Reinforcement Learning with Multi-Step Lookahead Information Via Adaptive Batching
Organizations: The Faculty of Data and Decision Sciences, Technion – Israel Institute of Technology, Israel
Abstract
We study tabular finite-horizon reinforcement learning problems with multiple steps of lookahead information. Before acting, the learner observes steps of future transition and reward realizations: the exact state the agent would reach and the rewards it would collect under any possible course of action. While it has been shown that such information can drastically boost the value, finding the optimal policy is NP-hard, and it is common to apply one of two tractable heuristics: processing the lookahead in chunks of predefined sizes ('fixed batching policies'), and model predictive control. We first illustrate the problems with these two approaches and propose utilizing the lookahead in adaptive (state-dependent) batches; we refer to such policies as adaptive batching policies (ABPs). We derive the optimal Bellman equations for these strategies and design an optimistic regret-minimizing algorithm that enables learning the optimal ABP when interacting with unknown environments. Our regret bounds are order-optimal up to a potential factor of the lookahead horizon , which can usually be considered a small constant.
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Supplementary material from the paper’s appendix.
Appendix
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| Notation | Meaning |
|---|---|
| Episodic tabular MDP. | |
| State space and action space. | |
| Cardinalities of the state and action spaces, respectively. | |
| Reward distribution at step . The reward distribution of a state-action is | |
| Transition kernel at step . The probability of moving to state from is . | |
| Episode horizon. |
Reinforcement Learning
Reinforcement learning studies how agents learn sequential decisions from rewards and interaction, balancing exploration, performance, safety, and adaptation.
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