Abstract:Most reinforcement learning algorithms are based on a key assumption that Markov decision processes (MDPs) are stationary. However, non-stationary MDPs with dynamic action space are omnipresent in real-world scenarios. Yet problems of dynamic action space reinforcement learning have been studied by many previous works, how to choose valuable actions from new and unseen actions to improve learning efficiency remains unaddressed. To tackle this problem, we propose an intelligent Action Pick-up (AP) algorithm to autonomously choose valuable actions that are most likely to boost performance from a set of new actions. In this paper, we first theoretically analyze and find that a prior optimal policy plays an important role in action pick-up by providing useful knowledge and experience. Then, we design two different AP methods: frequency-based global method and state clustering-based local method, based on the prior optimal policy. Finally, we evaluate the AP on two simulated but challenging environments where action spaces vary over time. Experimental results demonstrate that our proposed AP has advantages over baselines in learning efficiency.