On the Global Optimality of Policy Gradient Methods in General Utility Reinforcement Learning

Fuente: arXiv
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Main Authors: Barakat, Anas, Chakraborty, Souradip, Yu, Peihong, Tokekar, Pratap, Bedi, Amrit Singh
Format: Preprint
Published: 2024
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author Barakat, Anas
Chakraborty, Souradip
Yu, Peihong
Tokekar, Pratap
Bedi, Amrit Singh
author_facet Barakat, Anas
Chakraborty, Souradip
Yu, Peihong
Tokekar, Pratap
Bedi, Amrit Singh
contents Reinforcement learning with general utilities (RLGU) offers a unifying framework to capture several problems beyond standard expected returns, including imitation learning, pure exploration, and safe RL. Despite recent fundamental advances in the theoretical analysis of policy gradient (PG) methods for standard RL and recent efforts in RLGU, the understanding of these PG algorithms and their scope of application in RLGU still remain limited. In this work, we establish global optimality guarantees of PG methods for RLGU in which the objective is a general concave utility function of the state-action occupancy measure. In the tabular setting, we provide global optimality results using a new proof technique building on recent theoretical developments on the convergence of PG methods for standard RL using gradient domination. Our proof technique opens avenues for analyzing policy parameterizations beyond the direct policy parameterization for RLGU. In addition, we provide global optimality results for large state-action space settings beyond prior work which has mostly focused on the tabular setting. In this large scale setting, we adapt PG methods by approximating occupancy measures within a function approximation class using maximum likelihood estimation. Our sample complexity only scales with the dimension induced by our approximation class instead of the size of the state-action space.
format Preprint
id arxiv_https___arxiv_org_abs_2410_04108
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle On the Global Optimality of Policy Gradient Methods in General Utility Reinforcement Learning
Barakat, Anas
Chakraborty, Souradip
Yu, Peihong
Tokekar, Pratap
Bedi, Amrit Singh
Machine Learning
Artificial Intelligence
Reinforcement learning with general utilities (RLGU) offers a unifying framework to capture several problems beyond standard expected returns, including imitation learning, pure exploration, and safe RL. Despite recent fundamental advances in the theoretical analysis of policy gradient (PG) methods for standard RL and recent efforts in RLGU, the understanding of these PG algorithms and their scope of application in RLGU still remain limited. In this work, we establish global optimality guarantees of PG methods for RLGU in which the objective is a general concave utility function of the state-action occupancy measure. In the tabular setting, we provide global optimality results using a new proof technique building on recent theoretical developments on the convergence of PG methods for standard RL using gradient domination. Our proof technique opens avenues for analyzing policy parameterizations beyond the direct policy parameterization for RLGU. In addition, we provide global optimality results for large state-action space settings beyond prior work which has mostly focused on the tabular setting. In this large scale setting, we adapt PG methods by approximating occupancy measures within a function approximation class using maximum likelihood estimation. Our sample complexity only scales with the dimension induced by our approximation class instead of the size of the state-action space.
title On the Global Optimality of Policy Gradient Methods in General Utility Reinforcement Learning
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2410.04108