My main result is that we can reformulate these problems as convex-concave zero-sum games, and derive a non-stationary intrinsic reward for solving them. The reward turns out to be very simple and general: it is the gradient of the objective with respect to the state occupancy.
- RL
- maxd⟨r, d⟩
- Convex MDP
- mind f(d)
- The reward
- rk = −∇f(dk)
d is the state-action occupancy of the policy, constrained to the set of occupancies the MDP admits. Standard RL is the special case f(d) = −⟨r, d⟩, whose gradient is the constant −r — the stationary reward we are used to.
A stationary reward cannot do it. For any fixed reward vector there is always a deterministic optimal policy — but for objectives like maximum-entropy exploration no deterministic policy is optimal. So no stationary reward has the convex objective’s solution as its optimum, and the reward has to move as the agent learns.
Fenchel duality gives the game. It converts the convex MDP into a two-player zero-sum game between the agent (the policy player) and an adversary producing rewards (the cost player). From the agent’s point of view the game is bilinear, so for a fixed reward the problem is just standard RL with a non-stationary reward — meaning any algorithm that solves standard RL can be used as a subroutine to solve the convex MDP, with the average of the policies it produces converging to the solution.
It unifies a lot of the literature. Choosing specific no-regret algorithms for the two players recovers disparate branches of RL as instances of a single meta-algorithm: apprenticeship learning, constrained MDPs, pure exploration, GAIL, adversarial MDPs, and mutual-information skill discovery such as DIAYN and VIC.