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If MaxEnt RL is the Answer, What is the Question? (1910.01913v1)

Published 4 Oct 2019 in cs.LG, cs.AI, and stat.ML

Abstract: Experimentally, it has been observed that humans and animals often make decisions that do not maximize their expected utility, but rather choose outcomes randomly, with probability proportional to expected utility. Probability matching, as this strategy is called, is equivalent to maximum entropy reinforcement learning (MaxEnt RL). However, MaxEnt RL does not optimize expected utility. In this paper, we formally show that MaxEnt RL does optimally solve certain classes of control problems with variability in the reward function. In particular, we show (1) that MaxEnt RL can be used to solve a certain class of POMDPs, and (2) that MaxEnt RL is equivalent to a two-player game where an adversary chooses the reward function. These results suggest a deeper connection between MaxEnt RL, robust control, and POMDPs, and provide insight for the types of problems for which we might expect MaxEnt RL to produce effective solutions. Specifically, our results suggest that domains with uncertainty in the task goal may be especially well-suited for MaxEnt RL methods.

Citations (56)

Summary

  • The paper establishes that MaxEnt RL optimally solves specific POMDPs and adversarial control tasks by incorporating an entropy term to promote stochastic policies.
  • It shows that entropy-driven exploration minimizes regret in meta-POMDPs, with multi-armed bandit experiments validating the approach.
  • The work implies that robust, risk-sensitive MaxEnt RL policies can bridge probabilistic reasoning and adaptive control in dynamic, uncertain environments.

Overview of "If MaxEnt RL is the Answer, What is the Question?"

The paper by Eysenbach and Levine explores the theoretical underpinnings of Maximum Entropy Reinforcement Learning (MaxEnt RL), seeking to clarify scenarios where MaxEnt RL provides optimal solutions. Traditional reinforcement learning focuses on deterministic policies that maximize expected utility in fully observed MDPs. In contrast, MaxEnt RL incorporates an entropy component to the objective, fostering stochastic policies. This modification aligns with probability matching observed in human and animal decision-making, where actions are chosen with probability proportional to their expected utility rather than strictly maximizing utility.

MaxEnt RL's Applicability in Complex Control Problems

The authors establish that MaxEnt RL effectively addresses specific classes of partially observed Markov decision processes (POMDPs) and adversarial control problems. They demonstrate that MaxEnt RL can optimally solve POMDPs, where reward variability introduces uncertainty in the control problem. Additionally, it is equivalent to a two-player game where an adversary determines the reward functions, suggesting parallels between MaxEnt RL, robust control, and POMDPs. This approach is particularly beneficial in environments where task goals are uncertain, making MaxEnt RL a promising strategy for real-world applications fraught with unpredictability.

Numerical Results and Claims

Strong numerical results supporting these claims are presented through experiments with multi-armed bandits, where MaxEnt RL minimizes regret in meta-POMDPs and robust reward control problems. The theoretical development positions MaxEnt RL as a powerful tool in scenarios with unobserved rewards and adversaries tampering with the reward structure, aligning it with naturally occurring probability matching behaviors in animals and humans.

Theoretical Implications and Future Speculations

The theoretical implications suggest that MaxEnt RL, despite optimizing a divergent objective from standard RL, effectively encapsulates risk minimization and exploration mandates intrinsic to decision-making under uncertainty. The robustness inherent in MaxEnt RL policies arises from their stochastic nature, which counteracts exploitation by adversaries and benefits from the entropy-driven exploration.

Speculatively, MaxEnt RL could evolve into a pivotal framework within AI systems tasked with adaptive decision-making in dynamic and unpredictable environments. Exploring further algebraic structures or entropy definitions might broaden its applicability and refine its inference capabilities, potentially bridging gaps between probabilistic reasoning and real-time control.

By articulating a deeper understanding of MaxEnt RL within the context of complex control problems, this paper paves the way for enhanced theoretical models and pragmatic implementations in domains ranging from autonomous robotics to adaptive AI systems in non-stationary environments.

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