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 estimation-to-decision




Model-Free Reinforcement Learning with the Decision-Estimation Coefficient

Neural Information Processing Systems

We consider the problem of interactive decision making, encompassing structured bandits and reinforcementlearning with general function approximation. Recently, Foster et al. (2021) introduced theDecision-Estimation Coefficient, a measure of statistical complexity that lower bounds the optimal regret for interactive decisionmaking, as well as a meta-algorithm, Estimation-to-Decisions, which achieves upperbounds in terms of the same quantity. Estimation-to-Decisions is a reduction, which liftsalgorithms for (supervised) online estimation into algorithms fordecision making. In this paper, we show that by combining Estimation-to-Decisions witha specialized form of optimistic estimation introduced byZhang (2022), it is possible to obtain guaranteesthat improve upon those of Foster et al. (2021) byaccommodating more lenient notions of estimation error. We use this approach to derive regret bounds formodel-free reinforcement learning with value function approximation, and give structural results showing when it can and cannot help more generally.




Model-Free Reinforcement Learning with the Decision-Estimation Coefficient

Neural Information Processing Systems

We consider the problem of interactive decision making, encompassing structured bandits and reinforcementlearning with general function approximation. Recently, Foster et al. (2021) introduced theDecision-Estimation Coefficient, a measure of statistical complexity that lower bounds the optimal regret for interactive decisionmaking, as well as a meta-algorithm, Estimation-to-Decisions, which achieves upperbounds in terms of the same quantity. Estimation-to-Decisions is a reduction, which liftsalgorithms for (supervised) online estimation into algorithms fordecision making. In this paper, we show that by combining Estimation-to-Decisions witha specialized form of "optimistic" estimation introduced byZhang (2022), it is possible to obtain guaranteesthat improve upon those of Foster et al. (2021) byaccommodating more lenient notions of estimation error. We use this approach to derive regret bounds formodel-free reinforcement learning with value function approximation, and give structural results showing when it can and cannot help more generally.


Model-Free Reinforcement Learning with the Decision-Estimation Coefficient

Foster, Dylan J., Golowich, Noah, Qian, Jian, Rakhlin, Alexander, Sekhari, Ayush

arXiv.org Artificial Intelligence

We consider the problem of interactive decision making, encompassing structured bandits and reinforcement learning with general function approximation. Recently, Foster et al. (2021) introduced the Decision-Estimation Coefficient, a measure of statistical complexity that lower bounds the optimal regret for interactive decision making, as well as a meta-algorithm, Estimation-to-Decisions, which achieves upper bounds in terms of the same quantity. Estimation-to-Decisions is a reduction, which lifts algorithms for (supervised) online estimation into algorithms for decision making. In this paper, we show that by combining Estimation-to-Decisions with a specialized form of optimistic estimation introduced by Zhang (2022), it is possible to obtain guarantees that improve upon those of Foster et al. (2021) by accommodating more lenient notions of estimation error. We use this approach to derive regret bounds for model-free reinforcement learning with value function approximation, and give structural results showing when it can and cannot help more generally.