epsilon -optimal policy
Is Plug-in Solver Sample-Efficient for Feature-based Reinforcement Learning?
It is believed that a model-based approach for reinforcement learning (RL) is the key to reduce sample complexity. However, the understanding of the sample optimality of model-based RL is still largely missing, even for the linear case. This work considers sample complexity of finding an \epsilon -optimal policy in a Markov decision process (MDP) that admits a linear additive feature representation, given only access to a generative model. We solve this problem via a plug-in solver approach, which builds an empirical model and plans in this empirical model via an arbitrary plug-in solver. We prove that under the anchor-state assumption, which implies implicit non-negativity in the feature space, the minimax sample complexity of finding an \epsilon -optimal policy in a \gamma -discounted MDP is O(K/(1-\gamma) 3\epsilon 2), which only depends on the dimensionality K of the feature space and has no dependence on the state or action space. We further extend our results to a relaxed setting where anchor-states may not exist and show that a plug-in approach can be sample efficient as well, providing a flexible approach to design model-based algorithms for RL.
Reward-Free Model-Based Reinforcement Learning with Linear Function Approximation
We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with the environment and collects samples without the reward. In the planning phase, the agent is given a specific reward function and uses samples collected from the exploration phase to learn a good policy. We propose a new provably efficient algorithm, called UCRL-RFE under the Linear Mixture MDP assumption, where the transition probability kernel of the MDP can be parameterized by a linear function over certain feature mappings defined on the triplet of state, action, and next state.