Submodular Reinforcement Learning
In reinforcement learning (RL), rewards of states are typically considered additive, and following the Markov assumption, they are $\textit{independent}$ of states visited previously. In many important applications, such as coverage control, experiment design and informative path planning, rewards naturally have diminishing returns, i.e., their value decreases in light of similar states visited previously. To tackle this, we propose $\textit{submodular RL}$ (SubRL), a paradigm which seeks to optimize more general, non-additive (and history-dependent) rewards modelled via submodular set functions which capture diminishing returns. Unfortunately, in general, even in tabular settings, we show that the resulting optimization problem is hard to approximate. On the other hand, motivated by the success of greedy algorithms in classical submodular optimization, we propose SubPO, a simple policy gradient-based algorithm for SubRL that handles non-additive rewards by greedily maximizing marginal gains. Indeed, under some assumptions on the underlying Markov Decision Process (MDP), SubPO recovers optimal constant factor approximations of submodular bandits. Moreover, we derive a natural policy gradient approach for locally optimizing SubRL instances even in large state- and action- spaces. We showcase the versatility of our approach by applying SubPO to several applications, such as biodiversity monitoring, Bayesian experiment design, informative path planning, and coverage maximization. Our results demonstrate sample efficiency, as well as scalability to high-dimensional state-action spaces.
Code (1)
Tasks
reinforcement-learningReinforcement LearningReinforcement Learning (RL)Similar Papers 제목 키워드 기반
Multi-Agent Reinforcement Learning with Submodular Reward
In this paper, we study cooperative multi-agent reinforcement learning (MARL) where the joint reward exhibits submodularity, which is a natural property capturing diminishing marginal returns when adding agents to a team…
Multi-agent Reinforcement LearningScalable Submodular Policy Optimization via Pruned Submodularity Graph
In Reinforcement Learning (abbreviated as RL), an agent interacts with the environment via a set of possible actions, and a reward is generated from some unknown distribution. The task here is to find an optimal set of a…
Reinforcement LearningGlobal Reinforcement Learning: Beyond Linear and Convex Rewards via Submodular Semi-gradient Methods
In classic Reinforcement Learning (RL), the agent maximizes an additive objective of the visited states, e.g., a value function. Unfortunately, objectives of this type cannot model many real-world applications such as ex…
Imitation LearningReinforcement Learning (RL)On Additive Approximate Submodularity
A real-valued set function is (additively) approximately submodular if it satisfies the submodularity conditions with an additive error. Approximate submodularity arises in many settings, especially in machine learning, …
Continuous Submodular Function Maximization
Continuous submodular functions are a category of generally non-convex/non-concave functions with a wide spectrum of applications. The celebrated property of this class of functions - continuous submodularity - enables b…