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SPOT: Scalable Policy Optimization with Trees for Markov Decision Processes

NeurIPS 2025 · Reinforcement learning › MDPs and planning · approach: Average-reward and regularized MDPs · 0 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use SPOT instead of OMDT (60 min)decision-tree policy optimization · D=3 MDP benchmarksnormalized 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 runSPOT · D=3 MDP benchmarksnormalized 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

Limitations

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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