The Role of Lookahead and Approximate Policy Evaluation in Reinforcement Learning with Linear Value Function Approximation
研究了在已知系统动力学但状态空间巨大的强化学习中,策略迭代算法因近似而发散的问题,发现策略改进步骤中足够的前瞻性能缓解发散并控制误差。
Role of Lookahead in Modified Policy Iteration with Linear Value Function Approximation In many applications of reinforcement learning, the underlying system dynamics are known, but computing the optimal policy is still difficult because the size of the state space can be enormously large. For example, Shannon famously estimated the number of states in chess to be approximately 10 120 . To handle such enormous state space sizes, policy iteration algorithms make two major approximations; it is assumed that the value function lies in a lower-dimensional space and that only a few steps of a trajectory (called rollout) are used to evaluate a policy. Using a counterexample, we show that approximations can lead to the divergence of policy iteration. We show that sufficient lookahead in the policy improvement step mitigates this divergence and leads to algorithms with bounded errors. We also show that these errors can be controlled by appropriately choosing an appropriate amount of lookahead and rollout.