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A Framework of decision-relevant observability: Reinforcement Learning converges under relative ignorability

2025-04-10 · MaryLena Bleile

From clinical dosing algorithms to autonomous robots, sequential decision-making systems routinely operate with missing or incomplete data. Classical reinforcement learning theory, which is commonly used to solve sequential decision problems, assumes Markovian observability, which may not hold under partial observability. Causal inference paradigms formalise ignorability of missingness. We show these views can be unified and generalized in order to guarantee Q-learning convergence even when the Markov property fails. To do so, we introduce the concept of \emph{relative ignorability}. Relative ignorability is a graphical-causal criterion which refines the requirements for accurate decision-making based on incomplete data. Theoretical results and simulations both reveal that non-markovian stochastic processes whose missingness is relatively ignorable with respect to causal estimands can still be optimized using standard Reinforcement Learning algorithms. These results expand the theoretical foundations of safe, data-efficient AI to real-world environments where complete information is unattainable.

📄 PDF Abstract BibTeX arXiv:2504.07722

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Causal InferenceDecision MakingLearning TheoryQ-Learningreinforcement-learningReinforcement LearningSequential Decision Making

Methods 이 논문이 사용한 방법론

Q-Learning Q-Learning is an off-policy temporal difference control algorithm: $$Q\left(S\_{t}, A\_{t}\right) \leftarrow Q\left(S\_{t}, A\_{t}\right) + \alpha\left[R_{t+1} +…
Causal inference Causal inference is the process of drawing a conclusion about a causal connection based on the conditions of the occurrence of an effect. The main difference between causal…

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