Abstract

Reinforcement learning is generally difficult for partially observable Markov decision processes (POMDPs), which occurs when the agent's observation is partial or noisy. To seek good performance in POMDPs, one strategy is to endow the agent with a finite memory, whose update is governed by the policy. However, policy optimization is non-convex in that case and can lead to poor training performance for random initialization. The performance can be empirically improved by constraining the memory architecture, then sacrificing optimality to facilitate training. Here we study this trade-off in a two-hypothesis testing problem, akin to the two-arm bandit problem. We compare two extreme cases: (i) the random access memory where any transitions between \(M\) memory states are allowed and (ii) a fixed memory where the agent can access its last \(m\) actions and rewards. For (i), the probability \(q\) to play the worst arm is known to be exponentially small in \(M\) for the optimal policy. Our

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