Towards Minimax Optimal Reinforcement Learning in Factored Markov Decision Processes
Yi Tian, Jian Qian, Suvrit Sra
Spotlight presentation: Orals & Spotlights Track 09: Reinforcement Learning
on 2020-12-08T07:30:00-08:00 - 2020-12-08T07:40:00-08:00
on 2020-12-08T07:30:00-08:00 - 2020-12-08T07:40:00-08:00
Toggle Abstract Paper (in Proceedings / .pdf)
Abstract: We study minimax optimal reinforcement learning in episodic factored Markov decision processes (FMDPs), which are MDPs with conditionally independent transition components. Assuming the factorization is known, we propose two model-based algorithms. The first one achieves minimax optimal regret guarantees for a rich class of factored structures, while the second one enjoys better computational complexity with a slightly worse regret. A key new ingredient of our algorithms is the design of a bonus term to guide exploration. We complement our algorithms by presenting several structure dependent lower bounds on regret for FMDPs that reveal the difficulty hiding in the intricacy of the structures.