KL-Entropy-Regularized RL with a Generative Model is Minimax Optimal

Kozuno, Tadashi, Yang, Wenhao, Vieillard, Nino, Kitamura, Toshinori, Tang, Yunhao, Mei, Jincheng, Ménard, Pierre, Azar, Mohammad Gheshlaghi, Valko, Michal, Munos, Rémi, Pietquin, Olivier, Geist, Matthieu, Szepesvári, Csaba

arXiv.org Machine Learning 

In this work, we consider and analyze the sample complexity of model-free reinforcement learning with a generative model. Particularly, we analyze mirror descent value iteration (MDVI) by Geist et al. (2019) and Vieillard et al. (2020a), which uses the Kullback-Leibler divergence and entropy regularization in its value and policy updates. Our analysis shows that it is nearly minimax-optimal for finding an $\varepsilon$-optimal policy when $\varepsilon$ is sufficiently small. This is the first theoretical result that demonstrates that a simple model-free algorithm without variance-reduction can be nearly minimax-optimal under the considered setting.

Duplicate Docs Excel Report

Title
None found

Similar Docs  Excel Report  more

TitleSimilaritySource
None found