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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2312.16566 |
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| _version_ | 1866909558684778496 |
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| author | Qu, Chendi He, Jianping Duan, Xiaoming Chen, Jiming |
| author_facet | Qu, Chendi He, Jianping Duan, Xiaoming Chen, Jiming |
| contents | Inverse reinforcement learning (IRL) usually assumes the reward function model is pre-specified as a weighted sum of features and estimates the weighting parameters only. However, how to select features and determine a proper reward model is nontrivial and experience-dependent. A simplistic model is less likely to contain the ideal reward function, while a model with high complexity leads to substantial computation cost and potential overfitting. This paper addresses this trade-off in the model selection for IRL problems by introducing the structural risk minimization (SRM) framework from statistical learning. SRM selects an optimal reward function class from a hypothesis set minimizing both estimation error and model complexity. To formulate an SRM scheme for IRL, we estimate the policy gradient from given demonstration as the empirical risk, and establish the upper bound of Rademacher complexity as the model penalty of hypothesis function classes. The SRM learning guarantee is further presented. In particular, we provide the explicit form for the linear weighted sum setting. Simulations demonstrate the performance and efficiency of our algorithm. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_16566 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Model Selection for Inverse Reinforcement Learning via Structural Risk Minimization Qu, Chendi He, Jianping Duan, Xiaoming Chen, Jiming Machine Learning Inverse reinforcement learning (IRL) usually assumes the reward function model is pre-specified as a weighted sum of features and estimates the weighting parameters only. However, how to select features and determine a proper reward model is nontrivial and experience-dependent. A simplistic model is less likely to contain the ideal reward function, while a model with high complexity leads to substantial computation cost and potential overfitting. This paper addresses this trade-off in the model selection for IRL problems by introducing the structural risk minimization (SRM) framework from statistical learning. SRM selects an optimal reward function class from a hypothesis set minimizing both estimation error and model complexity. To formulate an SRM scheme for IRL, we estimate the policy gradient from given demonstration as the empirical risk, and establish the upper bound of Rademacher complexity as the model penalty of hypothesis function classes. The SRM learning guarantee is further presented. In particular, we provide the explicit form for the linear weighted sum setting. Simulations demonstrate the performance and efficiency of our algorithm. |
| title | Model Selection for Inverse Reinforcement Learning via Structural Risk Minimization |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2312.16566 |