• The common framing of RL (agent - environment loop) hides a lot of complexity found in real world problems:

    • Multi-agent interactions -> non-stationarity

    • Partial observability -> construct memory

    • Exploration -> explore/exploit trade off

    • Sequential decisions -> long horizon planning

    • Exploitation -> policy optimization

  • Schuurmans proposes thinking about RL as the process of:

    • Learning - looking at data and identifying patterns
    • Decision Making - planning/optimal control
    • Interactively - online as you are acting within an environment
  • Each of the above definitional components contains sub-problems (many of which have been well studied).

Single Step Decision Making

  • Sets up the batch policy optimization problem: You are given a sparse matrix where the rows are contexts or observations, the columns are actions, and entries are the rewards received while taking the columnar action in the row’s context.

  • Relates this to the supervised learning paradigm where you don’t maximize expected reward (a.k.a. expected accuracy in supervised learning) directly, but instead maximize a surrogate objective (often maximum likelihood or log likelihood).

    • Why? Because maximum likelihood has a nice relationship with expected accuracy (it’s calibrated) and the structure of maximum likelihood is concave and thus it is cleaner to optimize over. In general, maximum likelihood is all we consider optimizing over in supervised learning.

    • This is not directly applicable to RL, but the basic idea is related to minimizing the KL divergence of the policy from an implicit reference distribution.

  • Softmax is a key source of optimization difficulty.

    • For tabular Q, directly optimizing expected reward converges to a global maximum even though it’s a non-concave maximization problem (Agarwal et al COLT-2020).

    • Even though we can optimize against this objective, constants matter and bad initialization and/or bad luck can lead to arbitrarily long waits until convergence.

    • Why are we committed to softmax? There are other transfer functions that avoid this initialization problem.

  • How do you handle missing data? In RL, often the reward matrix is very sparse.

    • Many RL strategies impute unobserved rewards. Often this is simplistic but unbiased.

    • Another approach would be to model missing data, and then fill in with experience (with some transformations to preserve unbiasedness). Choosing a good model of missing data can help with the optimization problem too.

Sequential Decision Making

  • Because of path dependence, you must think of the long term consequences of decision making.

  • Classic solution (Bellman) is to reduce the search to local choice (i.e. myopically choose the best action in your current state by propagating back information from future states).

    • Plans to maximum horizon (i.e. you consider discounted reward) but the policy acts at a minimum horizon (i.e. you only choose the next action). Thus the value function has to compile all future search down to this minimal horizon.

    • “An endless source of distraction in RL”

  • An alternative is to define both a short term and long term horizon (tactical vs strategic horizon) instead of assuming your tactical horizon is one action and your strategic horizon is infinite as in the classical case.

    • Allows you to leverage search in decision making and reduce complexity of the strategic compilation process.

    • If you make your tactical and strategic horizon equal, you greatly simplify the function you’re trying to learn

    • Some problems (e.g. underactuated pendulum) need longer tactical horizon so you can make locally “bad” moves that put you on a better long term path.

  • Takeaway: tactical proficiency does not always automatically emerge from maximum-horizon strategic optimality (or it can take a very long time to emerge).

    • Reasoning horizons other than the default that falls out of Bellmans may not always be appropriate

    • Looks a bit like hierarchical RL - learning how to solve subproblems and how to combine those solutions smartly.


  • Isolating and understanding subproblems in RL is a fruitful approach toward better understanding and more robust algorithms.

Interesting Ideas

  • This may not have been the exact intent when mentioned in the lecture, but conceptualizing the approximation of V or Q function as compilation of future discounted reward down to something useful for myopic decision making is something I should think more about!