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arXiv · 2201.12929

The Geometry of Robust Value Functions

Kaixin Wang·Navdeep Kumar·Kuangqi Zhou·Bryan Hooi·Jiashi Feng·Shie Mannor
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Abstract

The space of value functions is a fundamental concept in reinforcement learning. Characterizing its geometric properties may provide insights for optimization and representation. Existing works mainly focus on the value space for Markov Decision Processes (MDPs). In this paper, we study the geometry of the robust value space for the more general Robust MDPs (RMDPs) setting, where transition uncertainties are considered. Specifically, since we find it hard to directly adapt prior approaches to RMDPs, we start with revisiting the non-robust case, and introduce a new perspective that enables us to characterize both the non-robust and robust value space in a similar fashion. The key of this perspective is to decompose the value space, in a state-wise manner, into unions of hypersurfaces. Through our analysis, we show that the robust value space is determined by a set of conic hypersurfaces, each of which contains the robust values of all policies that agree on one state. Furthermore, we find that taking only extreme points in the uncertainty set is sufficient to determine the robust value space. Finally, we discuss some other aspects about the robust value space, including its non-convexity and policy agreement on multiple states.

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Kaixin Wang, Navdeep Kumar, Kuangqi Zhou, Bryan Hooi, Jiashi Feng, Shie Mannor. 2022-01-30. The Geometry of Robust Value Functions. https://arxiv.org/abs/2201.12929

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