Reinforcement Learning in Linear MDPs: Constant Regret and Representation SelectionDownload PDF

21 May 2021, 20:51 (modified: 26 Oct 2021, 12:21)NeurIPS 2021 PosterReaders: Everyone
Keywords: reinforcement learning, regret minimization, exploration, problem-dependent analysis, representation selection
Abstract: We study the role of the representation of state-action value functions in regret minimization in finite-horizon Markov Decision Processes (MDPs) with linear structure. We first derive a necessary condition on the representation, called universally spanning optimal features (UNISOFT), to achieve constant regret in any MDP with linear reward function. This result encompasses the well-known settings of low-rank MDPs and, more generally, zero inherent Bellman error (also known as the Bellman closure assumption). We then demonstrate that this condition is also sufficient for these classes of problems by deriving a constant regret bound for two optimistic algorithms (LSVI-UCB and ELEANOR). Finally, we propose an algorithm for representation selection and we prove that it achieves constant regret when one of the given representations, or a suitable combination of them, satisfies the UNISOFT condition.
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