Learning Efficiently Function Approximation for Contextual MDP

Orin Levy, Yishay Mansour

Abstract: We study learning contextual MDPs using a function approximation for both the rewards and the dynamics. We consider both the case that the dynamics dependent or independent of the context. For both models we derive polynomial sample and time complexity (assuming an efficient ERM oracle). Our methodology gives a general reduction from learning contextual MDP to supervised learning.