Accelerating Point-Based Value Iteration via Active Sampling of Belief Points and Gaussian Process Regression
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866915194020560896 |
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| author | Zhou, Siqiong Iquebal, Ashif S. Gel, Esma S. |
| author_facet | Zhou, Siqiong Iquebal, Ashif S. Gel, Esma S. |
| contents | Partially Observable Markov Decision Processes (POMDPs) are fundamental to decision-making under uncertainty. We introduce a novel scalable approach to accelerate upper bound estimation in Point-Based Value Iteration (PBVI) algorithms, the leading method to solve large-scale POMDPs. PBVI approximates the value function using a set of belief points rather than the entire continuous belief space and relies on lower and upper bounds for convergence. While lower bounds are straightforward to compute, PVBI requires repeated sawtooth projection operations to approximate the upper bound convex hull, significantly increasing the computational burden although many of these sawtooth projections become redundant as the belief set expands. To address this, we infer the upper bound using the upper confidence bound of a Gaussian Process Regression (GP-UCB) fitted over a subset of the most informative reachable belief points--the ones that exhibit linear independence in some high-dimensional Hilbert space. This approach reduces the number of sawtooth projections by 84.3% on average without compromising the solution quality. We further establish the theoretical consistency of the proposed GP-UCB estimate of the upper bound and show convergence to the true upper bound convex hull. We implement GP-UCB and test its performance using five benchmark finite-horizon POMDPs, demonstrating its effectiveness in estimating upper bounds and improving PBVI performance. GP-UCB reduces computation time by 30% to 60% on smaller problems and up to 99.7% on larger ones, while achieving the same gaps as the pure sawtooth projection method. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2503_08982 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Accelerating Point-Based Value Iteration via Active Sampling of Belief Points and Gaussian Process Regression Zhou, Siqiong Iquebal, Ashif S. Gel, Esma S. Optimization and Control Partially Observable Markov Decision Processes (POMDPs) are fundamental to decision-making under uncertainty. We introduce a novel scalable approach to accelerate upper bound estimation in Point-Based Value Iteration (PBVI) algorithms, the leading method to solve large-scale POMDPs. PBVI approximates the value function using a set of belief points rather than the entire continuous belief space and relies on lower and upper bounds for convergence. While lower bounds are straightforward to compute, PVBI requires repeated sawtooth projection operations to approximate the upper bound convex hull, significantly increasing the computational burden although many of these sawtooth projections become redundant as the belief set expands. To address this, we infer the upper bound using the upper confidence bound of a Gaussian Process Regression (GP-UCB) fitted over a subset of the most informative reachable belief points--the ones that exhibit linear independence in some high-dimensional Hilbert space. This approach reduces the number of sawtooth projections by 84.3% on average without compromising the solution quality. We further establish the theoretical consistency of the proposed GP-UCB estimate of the upper bound and show convergence to the true upper bound convex hull. We implement GP-UCB and test its performance using five benchmark finite-horizon POMDPs, demonstrating its effectiveness in estimating upper bounds and improving PBVI performance. GP-UCB reduces computation time by 30% to 60% on smaller problems and up to 99.7% on larger ones, while achieving the same gaps as the pure sawtooth projection method. |
| title | Accelerating Point-Based Value Iteration via Active Sampling of Belief Points and Gaussian Process Regression |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2503.08982 |