Guarantees for Epsilon-Greedy Reinforcement Learning with Function Approximation

Christoph Dann, Yishay Mansour, Mehryar Mohri, Ayush Sekhari, Karthik Sridharan

Abstract: Myopic exploration policies such as epsilon-greedy, softmax, or Gaussian noise fail to explore efficiently in some reinforcement learning tasks and yet, they perform well in many others. In fact, i...