arXiv Machine Learning By Tung Tran, Viet Bao Mai, Hoang Ta, Tuan Dam

Graph-Based Stochastic Power-UCT: Monte-Carlo Graph Search with Power Mean Estimation

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Graph-Based Stochastic-Power-UCT (GS-Power-UCT) is a Monte‑Carlo graph search algorithm that shares states reached at the same planning depth while keeping separate values for different depths, thereby reducing duplicate simulations in stochastic MDPs. The method guarantees that, for a fixed horizon, the root estimate converges to the finite‑horizon value at an $O(n^{-1/2})$ rate, matching tree‑based Stochastic‑Power‑UCT but with improved sample reuse. Two full‑state variants—GS‑Power‑UCT‑F and GS‑Power‑UCT‑F$^+$—extend the approach to single‑node per physical state and adaptive horizons, respectively, with the latter converging to the optimal infinite‑horizon discounted value when cross‑depth bias vanishes. Experiments on stochastic planning benchmarks demonstrate that GS‑Power‑UCT outperforms both tree‑based and other graph‑based baselines in sample efficiency.

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Graph-Based Stochastic Power-UCT: Monte-Carlo Graph Search with Power Mean Estimation

The paper introduces Graph-Based Stochastic-Power-UCT (GS-Power-UCT), a Monte‑Carlo graph search algorithm that shares states reached at the same planning depth while maintaining separate values for different depths. It achieves an $O(n^{-1/2})$ convergence rate for the root estimate in finite‑horizon stochastic MDPs, matching tree‑based methods but with better sample reuse. Two full‑state variants, GS-Power-UCT‑F and GS-Power-UCT‑F$^+$, further explore sample sharing and bias control, with GS-Power-UCT‑F$^+$ converging to the optimal infinite‑horizon discounted value when the cross‑depth gap vanishes. Experiments on stochastic planning benchmarks demonstrate improved sample efficiency over existing tree‑based and graph‑based baselines.

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