Anytime-Competitive Reinforcement Learning with Policy Prior

Fuente: arXiv
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Autores principales: Yang, Jianyi, Li, Pengfei, Li, Tongxin, Wierman, Adam, Ren, Shaolei
Formato: Preprint
Publicado: 2023
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author Yang, Jianyi
Li, Pengfei
Li, Tongxin
Wierman, Adam
Ren, Shaolei
author_facet Yang, Jianyi
Li, Pengfei
Li, Tongxin
Wierman, Adam
Ren, Shaolei
contents This paper studies the problem of Anytime-Competitive Markov Decision Process (A-CMDP). Existing works on Constrained Markov Decision Processes (CMDPs) aim to optimize the expected reward while constraining the expected cost over random dynamics, but the cost in a specific episode can still be unsatisfactorily high. In contrast, the goal of A-CMDP is to optimize the expected reward while guaranteeing a bounded cost in each round of any episode against a policy prior. We propose a new algorithm, called Anytime-Competitive Reinforcement Learning (ACRL), which provably guarantees the anytime cost constraints. The regret analysis shows the policy asymptotically matches the optimal reward achievable under the anytime competitive constraints. Experiments on the application of carbon-intelligent computing verify the reward performance and cost constraint guarantee of ACRL.
format Preprint
id arxiv_https___arxiv_org_abs_2311_01568
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Anytime-Competitive Reinforcement Learning with Policy Prior
Yang, Jianyi
Li, Pengfei
Li, Tongxin
Wierman, Adam
Ren, Shaolei
Machine Learning
This paper studies the problem of Anytime-Competitive Markov Decision Process (A-CMDP). Existing works on Constrained Markov Decision Processes (CMDPs) aim to optimize the expected reward while constraining the expected cost over random dynamics, but the cost in a specific episode can still be unsatisfactorily high. In contrast, the goal of A-CMDP is to optimize the expected reward while guaranteeing a bounded cost in each round of any episode against a policy prior. We propose a new algorithm, called Anytime-Competitive Reinforcement Learning (ACRL), which provably guarantees the anytime cost constraints. The regret analysis shows the policy asymptotically matches the optimal reward achievable under the anytime competitive constraints. Experiments on the application of carbon-intelligent computing verify the reward performance and cost constraint guarantee of ACRL.
title Anytime-Competitive Reinforcement Learning with Policy Prior
topic Machine Learning
url https://arxiv.org/abs/2311.01568