initial state distribution
Reviews: DualDICE: Behavior-Agnostic Estimation of Discounted Stationary Distribution Corrections
NeurIPS 2019 Sun Dec 8th through Sat the 14th, 2019 at Vancouver Convention Center "1361" "DualDICE: Behavior-Agnostic Estimation of Discounted Stationary Distribution Corrections" Reviewer 1 Originality: I find this work to be original and the proposed algorithm to be novel. The authors clearly state what they contributions are and how their work differs itself from the prior works. Clarity/Quality: The paper is clearly written and is easy to follow, the authors do a great job stating the problem they consider, explaining existing solutions and their drawbacks, and then thoroughly building up the intuition behind their approach. Each theoretical step makes sense and is intuitive. I also appreciate the authors taking time to deriving their method using a simple convex function and then demonstrating that it is possible to extend the method to more general set of functions.
Multi-Environment POMDPs: Discrete Model Uncertainty Under Partial Observability
Bovy, Eline M., Probine, Caleb, Suilen, Marnix, Topcu, Ufuk, Jansen, Nils
Multi-environment POMDPs (ME-POMDPs) extend standard POMDPs with discrete model uncertainty. ME-POMDPs represent a finite set of POMDPs that share the same state, action, and observation spaces, but may arbitrarily vary in their transition, observation, and reward models. Such models arise, for instance, when multiple domain experts disagree on how to model a problem. The goal is to find a single policy that is robust against any choice of POMDP within the set, i.e., a policy that maximizes the worst-case reward across all POMDPs. We generalize and expand on existing work in the following way. First, we show that ME-POMDPs can be generalized to POMDPs with sets of initial beliefs, which we call adversarial-belief POMDPs (AB-POMDPs). Second, we show that any arbitrary ME-POMDP can be reduced to a ME-POMDP that only varies in its transition and reward functions or only in its observation and reward functions, while preserving (optimal) policies. We then devise exact and approximate (point-based) algorithms to compute robust policies for AB-POMDPs, and thus ME-POMDPs. We demonstrate that we can compute policies for standard POMDP benchmarks extended to the multi-environment setting.
Initial Distribution Sensitivity of Constrained Markov Decision Processes
Tercan, Alperen, Ozay, Necmiye
Constrained Markov Decision Processes (CMDPs) are notably more complex to solve than standard MDPs due to the absence of universally optimal policies across all initial state distributions. This necessitates re-solving the CMDP whenever the initial distribution changes. In this work, we analyze how the optimal value of CMDPs varies with different initial distributions, deriving bounds on these variations using duality analysis of CMDPs and perturbation analysis in linear programming. Moreover, we show how such bounds can be used to analyze the regret of a given policy due to unknown variations of the initial distribution.