Reinforcement Learning
AProvablyEfficientSampleCollectionStrategy forReinforcementLearning
One of the challenges inonline reinforcement learning (RL) is that the agent needs to trade off the exploration of the environment and the exploitation of the samples to optimize its behavior. Whether we optimize for regret, sample complexity, state-space coverage or model estimation, we need to strike a different exploration-exploitation trade-off.
Posterior Sampling with Delayed Feedback for Reinforcement Learning with Linear Function Approximation
Recent studies in reinforcement learning (RL) have made significant progress by leveraging function approximation to alleviate the sample complexity hurdle for better performance. Despite the success, existing provably efficient algorithms typically rely on the accessibility of immediate feedback upon taking actions. The failure to account for the impact of delay in observations can significantly degrade the performance of real-world systems due to the regret blow-up. In this work, we tackle the challenge of delayed feedback in RL with linear function approximation by employing posterior sampling, which has been shown to empirically outperform the popular UCB algorithms in a wide range of regimes. We first introduce Delayed-PSVI, an optimistic value-based algorithm that effectively explores the value function space via noise perturbation with posterior sampling.
31839b036f63806cba3f47b93af8ccb5-Paper.pdf
Offline reinforcement learning (RL) tasks require the agent to learn from a precollected dataset with no further interactions with the environment. Despite the potential tosurpass thebehavioral policies, RL-based methods aregenerally impractical duetothetraining instability andbootstrapping theextrapolation errors, which always require careful hyperparameter tuning via online evaluation.