Research map / Reinforcement learning / MDPs and planning
SPOT: Scalable Policy Optimization with Trees for Markov Decision Processes
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Proposes SPOT, a policy-iteration framework that solves each improvement step as a decision-tree MILP using reduced-space branch-and-bound with parallel search, yielding faster optimal decision tree policies for MDPs than OMDT.
Problem
Optimizing decision tree policies in MDPs is combinatorial and NP-hard; exact MILP formulations (OMDT) do not scale to MDPs with many states.
Approach
Decompose the tree-policy MDP optimization into per-iteration policy-improvement subproblems (value-iteration/policy-iteration style), and solve each via a reduced-space branch-and-bound that branches only on tree-structure variables, with a closed-form decomposable upper bound and parallel evaluation.
Key results
- On the depth-3 benchmarks, SPOT+WS improves normalized return over OMDT (60 min) by 1201.7% on firewire and 505.95% on csma_2_2 under a 60-minute budget.
- On firewire with depth 3, parallel RSBB takes 15.91 s versus 11,528.12 s for direct Gurobi; on csma_2_4 Gurobi exceeds the 14,800 s limit while parallel RSBB finishes in 42.568 s.
- Vanilla SPOT underperforms OMDT on some instances, e.g., csma_2_2 (-49.5%) and firewire (-120.5%) at depth 3 with 60 minutes.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| use SPOT instead of OMDT (60 min) | decision-tree policy optimization · D=3 MDP benchmarks | normalized return: SPOT gains: +0.2084, +4.4625, +0.6113, +3.4045, -49.5165, -1.0103, -120.4926, -0.4420, +0.9764 (%) | Mixed |
| initialize SPOT with an OMDT solution from a 5-minute run | SPOT · D=3 MDP benchmarks | normalized return: SPOT+WS gains: -0.2158, +4.4625, -0.1479, -19.7016, +505.95, +100.99, +1201.7, 0.0000, +0.9764 (%) | Mixed |
Surprising findings
- Vanilla SPOT is worse than OMDT on several depth-3 instances (e.g., firewire, csma_2_2), so gains depend on the warm start from OMDT.
- Reported gains on some instances (e.g., csma_2_2 and firewire) are computed relative to very small or negative OMDT baselines, inflating percentages.
Limitations
- Performance relies on the efficiency of the underlying optimization solver and may limit scalability to very large MDPs.
- Vanilla SPOT is not consistently better than OMDT; the warm start from OMDT is needed for the largest gains.
- Convergence to global optimum claims rely on finite-tree arguments and borrowed results from prior stochastic programming literature, with the proofs sketched.
Experimental setup
Datasets: sys_ad_1 sys_ad_2 tic_vs_ran tiger_vs_ant csma_2_2 csma_2_4 firewire wlan0 wlan1
Benchmarks: sys_ad_1 sys_ad_2 tic_vs_ran tiger_vs_ant csma_2_2 csma_2_4 firewire wlan0 wlan1
Metrics: normalized return runtime (s) gain (%) relative to OMDT
Baselines: OMDT Gurobi MILP solver VIPER
Builds on: OMDT value iteration policy iteration VIPER
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