1. Learning and Planning for POMDPs Eyal Even-Dar, Tel-Aviv University Sham Kakade, University of Pennsylvania Yishay Mansour, Tel-Aviv University

2. Talk Outline Bounded Rationality and Partially Observable MDPs Mathematical Model of POMDPs Learning in POMDPs –Planning in POMDPs –Tracking in POMDPs

3. Bounded Rationality Rationality: –Unlimited Computational power players Bounded Rationality –Computational limitation –Finite Automata Challenge: play optimally against a Finite Automata –Size of automata unknown

4. Bounded Rationality and RL Model: –Perform an action –See an observation –Either immediate rewards or delay reward This is a POMDP –Unknown size is a serious challenge

5. Classical Reinforcement Learning Agent – Environment Interaction Agent Environment Agent action Next state Reward

6. Reinforcement Learning - Goal Maximize the return. Discounted return ∑  t r t 0<  <1 Undiscounted return ∑r t / T t=1 T ∞

7. Markov Decision Process s1s1 s2s2 s3s3 S the states A actions 0.7 0.3 P sa (-) next state distribution R(s,a) Reward distribution E[R ( s 3,a )] = 10

8. Reinforcement Learning Model Policy Policy Π: – Mapping states to distribution over Optimal policy Π * : –Attains optimal return from any start state. Theorem: There exists a stationary deterministic optimal policy

9. Planning and Learning in MDPs Planning: –Input: a complete model –Output: an optimal policy Π*: Learning: –Interaction with the environment –Achieve near optimal return. For MDPs both planning and learning can be done efficiently –Polynomial in the number of states –representation in tabular form

10. Partial Observable Agent – Environment Interaction Agent Environment Agent action Signal correlated with state Reward

11. Partially Observable Markov Decision Process s1s1 s2s2 s3s3 S the states A actions 0.7 0.3 P sa (-) next state distribution R(s,a) Reward distribution E[R ( s 3,a )] = 10 O Observations O(s,a) Observation distribution O 1 =.1 0 2 =.8 0 3 =.1 O 1 =.1 0 2 =.1 0 3 =.8 O 1 =.8 0 2 =.1 0 3 =.1

12. Partial Observables – problems in Planning The optimal policy is not stationary furthermore it is history dependent Example:

13. Partial Observables – Complexity Hardness results policyhorizonApproximationComplexity stationaryfinite  -additiveNP-comp History dependent finite  -additivePSPACE- comp stationarydiscounted  -additiveNP-comp LGM01, L95

14. Learning in PODMPs – Difficulties Suppose an agent knows its state initially, can he keep track of his state? –Easy given a completely accurate model. –Inaccurate model: Our new tracking result. How can the agent return to the same state? What is the meaning of very long histories? –Do we really need to keep all the history?!

15. Planning in POMDPs – Belief State Algorithm A Bayesian setting Prior over initial state Given an action and observation defines a posterior –belief state: distribution over states View the possible belief states as “states” –Infinite number of states Assumes also a “perfect model”

16. Learning in POMDPs – Popular methods Policy gradient methods : –Find local optimal policy in a restricted class of polices (parameterized policies) –Need to assume a reset to the start state! –Cannot guarantee asymptotic results –[Peshkin et al, Baxter & Bartlett,…]

17. Learning in POMDPs Trajectory trees [KMN]: –Assume a generative model A strong RESET procedure –Find “near best” policy in a restricted class of polices finite horizon policies parameterized policies

18. Trajectory tree [KMN] s0s0 o2o2 o3o3 o4o4 o1o1 o1o1 o2o2 a1a1 a2a2 a2a2 a2a2 a1a1 a1a1

19. Our setting Return: Average reward criteria One long trajectory –No RESET –Connected environment (unichain POMDP) Goal: Achieve the optimal return (average reward) with probability 1

20. Homing strategies - POMDPs Homing strategy is a strategy that identifies the state. –Knows how to return “home” Enables to “approximate reset” in during a long trajectory.

21. Homing strategies Learning finite automata [Rivest Schapire] –Use homing sequence to identify the state The homing sequence is exact It can lead to many states –Use finite automata learning of [Angluin 87] Diversity based learning [Rivest Schpire] –Similar to our setting Major difference: deterministic transitions

22. Homing strategies - POMDPs Definition: H is an ( ,K)-homing strategy if for every two belief states x 1 and x 2, after K steps of following H, the expected belief states b 1 and b 2 are within  distance.

23. Homing strategies – Random Walk The POMDP is strongly connected, then the random walk Markov chain is irreducible Following the random walk assures that we converge to the steady state

24. Homing strategies – Random Walk What if the Markov chain is periodic? –a cycle Use “stay action” to overcome periodicity problems

25. Homing strategies – Amplifying Claim: If H is an ( ,K)-homing sequence then repeating H for T times is an (  T,KT)- homing sequence

26. Reinforcement learning with homing Usually algorithms should balance between exploration and exploitation Now they should balance between exploration, exploitation and homing Homing is performed in both exploration and exploitation

27. Policy testing algorithm Theorem: For any connected POMDP the policy testing algorithm obtains the optimal average reward with probability 1 After T time steps is competes with policies of horizon log log T

28. Policy testing Enumerate the policies –Gradually increase horizon Run in phases: –Test policy π k Average runs, resetting between runs –Run the best policy so far Ensures good average return Again, reset between runs.

29. Model based algorithm Theorem: For any connected POMDP the model based algorithm obtains the optimal average reward with probability 1 After T time steps is competes with policies of horizon log T

30. Model based algorithm For t=1 to ∞ –For K 1 (t)times do Run random for t steps and build an empirical model Use homing sequence to approximate reset –Compute optimal policy on the empirical model –For K 2 (t) times do Run the empirical optimal policy for t steps Use homing sequence to approximate reset Exploration Exploitation

31. Model based algorithm s0s0 o2o2 o1o1 ~ a1a1 a1a1 a1a1 a2a2 a2a2 a2a2 o2o2 o1o1 …………………………………………………………………………

32. Model based algorithm – Computing the optimal policy Bounding the error in the model –Significant Nodes Sampling Approximate reset –Insignificant Nodes Compute an ε-optimal t horizon policy in each step

33. Model Based algorithm- Convergence w.p 1 proof Proof idea: At any stage K 1 (t) is large enough so we compute an  t -optimal t horizon policy K 2 (t) is large enough such that all phases before influence is bounded by  t For a large enough horizon, the homing sequence influence is also bounded

34. Model Based algorithm Convergence rate Model based algorithm produces an  - optimal policy with probability 1 -  in time polynomial in, |A|,|O|, log(1/  ), Homing sequence length, and exponential in the horizon time of the optimal policy Note the algorithm does not depend on |S|

35. Planning in POMDP Unfortunately, not today … Basic results: –Tight connections with Multiplicity Automata Well establish theory starting in the 60’s –Rank of the Hankel matrix Similar to PSR Always less then the number of states –Planning algorithm: Exponential in the rank of the Hankel matrix

36. Tracking in POMDPs Belief states algorithm –Assumes perfect tracking Perfect model. Imperfect model, tracking impossible –For example: No observable New results: –“Informative observables” implies efficient tracking. Towards a spectrum of “partially” …