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Algorithms for inverse reinforcement learning

This paper addresses the problem of inverse reinforcement learning (IRL) in Markov decision processes, that is, the problem of extracting a reward function given observed, optimal behavior. IRL may be useful for apprenticeship learning to acquire skilled behavior, and for ascertaining the reward function being optimized by a natural system. We first characterize the set of all reward functions for which a given policy is optimal. We then derive three algorithms for IRL. The first two deal with the case where the entire policy is known; we handle tabulated reward functions on a finite state space and linear functional approximation of the reward function over a potentially infinite state space. The third algorithm deals with the more realistic case in which the policy is known only through a finite set of observed trajectories. In all cases, a key issue is degeneracy—the existence of a large set of reward functions for which the observed policy is optimal. To remove degeneracy, we suggest some natural heuristics that attempt to pick a reward function that maximally differentiates the observed policy from other, sub-optimal policies. This results in an efficiently solvable linear programming formulation of the IRL problem. We demonstrate our algorithms on simple discrete/finite and continuous/infinite state problems.

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