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Poster
Agnostic $Q$-learning with Function Approximation in Deterministic Systems: Near-Optimal Bounds on Approximation Error and Sample Complexity
Simon Du · Jason Lee · Gaurav Mahajan · Ruosong Wang
The current paper studies the problem of agnostic $Q$-learning with function approximation in deterministic systems where the optimal $Q$-function is approximable by a function in the class $\mathcal{F}$ with approximation error $\delta \ge 0$. We propose a novel recursion-based algorithm and show that if $\delta = O\left(\rho/\sqrt{\dim_E}\right)$, then one can find the optimal policy using $O(\dim_E)$ trajectories, where $\rho$ is the gap between the optimal $Q$-value of the best actions and that of the second-best actions and $\dim_E$ is the Eluder dimension of $\mathcal{F}$. Our result has two implications:
\begin{enumerate}
\item In conjunction with the lower bound in [Du et al., 2020], our upper bound suggests that the condition $\delta = \widetilde{\Theta}\left(\rho/\sqrt{\dim_E}\right)$ is necessary and sufficient for algorithms with polynomial sample complexity.
\item In conjunction with the obvious lower bound in the tabular case, our upper bound suggests that the sample complexity $\widetilde{\Theta}\left(\dim_E\right)$ is tight in the agnostic setting.
\end{enumerate}
Therefore, we help address the open problem on agnostic $Q$-learning proposed in [Wen and Van Roy, 2013]. We further extend our algorithm to the stochastic reward setting and obtain similar results.
Author Information
Simon Du (Institute for Advanced Study)
Jason Lee (Princeton University)
Gaurav Mahajan (University of California, San Diego)
Ruosong Wang (Carnegie Mellon University)
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