The asymptotic equipartition property in reinforcement learning and its relation to return maximization
We discuss an important property called the asymptotic equipartition property on empirical sequences in reinforcement learning. This states that the typical set of empirical sequences has probability nearly one, that all elements in the typical set are nearly equi-probable, and that the number of elements in the typical set is an exponential function of the sum of conditional entropies if the number of time steps is sufficiently large. The sum is referred to as stochastic complexity. Using the property we elucidate the fact that the return maximization depends on two factors, the stochastic complexity and a quantity depending on the parameters of environment. Here, the return maximization means that the best sequences in terms of expected return have probability one. We also examine the sensitivity of stochastic complexity, which is a qualitative guide in tuning the parameters of action-selection strategy, and show a sufficient condition for return maximization in probability.
asymptotic equipartition property reinforcement learning return maximization stochastic complexity markov decision process information theory