average reward reinforcement learning
Kernel-Based Function Approximation for Average Reward Reinforcement Learning: An Optimist No-Regret Algorithm
Reinforcement Learning (RL) utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results. We consider kernel-based function approximation for RL in the infinite horizon average reward setting, also referred to as the undiscounted setting. We propose an algorithm, similar to acquisition function based algorithms in the special case of bandits. We establish novel performance guarantees for our algorithm, under kernel-based modelling assumptions. Additionally, we derive a novel confidence interval for the kernel-based prediction of the expected value function, applicable across various RL problems.
Kernel-Based Function Approximation for Average Reward Reinforcement Learning: An Optimist No-Regret Algorithm
Reinforcement Learning (RL) utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results. We consider kernel-based function approximation for RL in the infinite horizon average reward setting, also referred to as the undiscounted setting. We propose an optimistic algorithm, similar to acquisition function based algorithms in the special case of bandits. We establish novel no-regret performance guarantees for our algorithm, under kernel-based modelling assumptions.
Average Reward Reinforcement Learning for Wireless Radio Resource Management
Yang, Kun, Yang, Jing, Shen, Cong
In this paper, we address a crucial but often overlooked issue in applying reinforcement learning (RL) to radio resource management (RRM) in wireless communications: the mismatch between the discounted reward RL formulation and the undiscounted goal of wireless network optimization. To the best of our knowledge, we are the first to systematically investigate this discrepancy, starting with a discussion of the problem formulation followed by simulations that quantify the extent of the gap. To bridge this gap, we introduce the use of average reward RL, a method that aligns more closely with the long-term objectives of RRM. We propose a new method called the Average Reward Off policy Soft Actor Critic (ARO SAC) is an adaptation of the well known Soft Actor Critic algorithm in the average reward framework. This new method achieves significant performance improvement our simulation results demonstrate a 15% gain in the system performance over the traditional discounted reward RL approach, underscoring the potential of average reward RL in enhancing the efficiency and effectiveness of wireless network optimization.
Kernel-Based Function Approximation for Average Reward Reinforcement Learning: An Optimist No-Regret Algorithm
Vakili, Sattar, Olkhovskaya, Julia
Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results. We consider kernel-based function approximation for RL in the infinite horizon average reward setting, also referred to as the undiscounted setting. We propose an optimistic algorithm, similar to acquisition function based algorithms in the special case of bandits. We establish novel no-regret performance guarantees for our algorithm, under kernel-based modelling assumptions. Additionally, we derive a novel confidence interval for the kernel-based prediction of the expected value function, applicable across various RL problems.
An Accelerated Multi-level Monte Carlo Approach for Average Reward Reinforcement Learning with General Policy Parametrization
Ganesh, Swetha, Aggarwal, Vaneet
In our study, we delve into average-reward reinforcement learning with general policy parametrization. Within this domain, current guarantees either fall short with suboptimal guarantees or demand prior knowledge of mixing time. To address these issues, we introduce Randomized Accelerated Natural Actor Critic, a method that integrates Multi-level Monte-Carlo and Natural Actor Critic. Our approach is the first to achieve global convergence rate of $\tilde{\mathcal{O}}(1/\sqrt{T})$ without requiring knowledge of mixing time, significantly surpassing the state-of-the-art bound of $\tilde{\mathcal{O}}(1/T^{1/4})$.