Algorithms for Game Metrics

Simulation and bisimulation metrics for stochastic systems provide a quantitative generalization of the classical simulation and bisimulation relations. These metrics capture the similarity of states with respect to quantitative specifications written in the quantitative {\mu}-calculus and related probabilistic logics. We first show that the metrics provide a bound for the difference in long-run average and discounted average behavior across states, indicating that the metrics can be used both in system verification, and in performance evaluation. For turn-based games and MDPs, we provide a polynomial-time algorithm for the computation of the one-step metric distance between states. The algorithm is based on linear programming; it improves on the previous known exponential-time algorithm based on a reduction to the theory of reals. We then present PSPACE algorithms for both the decision problem and the problem of approximating the metric distance between two states, matching the best known algorithms for Markov chains. For the bisimulation kernel of the metric our algorithm works in time O(n^4) for both turn-based games and MDPs; improving the previously best known O(n^9\cdot log(n)) time algorithm for MDPs. For a concurrent game G, we show that computing the exact distance between states is at least as hard as computing the value of concurrent reachability games and the square-root-sum problem in computational geometry. We show that checking whether the metric distance is bounded by a rational r, can be done via a reduction to the theory of real closed fields, involving a formula with three quantifier alternations, yielding O(|G|^O(|G|^5)) time complexity, improving the previously known reduction, which yielded O(|G|^O(|G|^7)) time complexity. These algorithms can be iterated to approximate the metrics using binary search.Comment: 27 pages. Full version of the paper accepted at FSTTCS 200

On overfitting and asymptotic bias in batch reinforcement learning with partial observability

This paper provides an analysis of the tradeoff between asymptotic bias (suboptimality with unlimited data) and overfitting (additional suboptimality due to limited data) in the context of reinforcement learning with partial observability. Our theoretical analysis formally characterizes that while potentially increasing the asymptotic bias, a smaller state representation decreases the risk of overfitting. This analysis relies on expressing the quality of a state representation by bounding L1 error terms of the associated belief states. Theoretical results are empirically illustrated when the state representation is a truncated history of observations, both on synthetic POMDPs and on a large-scale POMDP in the context of smartgrids, with real-world data. Finally, similarly to known results in the fully observable setting, we also briefly discuss and empirically illustrate how using function approximators and adapting the discount factor may enhance the tradeoff between asymptotic bias and overfitting in the partially observable context.Comment: Accepted at the Journal of Artificial Intelligence Research (JAIR) - 31 page

Game Refinement Relations and Metrics

We consider two-player games played over finite state spaces for an infinite number of rounds. At each state, the players simultaneously choose moves; the moves determine a successor state. It is often advantageous for players to choose probability distributions over moves, rather than single moves. Given a goal, for example, reach a target state, the question of winning is thus a probabilistic one: what is the maximal probability of winning from a given state? On these game structures, two fundamental notions are those of equivalences and metrics. Given a set of winning conditions, two states are equivalent if the players can win the same games with the same probability from both states. Metrics provide a bound on the difference in the probabilities of winning across states, capturing a quantitative notion of state similarity. We introduce equivalences and metrics for two-player game structures, and we show that they characterize the difference in probability of winning games whose goals are expressed in the quantitative mu-calculus. The quantitative mu-calculus can express a large set of goals, including reachability, safety, and omega-regular properties. Thus, we claim that our relations and metrics provide the canonical extensions to games, of the classical notion of bisimulation for transition systems. We develop our results both for equivalences and metrics, which generalize bisimulation, and for asymmetrical versions, which generalize simulation

Linear and Branching System Metrics

We extend the classical system relations of trace\ud inclusion, trace equivalence, simulation, and bisimulation to a quantitative setting in which propositions are interpreted not as boolean values, but as elements of arbitrary metric spaces.\ud \ud Trace inclusion and equivalence give rise to asymmetrical and symmetrical linear distances, while simulation and bisimulation give rise to asymmetrical and symmetrical branching distances. We study the relationships among these distances, and we provide a full logical characterization of the distances in terms of quantitative versions of LTL and μ-calculus. We show that, while trace inclusion (resp. equivalence) coincides with simulation (resp. bisimulation) for deterministic boolean transition systems, linear\ud and branching distances do not coincide for deterministic metric transition systems. Finally, we provide algorithms for computing the distances over finite systems, together with a matching lower complexity bound