Poster
Near-Optimal Regret Bounds for Multi-batch Reinforcement Learning
Zihan Zhang · Yuhang Jiang · Yuan Zhou · Xiangyang Ji
Abstract:
In this paper, we study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches. The multi-batch reinforcement learning framework, where the agent is required to provide a time schedule to update policy before everything, which is particularly suitable for the scenarios where the agent suffers extensively from changing the policy adaptively. Given a finite-horizon MDP with S states, A actions and planning horizon H, we design a computational efficient algorithm to achieve near-optimal regret of ˜O(√SAH3Kln(1/δ))\footnote{˜O(⋅) hides logarithmic terms of (S,A,H,K)} in K episodes using O(H+log2log2(K)) batches with confidence parameter δ. To our best of knowledge, it is the first ˜O(√SAH3K) regret bound with O(H+log2log2(K)) batch complexity. Meanwhile, we show that to achieve ˜O(poly(S,A,H)√K) regret, the number of batches is at least Ω(H/logA(K)+log2log2(K)), which matches our upper bound up to logarithmic terms.Our technical contribution are two-fold: 1) a near-optimal design scheme to explore over the unlearned states; 2) an computational efficient algorithm to explore certain directions with an approximated transition model.ion model.
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