Threshold UCT: Cost-Constrained Monte Carlo Tree Search with Pareto Curves
- URL: http://arxiv.org/abs/2412.13962v1
- Date: Wed, 18 Dec 2024 15:41:47 GMT
- Title: Threshold UCT: Cost-Constrained Monte Carlo Tree Search with Pareto Curves
- Authors: Martin Kurečka, Václav Nevyhoštěný, Petr Novotný, Vít Unčovský,
- Abstract summary: Constrained Markov decision processes (CMDPs) are the leading framework for safe sequential decision making under uncertainty.
We introduce Threshold UCT, an online MCTS-based algorithm for CMDP planning.
Our experiments demonstrate that our approach significantly outperforms state-of-the-art methods from the literature.
- Score: 1.799933345199395
- License:
- Abstract: Constrained Markov decision processes (CMDPs), in which the agent optimizes expected payoffs while keeping the expected cost below a given threshold, are the leading framework for safe sequential decision making under stochastic uncertainty. Among algorithms for planning and learning in CMDPs, methods based on Monte Carlo tree search (MCTS) have particular importance due to their efficiency and extendibility to more complex frameworks (such as partially observable settings and games). However, current MCTS-based methods for CMDPs either struggle with finding safe (i.e., constraint-satisfying) policies, or are too conservative and do not find valuable policies. We introduce Threshold UCT (T-UCT), an online MCTS-based algorithm for CMDP planning. Unlike previous MCTS-based CMDP planners, T-UCT explicitly estimates Pareto curves of cost-utility trade-offs throughout the search tree, using these together with a novel action selection and threshold update rules to seek safe and valuable policies. Our experiments demonstrate that our approach significantly outperforms state-of-the-art methods from the literature.
Related papers
- Achieving $\widetilde{\mathcal{O}}(\sqrt{T})$ Regret in Average-Reward POMDPs with Known Observation Models [56.92178753201331]
We tackle average-reward infinite-horizon POMDPs with an unknown transition model.
We present a novel and simple estimator that overcomes this barrier.
arXiv Detail & Related papers (2025-01-30T22:29:41Z) - Simulation-Based Optimistic Policy Iteration For Multi-Agent MDPs with Kullback-Leibler Control Cost [3.9052860539161918]
This paper proposes an agent-based optimistic policy (OPI) scheme for learning stationary optimal policies in Markov Decision Processes (MDPs)
The proposed scheme consists of a greedy policy improvement step followed by an m-step temporal difference (TD) policy evaluation step.
We show that both the synchronous (entire state space evaluation) and asynchronous (a uniformly sampled set of substates) versions of the OPI scheme converge to the optimal value function and an optimal joint policy rollout.
arXiv Detail & Related papers (2024-10-19T17:00:23Z) - Last-Iterate Global Convergence of Policy Gradients for Constrained Reinforcement Learning [62.81324245896717]
We introduce an exploration-agnostic algorithm, called C-PG, which exhibits global last-ite convergence guarantees under (weak) gradient domination assumptions.
We numerically validate our algorithms on constrained control problems, and compare them with state-of-the-art baselines.
arXiv Detail & Related papers (2024-07-15T14:54:57Z) - Monte Carlo Planning for Stochastic Control on Constrained Markov Decision Processes [1.445706856497821]
This work defines an MDP framework, the textttSD-MDP, where we disentangle the causal structure of MDPs' transition and reward dynamics.
We derive theoretical guarantees on the estimation error of the value function under an optimal policy by allowing independent value estimation from Monte Carlo sampling.
arXiv Detail & Related papers (2024-06-23T16:22:40Z) - A safe exploration approach to constrained Markov decision processes [7.036452261968767]
We consider discounted infinite horizon constrained Markov decision processes (CMDPs)
The goal is to find an optimal policy that maximizes the expected cumulative reward subject to expected cumulative constraints.
Motivated by the application of CMDPs in online learning of safety-critical systems, we focus on developing a model-free and simulator-free algorithm.
arXiv Detail & Related papers (2023-12-01T13:16:39Z) - Provably Efficient UCB-type Algorithms For Learning Predictive State
Representations [55.00359893021461]
The sequential decision-making problem is statistically learnable if it admits a low-rank structure modeled by predictive state representations (PSRs)
This paper proposes the first known UCB-type approach for PSRs, featuring a novel bonus term that upper bounds the total variation distance between the estimated and true models.
In contrast to existing approaches for PSRs, our UCB-type algorithms enjoy computational tractability, last-iterate guaranteed near-optimal policy, and guaranteed model accuracy.
arXiv Detail & Related papers (2023-07-01T18:35:21Z) - C-MCTS: Safe Planning with Monte Carlo Tree Search [2.8445375187526154]
The Constrained Markov Decision Process (CMDP) formulation allows to solve safety-critical decision making tasks that are subject to constraints.
We propose Constrained MCTS (C-MCTS), which estimates cost using a safety critic that is trained with Temporal Difference learning in an offline phase prior to agent deployment.
C-MCTS satisfies cost constraints but operates closer to the constraint boundary, achieving higher rewards than previous work.
arXiv Detail & Related papers (2023-05-25T16:08:30Z) - Nearly Optimal Latent State Decoding in Block MDPs [74.51224067640717]
In episodic Block MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states.
We are first interested in estimating the latent state decoding function based on data generated under a fixed behavior policy.
We then study the problem of learning near-optimal policies in the reward-free framework.
arXiv Detail & Related papers (2022-08-17T18:49:53Z) - Efficient Policy Iteration for Robust Markov Decision Processes via
Regularization [49.05403412954533]
Robust decision processes (MDPs) provide a framework to model decision problems where the system dynamics are changing or only partially known.
Recent work established the equivalence between texttts rectangular $L_p$ robust MDPs and regularized MDPs, and derived a regularized policy iteration scheme that enjoys the same level of efficiency as standard MDPs.
In this work, we focus on the policy improvement step and derive concrete forms for the greedy policy and the optimal robust Bellman operators.
arXiv Detail & Related papers (2022-05-28T04:05:20Z) - Risk-Averse Decision Making Under Uncertainty [18.467950783426947]
A large class of decision making under uncertainty problems can be described via Markov decision processes (MDPs) or partially observable MDPs (POMDPs)
In this paper, we consider the problem of designing policies for MDPs and POMDPs with objectives and constraints in terms of dynamic coherent risk measures.
arXiv Detail & Related papers (2021-09-09T07:52:35Z) - Safe Exploration by Solving Early Terminated MDP [77.10563395197045]
We introduce a new approach to address safe RL problems under the framework of Early TerminatedP (ET-MDP)
We first define the ET-MDP as an unconstrained algorithm with the same optimal value function as its corresponding CMDP.
An off-policy algorithm based on context models is then proposed to solve the ET-MDP, which thereby solves the corresponding CMDP with better performance and improved learning efficiency.
arXiv Detail & Related papers (2021-07-09T04:24:40Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.