论文标题
块MDP中的几乎最佳潜在状态解码
Nearly Optimal Latent State Decoding in Block MDPs
论文作者
论文摘要
我们研究了情节块MDP中模型估计和无奖励学习的问题。在这些MDP中,决策者可以访问少数潜在状态产生的丰富观察或上下文。我们首先有兴趣根据固定行为策略生成的数据估算潜在状态解码功能(从观测到潜在状态的映射)。我们在估计此功能的错误率上获得了信息理论的下限,并提出了接近此基本限制的算法。反过来,我们的算法还提供了MDP的所有组件的估计值。然后,我们研究在无奖励框架中学习近乎最佳政策的问题。根据我们有效的模型估计算法,我们表明我们可以以最佳的速度推断出策略(随着收集的样品数量增长的数量增长)为最佳策略。有趣的是,我们的分析提供了必要和充分的条件,在这些条件下,利用块结构可以改善样本复杂性,以识别近乎最佳的策略。当满足这些条件时,Minimax无奖励设置中的样本复杂性将通过乘法因子$ n $提高,其中$ n $是可能的上下文数量。
We investigate the problems of model estimation and reward-free learning in episodic Block MDPs. In these MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states. We are first interested in estimating the latent state decoding function (the mapping from the observations to latent states) based on data generated under a fixed behavior policy. We derive an information-theoretical lower bound on the error rate for estimating this function and present an algorithm approaching this fundamental limit. In turn, our algorithm also provides estimates of all the components of the MDP. We then study the problem of learning near-optimal policies in the reward-free framework. Based on our efficient model estimation algorithm, we show that we can infer a policy converging (as the number of collected samples grows large) to the optimal policy at the best possible rate. Interestingly, our analysis provides necessary and sufficient conditions under which exploiting the block structure yields improvements in the sample complexity for identifying near-optimal policies. When these conditions are met, the sample complexity in the minimax reward-free setting is improved by a multiplicative factor $n$, where $n$ is the number of possible contexts.