Poster
Model-free Posterior Sampling via Learning Rate Randomization
Daniil Tiapkin · Denis Belomestny · Daniele Calandriello · Eric Moulines · Remi Munos · Alexey Naumov · Pierre Perrault · Michal Valko · Pierre Ménard
Great Hall & Hall B1+B2 (level 1) #1301
Abstract:
In this paper, we introduce Randomized Q-learning (RandQL), a novel randomized model-free algorithm for regret minimization in episodic Markov Decision Processes (MDPs). To the best of our knowledge, RandQL is the first tractable model-free posterior sampling-based algorithm. We analyze the performance of RandQL in both tabular and non-tabular metric space settings. In tabular MDPs, RandQL achieves a regret bound of order , where is the planning horizon, is the number of states, is the number of actions, and is the number of episodes. For a metric state-action space, RandQL enjoys a regret bound of order , where denotes the zooming dimension. Notably, RandQL achieves optimistic exploration without using bonuses, relying instead on a novel idea of learning rate randomization. Our empirical study shows that RandQL outperforms existing approaches on baseline exploration environments.
Chat is not available.