is length of the episode, and $\mathcal{U}^*, \mathcal{V}^*$ are instance-dependent quantities scaling with the central moment of reward and value functions, respectively. We also provide a matching minimax lower bound $\Omega(d H K^{\frac{1}{1+\epsilon}} + d \sqrt{H^3 K})$ to demonstrate the optimality of our algorithm in the worst case. Our result is achieved via a novel robust self-normalized concentration inequality that may be of independent interest in handling heavy-tailed noise in general online regression problems.

Theory/Reinforcement Learning and Planning

Yige Hong, Qiaomin Xie, Yudong Chen, Weina Wang

We study the infinite-horizon restless bandit problem with the average reward criterion, in both discrete-time and continuous-time settings.A fundamental goal is to efficiently compute policies that achieve a diminishing optimality gap as the number of arms, $N$, grows large. Existing results on asymptotic optimality all rely on the uniform global attractor property (UGAP), a complex and challenging-to-verify assumption. In this paper, we propose a general, simulation-based framework, Follow-the-Virtual-Advice, that converts any single-armed policy into a policy for the original $N$-armed problem. This is done by simulating the single-armed policy on each arm and carefully steering the real state towards the simulated state. Our framework can be instantiated to produce a policy with an $O(1/\sqrt{N})$ optimality gap. In the discrete-time setting, our result holds under a simpler synchronization assumption, which covers some problem instances that violate UGAP. More notably, in the continuous-time setting, we do not require \emph{any} additional assumptions beyond the standard unichain condition. In both settings, our work is the first asymptotic optimality result that does not require UGAP.

Reinforcement Learning/Batch Offline

Siyan Zhao, Aditya Grover

Reinforcement learning presents an attractive paradigm to reason about several distinct aspects of sequential decision making, such as specifying complex goals, planning future observations and actions, and critiquing their utilities. However, the combined integration of these capabilities poses competing algorithmic challenges in retaining maximal expressivity while allowing for flexibility in modeling choices for efficient learning and inference. We present Decision Stacks, a generative framework that decomposes goal-conditioned policy agents into 3 generative modules. These modules simulate the temporal evolution of observations, rewards, and actions via independent generative models that can be learned in parallel via teacher forcing. Our framework guarantees both expressivity and flexibility in designing individual modules to account for key factors such as architectural bias, optimization objective and dynamics, transferrability across domains, and inference speed. Our empirical results demonstrate the effectiveness of Decision Stacks for offline policy optimization for several MDP and POMDP environments, outperforming existing methods and enabling flexible generative decision making.

Theory/Reinforcement Learning and Planning

Thanh Nguyen-Tang, Raman Arora

We seek to understand what facilitates sample-efficient learning from historical datasets for sequential decision-making, a problem that is popularly known as offline reinforcement learning (RL). Further, we are interested in algorithms that enjoy sample efficiency while leveraging (value) function approximation. In this paper, we address these fundamental questions by (i) proposing a notion of data diversity that subsumes the previous notions of coverage measures in offline RL and (ii) using this notion to \emph{unify} three distinct classes of offline RL algorithms based on version spaces (VS), regularized optimization (RO), and posterior sampling (PS). We establish that VS-based, RO-based, and PS-based algorithms, under standard assumptions, achieve \emph{comparable} sample efficiency, which recovers the state-of-the-art sub-optimality bounds for finite and linear model classes with the standard assumptions. This result is surprising, given that the prior work suggested an unfavorable sample complexity of the RO-based algorithm compared to the VS-based algorithm, whereas posterior sampling is rarely considered in offline RL due to its explorative nature. Notably, our proposed model-free PS-based algorithm for offline RL is \emph{novel}, with sub-optimality bounds that are \emph{frequentist} (i.e., worst-case) in nature.

Reinforcement Learning/Deep RL

Boyuan Chen, Chuning Zhu, Pulkit Agrawal, Kaiqing Zhang, Abhishek Gupta

Model-free reinforcement learning algorithms have exhibited great potential in solving single-task sequential decision-making problems with high-dimensional observations and long horizons, but are known to be hard to generalize across tasks. Model-based RL, on the other hand, learns task-agnostic models of the world that naturally enables transfer across different reward functions, but struggles to scale to complex environments due to the compounding error. To get the best of both worlds, we propose a self-supervised reinforcement learning method that enables the transfer of behaviors across tasks with different rewards, while circumventing the challenges of model-based RL. In particular, we show self-supervised pre-training of model-free reinforcement learning with a number of random features as rewards allows implicit modeling of long-horizon environment dynamics. Then, planning techniques like model-predictive control using these implicit models enable fast adaptation to problems with new reward functions. Our method is self-supervised in that it can be trained on offline datasets without reward labels, but can then be quickly deployed on new tasks. We validate that our proposed method enables transfer across tasks on a variety of manipulation and locomotion domains in simulation, opening the door to generalist decision-making agents.

Theory/Reinforcement Learning and Planning

Emmeran Johnson, Ciara Pike-Burke, Patrick Rebeschini

Policy Mirror Descent (PMD) is a general family of algorithms that covers a wide range of novel and fundamental methods in reinforcement learning. Motivated by the instability of policy iteration (PI) with inexact policy evaluation, unregularised PMD algorithmically regularises the policy improvement step of PI without regularising the objective function. With exact policy evaluation, PI is known to converge linearly with a rate given by the discount factor $\gamma$ of a Markov Decision Process. In this work, we bridge the gap between PI and PMD with exact policy evaluation and show that the dimension-free $\gamma$-rate of PI can be achieved by the general family of unregularised PMD algorithms under an adaptive step-size. We show that both the rate and step-size are unimprovable for PMD: we provide matching lower bounds that demonstrate that the $\gamma$-rate is optimal for PMD methods as well as PI and that the adaptive step-size is necessary to achieve it. Our work is the first to relate PMD to rate-optimality and step-size necessity. Our study of the convergence of PMD avoids the use of the performance difference lemma, which leads to a direct analysis of independent interest. We also extend the analysis to the inexact setting and establish the first dimension-optimal sample complexity for unregularised PMD under a generative model, improving upon the best-known result.

Theory/Reinforcement Learning and Planning

Qinghua Liu, Gellert Weisz, András György, Chi Jin, Csaba Szepesvari

While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited---they are either restricted to tabular MDPs or suffer from highly suboptimal sample complexity, especial in online RL where exploration is necessary. This paper proposes a simple efficient policy optimization framework---Optimistic NPG for online RL. Optimistic NPG can be viewed as simply combining of the classic natural policy gradient (NPG) algorithm [Kakade, 2001] with optimistic policy evaluation subroutines to encourage exploration. For $d$-dimensional linear MDPs, Optimistic NPG is computationally efficient, and learns an $\epsilon$-optimal policy within $\tilde{\mathcal{O}}(d^2/\epsilon^3)$ samples, which is the first computationally efficient algorithm whose sample complexity has the optimal dimension dependence $\tilde{\Theta}(d^2)$. It also improves over state-of-the-art results of policy optimization algorithms [Zanette et al., 2021] by a factor of $d$. For general function approximation that subsumes linear MDPs, Optimistic NPG, to our best knowledge, is also the first policy optimization algorithm that achieves the polynomial sample complexity for learning near-optimal policies.

Reinforcement Learning/Planning

Xiatoian Liu, Hector Palacios, Christian Muise

Embodied agents face significant challenges when tasked with performing actions in diverse environments, particularly in generalizing across object types and executing suitable actions to accomplish tasks. Furthermore, agents should exhibit robustness, minimizing the execution of illegal actions. In this work, we present Egocentric Planning, an innovative approach that combines symbolic planning and Object-oriented POMDPs to solve tasks in complex environments, harnessing existing models for visual perception and natural language processing. We evaluated our approach in ALFRED, a simulated environment designed for domestic tasks, and demonstrated its high scalability, achieving an impressive 36.07\% unseen success rate in the ALFRED benchmark and winning the ALFRED challenge at CVPR Embodied AI workshop. Our method requires reliable perception and the specification or learning of a symbolic description of the preconditions and effects of the agent's actions, as well as what object types reveal information about others. It can naturally scale to solve new tasks beyond ALFRED, as long as they can be solved using the available skills. This work offers a solid baseline for studying end-to-end and hybrid methods that aim to generalize to new tasks, including recent approaches relying on LLMs, but often struggle to scale to long sequences of actions or produce robust plans for novel tasks.

Reinforcement Learning

Daniil Tiapkin, Denis Belomestny, Daniele Calandriello, Eric Moulines, Remi Munos, Alexey Naumov, Pierre Perrault, Michal Valko, Pierre Ménard

In this paper, we introduce Randomized Q-learning (RandQL), a novel randomized model-free algorithm for regret minimization in episodic Markov Decision Processes (MDPs). To the best of our knowledge, RandQL is the first tractable model-free posterior sampling-based algorithm. We analyze the performance of RandQL in both tabular and non-tabular metric space settings. In tabular MDPs, RandQL achieves a regret bound of order $\widetilde{\mathcal{O}}(\sqrt{H^{5}SAT})$, where $H$ is the planning horizon, $S$ is the number of states, $A$ is the number of actions, and $T$ is the number of episodes. For a metric state-action space, RandQL enjoys a regret bound of order $\widetilde{\mathcal{O}}(H^{5/2} T^{(d_z+1)/(d_z+2)})$, where $d_z$ denotes the zooming dimension. Notably, RandQL achieves optimistic exploration without using bonuses, relying instead on a novel idea of learning rate randomization. Our empirical study shows that RandQL outperforms existing approaches on baseline exploration environments.

Theory/Reinforcement Learning and Planning

Shahriar Talebi, Amirhossein Taghvaei, Mehran Mesbahi

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimiza- tion problem, aiming to minimize the output prediction error. This formulation provides a direct bridge between data-driven optimal control and, its dual, op- timal filtering. Our contributions are twofold. Firstly, we conduct a thorough convergence analysis of the stochastic gradient descent algorithm, adopted for the filtering problem, accounting for biased gradients and stability constraints. Secondly, we carefully leverage a combination of tools from linear system theory and high-dimensional statistics to derive bias-variance error bounds that scale logarithmically with problem dimension, and, in contrast to subspace methods, the length of output trajectories only affects the bias term.

Theory/Reinforcement Learning and Planning

Elliot Catt, Jordi Grau-Moya, Marcus Hutter, Matthew Aitchison, Tim Genewein, Grégoire Delétang, Kevin Li, Joel Veness

Reinforcement Learning (RL) algorithms typically utilize learning and/or planning techniques to derive effective policies. The integration of both approaches has proven to be highly successful in addressing complex sequential decision-making challenges, as evidenced by algorithms such as AlphaZero and MuZero, which consolidate the planning process into a parametric search-policy. AIXI, the most potent theoretical universal agent, leverages planning through comprehensive search as its primary means to find an optimal policy. Here we define an alternative universal agent, which we call Self-AIXI, that on the contrary to AIXI, maximally exploits learning to obtain good policies. It does so by self-predicting its own stream of action data, which is generated, similarly to other TD(0) agents, by taking an action maximization step over the current on-policy (universal mixture-policy) Q-value estimates. We prove that Self-AIXI converges to AIXI, and inherits a series of properties like maximal Legg-Hutter intelligence and the self-optimizing property.

Reinforcement Learning/Deep RL

Seungyong Moon, Junyoung Yeom, Bumsoo Park, Hyun Oh Song

Discovering achievements with a hierarchical structure in procedurally generated environments presents a significant challenge.This requires an agent to possess a broad range of abilities, including generalization and long-term reasoning. Many prior methods have been built upon model-based or hierarchical approaches, with the belief that an explicit module for long-term planning would be advantageous for learning hierarchical dependencies. However, these methods demand an excessive number of environment interactions or large model sizes, limiting their practicality. In this work, we demonstrate that proximal policy optimization (PPO), a simple yet versatile model-free algorithm, outperforms previous methods when optimized with recent implementation practices. Moreover, we find that the PPO agent can predict the next achievement to be unlocked to some extent, albeit with limited confidence. Based on this observation, we introduce a novel contrastive learning method, called achievement distillation, which strengthens the agent's ability to predict the next achievement. Our method exhibits a strong capacity for discovering hierarchical achievements and shows state-of-the-art performance on the challenging Crafter environment in a sample-efficient manner while utilizing fewer model parameters.

Theory/Reinforcement Learning and Planning

Navdeep Kumar, Esther Derman, Matthieu Geist, Kfir Y. Levy, Shie Mannor

Policy gradient methods have become a standard for training reinforcement learning agents in a scalable and efficient manner. However, they do not account for transition uncertainty, whereas learning robust policies can be computationally expensive. In this paper, we introduce robust policy gradient (RPG), a policy-based method that efficiently solves rectangular robust Markov decision processes (MDPs). We provide a closed-form expression for the worst occupation measure. Incidentally, we find that the worst kernel is a rank-one perturbation of the nominal. Combining the worst occupation measure with a robust Q-value estimation yields an explicit form of the robust gradient. Our resulting RPG can be estimated from data with the same time complexity as its non-robust equivalent. Hence, it relieves the computational burden of convex optimization problems required for training robust policies by current policy gradient approaches.

Reinforcement Learning/Planning

Kalle Kujanpää, Joni Pajarinen, Alexander Ilin

Solving complex planning problems has been a long-standing challenge in computer science. Learning-based subgoal search methods have shown promise in tackling these problems, but they often suffer from a lack of completeness guarantees, meaning that they may fail to find a solution even if one exists. In this paper, we propose an efficient approach to augment a subgoal search method to achieve completeness in discrete action spaces. Specifically, we augment the high-level search with low-level actions to execute a multi-level (hybrid) search, which we call complete subgoal search. This solution achieves the best of both worlds: the practical efficiency of high-level search and the completeness of low-level search. We apply the proposed search method to a recently proposed subgoal search algorithm and evaluate the algorithm trained on offline data on complex planning problems. We demonstrate that our complete subgoal search not only guarantees completeness but can even improve performance in terms of search expansions for instances that the high-level could solve without low-level augmentations. Our approach makes it possible to apply subgoal-level planning for systems where completeness is a critical requirement.

Theory/Reinforcement Learning and Planning

Sharan Vaswani, Amirreza Kazemi, Reza Babanezhad Harikandeh, Nicolas Le Roux

Actor-critic (AC) methods are widely used in reinforcement learning (RL), and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the TD error, an objective that is potentially decorrelated with the true goal of achieving a high reward with the actor. We address this mismatch by designing a joint objective for training the actor and critic in a decision-aware fashion. We use the proposed objective to design a generic, AC algorithm that can easily handle any function approximation. We explicitly characterize the conditions under which the resulting algorithm guarantees monotonic policy improvement, regardless of the choice of the policy and critic parameterization. Instantiating the generic algorithm results in an actor that involves maximizing a sequence of surrogate functions (similar to TRPO, PPO), and a critic that involves minimizing a closely connected objective. Using simple bandit examples, we provably establish the benefit of the proposed critic objective over the standard squared error. Finally, we empirically demonstrate the benefit of our decision-aware actor-critic framework on simple RL problems.