基于谱图理论的强化学习研究
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摘要
作为一类解决序贯优化决策问题的有效方法,强化学习应用于大规模或连续状态空间问题时会出现维数灾难。如何解决维数灾难,提高算法效率是现阶段强化学习面临的主要问题。谱图理论是一类可以揭示高维数据空间的内在拓扑结构的数学工具,近年来在复杂网络、图像视觉和流形学习等领域被广泛使用并取得巨大成功,将其引入强化学习中有重要的研究价值。
     为了提高强化学习算法的效率,本文主要从分层强化学习、基于流形距离的启发式强化学习和迁移强化学习三个方面研究了谱图理论在强化学习中的应用方法。在分层强化学习方面,本文借用多路谱聚类的相关理论与方法,提出了一种新的子任务策略求取方法和两种改进的任务分解方法;在启发式强化学习方面,针对基于目标位置的任务,本文建立了基于距离度量学习的启发式强化学习框架。在此框架下,将计算效率最高的拉普拉斯特征映射法应用于启发式回报函数设计、启发式策略选择和启发式Dyna规划三个方面,提出了三类启发式强化学习算法;在迁移强化学习方面,针对基于谱图理论的基函数迁移方法的不足,提出了一种基函数与子任务最优策略相结合的混合迁移方法。本文取得的主要研究成果如下:
     1.分层强化学习中的Option方法一般分为任务分解和子任务策略求取两部分。在任务分解部分,基于谱图分割的Option方法普遍存在需要手工确定子任务数目和应用范围有限的缺点。针对此问题,本文分析了其原因,并引入多路谱聚类的相关思想和特征值差法,提出了两种改进的Option自动分解算法。在子任务策略求取部分,现有的方法一般将其作为一个新的强化学习问题来处理,本文利用拉普拉斯特征映射能保持状态空间局部拓扑结构的特点,提出一种新的策略求取方法——虚拟值函数法。
     2.在基于目标位置的学习任务中,广义距离常作为启发式函数用于启发式回报函数设计、启发式动作选择和启发式Dyna规划中。如何根据任务的结构和性质定义广义距离是这类方法成功与否的关键。对于值函数在欧氏空间内不连续,但在流形上连续的情况,本文建立了基于距离度量学习的启发式强化学习框架。
     3.启发式回报函数的设计方法一般分为广义距离法和抽象模型法两类。对于广义距离法,在基于距离度量学习的启发式强化学习框架下,本文使用最简单的拉普拉斯特征映射法,提出了一种新的启发式回报函数设计方法。对于抽象模型法,本文将前述改进的Option生成算法用于抽象模型的产生中,提出了两种能自动实现子任务内势函数分解的启发式回报函数设计方法。
     4.仍然使用基于距离度量学习的启发式强化学习框架,针对强化学习的策略选择和Dyna规划,提出了一种新的启发式动作选择机制和一种改进的Dyna-Q规划算法。所提的两种方法都可以提高Q学习的初始学习性能。
     5.在状态空间比例放大的迁移任务中,基于谱图理论的原型值函数方法只能有效迁移较小特征值对应的基函数,用于目标任务的值函数逼近时会使部分状态的值函数出现错误。本文分析了值函数逼近错误的原因,并提出一种基函数与子任务最优策略相结合的混合迁移方法。所提的迁移方法能直接确定目标任务部分状态空间的最优策略,减少了值函数逼近所需要的最少基函数数目,降低了策略迭代次数,适合状态空间具有明显层次结构的迁移任务。
     全文的主要工作是围绕着强化学习的模型、立即回报、值函数和策略四个要素,提出了几种基于谱图理论的强化学习算法,并分析了它们的适用范围和计算复杂度。仿真研究的实验结果验证了所提算法的有效性和适用性。
As an effective method of solving the sequential decision-making problems,reinforcement learning encounters the curse of dimensionality when it is applied inlarge-scale or continuous spaces problems. Solving the curse of dimensionality andimproving the efficiency of the algorithm are the main problems of reinforcementlearning at the present stage. In recent years, as the mathematical tool which candiscover the topological structure of the high-dimensional data space, spectral graphtheory have been applied into these fields like complex network, image and vision,manifold learning and have achieved great success. Therefore, introducing spectralgraph theory into reinforcement learning has very important research value.
     In order to improve the efficiency of the algorithm, the dissertation mainlystudies how to apply spectral graph theory in following three areas: hierarchicalreinforcement learning, heuristic reinforcement learning based on manifold distance,and transfer learning for reinforcement learning. Firstly, a new subtask strategycalculating method and two modified task decomposition methods are proposed inhierarchical reinforcement learning. Then, aiming at these tasks of searching targetlocation, a framework of heuristic reinforcement learning based on distance metriclearning is established. Under above established framework, the most efficientLaplacian Eigenmap is used in the three aspects, namely Reward Shaping, heuristicstrategy selection and heuristic Dyna planning. At the same time, three categories ofheuristic reinforcement learning algorithms are put forward. At last, against theshortage of basis function transfer based on the spectral graph theory, a hybrid transfermethod integrating basis function with subtask optimal polices is designed in transferlearning for reinforcement learning. The main contributions of this dissertationinclude:
     1. The Option method includes task decomposition and subtask strategycalculating. In task decomposition, these existing Option methods based on spectralgraph partition need confirming the subtask number by hand and have a limitedapplication range. The dissertation analyzes the reason and puts forward two modifiedOption automatic decomposition algorithms through introducing multiple spectralclustering and the Eigengap method. In subtask strategy calculating, the existingmethods generally refer it as a new reinforcement learning problem. The dissertationuses the fact that Laplacian Eigenmap preserves the local topology structure of state space, and comes up with a new subtask strategy calculating method, namely virtualvalue function method.
     2. For these learning tasks based on the target location, generalized distanceoften is used as heuristic function in these areas that are the design of heuristic rewardfunction, the selection of heuristic action and heuristic Dyna planning. How todefinite the generalized distance according to the properties and structures of the tasksis the key. For these tasks whose value functions are discontinuous in Euclidean spacebut continuous in some manifold, a framework of heuristic reinforcement learningbased on the distance metric learning is built.
     3. The design method of heuristic reward function contains two types, namelygeneralized distance method and abstract model method. Following the idea ofgeneralized distance method, under the established framework of heuristicreinforcement learning, the dissertation uses the simplest Laplacian Eigenmap basedon spectral graph theory to get a new design method of heuristic reward function.Based on abstract model method and above two modified Option automaticdecomposition algorithms, the dissertation proposes two improved methods ofdesigning reward function which both can adaptively decompose subtask potentialfunction.
     4. Under the established framework of heuristic reinforcement learning, aimingat the strategy selection and Dyna planning of reinforcement learning, a new heuristicaction selection method and an improved Dyna-Q planning algorithm are put forward.The above two methods can speed initial learning performance of Q learning
     5. For scaling up state space transfer underlying the proto-value functionsframework based on spectral graph, only some basis functions corresponding to thesmaller eigenvalues are transferred effectively. However, the few effective basisfunctions will result in some error approximation of value functions in target task. Thereason that result in some error approximation of value functions is analyzed and ahybrid transfer method integrating basis function transfer with subtask optimal policestransfer is designed. The proposed hybrid transfer method can get directly optimalpolicies of some states, reduce iterations and the minimum number of the basisfunction needed to approximate the value functions. The method is suitable for scalingup state space transfer task with hierarchical control structures.
     There are four elements consisting of model, reward, value function and policy inreinforcement learning. Centering four elements, the dissertation studies several algorithms based on spectral graph theory, analyzes their application ranges andcomputational complexities, verifies their effectiveness and applicabilities bysimulation experiments.
引文
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