Scale-free adaptive planning for deterministic dynamics & discounted rewards

This paper bridges some of the gap between optimal planning and reinforcement learning (RL), both of which share roots in dynamic programming applied to sequential decision making or optimal control. Whereas planning typically favors deterministic models, goal termination, and cost minimization, RL tends to favor stochastic models, infinite-horizon discounting, and reward maximization in addition to learning-related parameters such as the learning rate and greediness factor. A derandomized version of RL is developed, analyzed, and implemented to yield performance comparisons with value iteration and Dijkstra's algorithm using simple planning models. Next, mathematical analysis shows: 1) conditions under which cost minimization and reward maximization are equivalent, 2) conditions for equivalence of single-shot goal termination and infinite-horizon episodic learning, and 3) conditions under which discounting causes goal achievement to fail. The paper then advocates for defining and optimizing truecost, rather than inserting arbitrary parameters to guide operations. Performance studies are then extended to the stochastic case, using planning-oriented criteria and comparing value iteration to RL with learning rates and greediness factors.

You are a robot and you live in a Markov decision process (MDP) with a finite or an infinite number of transitions from state-action to next states. You got brains and so you plan before you act. Luckily, your roboparents equipped you with a generative model to do some Monte-Carlo planning. The world is waiting for you and you have no time to waste. You want your planning to be efficient. Sample-efficient. Indeed, you want to exploit the possible structure of the MDP by exploring only a subset of states reachable by following near-optimal policies. You want guarantees on sample complexity that depend on a measure of the quantity of near-optimal states. You want something, that is an extension of Monte-Carlo sampling (for estimating an expectation) to problems that alternate maximization (over actions) and expectation (over next states). But you do not want to StOP with exponential running time, you want something simple to implement and computationally efficient. You want it all and you want it now. You want TrailBlazer.

We propose SmoothCruiser, a new planning algorithm for estimating the value function in entropy-regularized Markov decision processes and two-player games, given a generative model of the environment. SmoothCruiser makes use of the smoothness of the Bellman operator promoted by the regularization to achieve problem-independent sample complexity of order O~(1/epsilon^4) for a desired accuracy epsilon, whereas for non-regularized settings there are no known algorithms with guaranteed polynomial sample complexity in the worst case.