ترغب بنشر مسار تعليمي؟ اضغط هنا

Beyond Value-Function Gaps: Improved Instance-Dependent Regret Bounds for Episodic Reinforcement Learning

137   0   0.0 ( 0 )
 نشر من قبل Teodor Vanislavov Marinov
 تاريخ النشر 2021
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the insight that, in order to achieve a favorable regret, an algorithm does not need to learn how to behave optimally in states that are not reached by an optimal policy. We prove tighter upper regret bounds for optimistic algorithms and accompany them with new information-theoretic lower bounds for a large class of MDPs. Our results show that optimistic algorithms can not achieve the information-theoretic lower bounds even in deterministic MDPs unless there is a unique optimal policy.

قيم البحث

اقرأ أيضاً

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an $epsilon$-optimal policy and achieve the worst-case optimal rate, it is unknown whether low-regret algorithms can obtain the instance-optimal rate for policy identification. We show that this is not possible -- there exists a fundamental tradeoff between achieving low regret and identifying an $epsilon$-optimal policy at the instance-optimal rate. Motivated by our negative finding, we propose a new measure of instance-dependent sample complexity for PAC tabular reinforcement learning which explicitly accounts for the attainable state visitation distributions in the underlying MDP. We then propose and analyze a novel, planning-based algorithm which attains this sample complexity -- yielding a complexity which scales with the suboptimality gaps and the ``reachability of a state. We show that our algorithm is nearly minimax optimal, and on several examples that our instance-dependent sample complexity offers significant improvements over worst-case bounds.
We consider the regret minimization problem in reinforcement learning (RL) in the episodic setting. In many real-world RL environments, the state and action spaces are continuous or very large. Existing approaches establish regret guarantees by eithe r a low-dimensional representation of the stochastic transition model or an approximation of the $Q$-functions. However, the understanding of function approximation schemes for state-value functions largely remains missing. In this paper, we propose an online model-based RL algorithm, namely the CME-RL, that learns representations of transition distributions as embeddings in a reproducing kernel Hilbert space while carefully balancing the exploitation-exploration tradeoff. We demonstrate the efficiency of our algorithm by proving a frequentist (worst-case) regret bound that is of order $tilde{O}big(Hgamma_Nsqrt{N}big)$, where $H$ is the episode length, $N$ is the total number of time steps and $gamma_N$ is an information theoretic quantity relating the effective dimension of the state-action feature space. Our method bypasses the need for estimating transition probabilities and applies to any domain on which kernels can be defined. It also brings new insights into the general theory of kernel methods for approximate inference and RL regret minimization.
Reinforcement learning (RL) with linear function approximation has received increasing attention recently. However, existing work has focused on obtaining $sqrt{T}$-type regret bound, where $T$ is the number of interactions with the MDP. In this pape r, we show that logarithmic regret is attainable under two recently proposed linear MDP assumptions provided that there exists a positive sub-optimality gap for the optimal action-value function. More specifically, under the linear MDP assumption (Jin et al. 2019), the LSVI-UCB algorithm can achieve $tilde{O}(d^{3}H^5/text{gap}_{text{min}}cdot log(T))$ regret; and under the linear mixture MDP assumption (Ayoub et al. 2020), the UCRL-VTR algorithm can achieve $tilde{O}(d^{2}H^5/text{gap}_{text{min}}cdot log^3(T))$ regret, where $d$ is the dimension of feature mapping, $H$ is the length of episode, $text{gap}_{text{min}}$ is the minimal sub-optimality gap, and $tilde O$ hides all logarithmic terms except $log(T)$. To the best of our knowledge, these are the first logarithmic regret bounds for RL with linear function approximation. We also establish gap-dependent lower bounds for the two linear MDP models.
We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches, which are of ten computationally intractable, our algorithm drives exploration by simply perturbing the training data with judiciously chosen i.i.d. scalar noises. To attain optimistic value function estimation without resorting to a UCB-style bonus, we introduce an optimistic reward sampling procedure. When the value functions can be represented by a function class $mathcal{F}$, our algorithm achieves a worst-case regret bound of $widetilde{O}(mathrm{poly}(d_EH)sqrt{T})$ where $T$ is the time elapsed, $H$ is the planning horizon and $d_E$ is the $textit{eluder dimension}$ of $mathcal{F}$. In the linear setting, our algorithm reduces to LSVI-PHE, a variant of RLSVI, that enjoys an $widetilde{mathcal{O}}(sqrt{d^3H^3T})$ regret. We complement the theory with an empirical evaluation across known difficult exploration tasks.
Episodic memory-based methods can rapidly latch onto past successful strategies by a non-parametric memory and improve sample efficiency of traditional reinforcement learning. However, little effort is put into the continuous domain, where a state is never visited twice, and previous episodic methods fail to efficiently aggregate experience across trajectories. To address this problem, we propose Generalizable Episodic Memory (GEM), which effectively organizes the state-action values of episodic memory in a generalizable manner and supports implicit planning on memorized trajectories. GEM utilizes a double estimator to reduce the overestimation bias induced by value propagation in the planning process. Empirical evaluation shows that our method significantly outperforms existing trajectory-based methods on various MuJoCo continuous control tasks. To further show the general applicability, we evaluate our method on Atari games with discrete action space, which also shows a significant improvement over baseline algorithms.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا