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 Reinforcement Learning



Finite-SampleAnalysisofOff-PolicyTD-Learningvia GeneralizedBellmanOperators

Neural Information Processing Systems

Itisknown that policyevaluation has the interpretation of solving ageneralized Bellman equation. Inthispaper,wederivefinite-sample bounds foranygeneral off-policy TD-like stochastic approximation algorithm that solves for the fixedpoint of this generalized Bellman operator.



Appendix: Performance Bounds for Policy-Based Average Reward Reinforcement Learning Algorithms

Neural Information Processing Systems

Thus the optimal average reward of the original MDP and modified MDP differ by O ( ϵ). To ensure Assumption 3.1 (b) is satisfied, an aperiodicity transformation can be implemented. The proof of this theorem can be found in [Sch71]. From Lemma 2.2, we thus have, ( J In order to iterate Equation (8), need to ensure the terms are non-negative. Theorem 3.3 presents an upper bound on the error in terms of the average reward.





ProvablyEfficientCausalReinforcementLearning withConfoundedObservationalData

Neural Information Processing Systems

Empowered by neural networks, deep reinforcement learning (DRL) achieves tremendous empirical success. However, DRL requires a large dataset by interacting with the environment, which is unrealistic in critical scenarios such as autonomous driving and personalized medicine. In this paper, we study how to incorporate the dataset collected in the offline setting to improve the sample efficiency in the online setting. To incorporate the observational data, we face two challenges.