Optimistic PAC Reinforcement Learning: the Instance-Dependent View
Optimistic algorithms have been extensively studied for regret minimization in episodic tabular MDPs, both from a minimax and an instance-dependent view. However, for the PAC RL problem, where the goal is to identify a near-optimal policy with high probability, little is known about their instance-d...
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creator | Tirinzoni, Andrea Al-Marjani, Aymen Kaufmann, Emilie |
description | Optimistic algorithms have been extensively studied for regret minimization
in episodic tabular MDPs, both from a minimax and an instance-dependent view.
However, for the PAC RL problem, where the goal is to identify a near-optimal
policy with high probability, little is known about their instance-dependent
sample complexity. A negative result of Wagenmaker et al. (2021) suggests that
optimistic sampling rules cannot be used to attain the (still elusive) optimal
instance-dependent sample complexity. On the positive side, we provide the
first instance-dependent bound for an optimistic algorithm for PAC RL,
BPI-UCRL, for which only minimax guarantees were available (Kaufmann et al.,
2021). While our bound features some minimal visitation probabilities, it also
features a refined notion of sub-optimality gap compared to the value gaps that
appear in prior work. Moreover, in MDPs with deterministic transitions, we show
that BPI-UCRL is actually near-optimal. On the technical side, our analysis is
very simple thanks to a new "target trick" of independent interest. We
complement these findings with a novel hardness result explaining why the
instance-dependent complexity of PAC RL cannot be easily related to that of
regret minimization, unlike in the minimax regime. |
doi_str_mv | 10.48550/arxiv.2207.05852 |
format | Article |
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in episodic tabular MDPs, both from a minimax and an instance-dependent view.
However, for the PAC RL problem, where the goal is to identify a near-optimal
policy with high probability, little is known about their instance-dependent
sample complexity. A negative result of Wagenmaker et al. (2021) suggests that
optimistic sampling rules cannot be used to attain the (still elusive) optimal
instance-dependent sample complexity. On the positive side, we provide the
first instance-dependent bound for an optimistic algorithm for PAC RL,
BPI-UCRL, for which only minimax guarantees were available (Kaufmann et al.,
2021). While our bound features some minimal visitation probabilities, it also
features a refined notion of sub-optimality gap compared to the value gaps that
appear in prior work. Moreover, in MDPs with deterministic transitions, we show
that BPI-UCRL is actually near-optimal. On the technical side, our analysis is
very simple thanks to a new "target trick" of independent interest. We
complement these findings with a novel hardness result explaining why the
instance-dependent complexity of PAC RL cannot be easily related to that of
regret minimization, unlike in the minimax regime.</description><identifier>DOI: 10.48550/arxiv.2207.05852</identifier><language>eng</language><subject>Computer Science - Learning</subject><creationdate>2022-07</creationdate><rights>http://arxiv.org/licenses/nonexclusive-distrib/1.0</rights><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>228,230,780,885</link.rule.ids><linktorsrc>$$Uhttps://arxiv.org/abs/2207.05852$$EView_record_in_Cornell_University$$FView_record_in_$$GCornell_University$$Hfree_for_read</linktorsrc><backlink>$$Uhttps://doi.org/10.48550/arXiv.2207.05852$$DView paper in arXiv$$Hfree_for_read</backlink></links><search><creatorcontrib>Tirinzoni, Andrea</creatorcontrib><creatorcontrib>Al-Marjani, Aymen</creatorcontrib><creatorcontrib>Kaufmann, Emilie</creatorcontrib><title>Optimistic PAC Reinforcement Learning: the Instance-Dependent View</title><description>Optimistic algorithms have been extensively studied for regret minimization
in episodic tabular MDPs, both from a minimax and an instance-dependent view.
However, for the PAC RL problem, where the goal is to identify a near-optimal
policy with high probability, little is known about their instance-dependent
sample complexity. A negative result of Wagenmaker et al. (2021) suggests that
optimistic sampling rules cannot be used to attain the (still elusive) optimal
instance-dependent sample complexity. On the positive side, we provide the
first instance-dependent bound for an optimistic algorithm for PAC RL,
BPI-UCRL, for which only minimax guarantees were available (Kaufmann et al.,
2021). While our bound features some minimal visitation probabilities, it also
features a refined notion of sub-optimality gap compared to the value gaps that
appear in prior work. Moreover, in MDPs with deterministic transitions, we show
that BPI-UCRL is actually near-optimal. On the technical side, our analysis is
very simple thanks to a new "target trick" of independent interest. We
complement these findings with a novel hardness result explaining why the
instance-dependent complexity of PAC RL cannot be easily related to that of
regret minimization, unlike in the minimax regime.</description><subject>Computer Science - Learning</subject><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2022</creationdate><recordtype>article</recordtype><sourceid>GOX</sourceid><recordid>eNotz81KxDAUhuFsXMjoBbgyN9CaJj1zgrux_g0URmRwW5LTEw3YWNLgz93LjK6-zcsHjxAXjapbC6CuXP6On7XWCmsFFvSpuNnNJU5xKZHk06aTzxxT-MjEE6cie3Y5xfR6Lcsby21aikvE1S3PnMZD8BL560ycBPe-8Pn_rsT-_m7fPVb97mHbbfrKrVFX3hCulbXExqBtRzeSCtRYoNA4Ame91oB-RPKWNaGHtgkQdDCo0IIxK3H5d3tEDHOOk8s_wwEzHDHmF5ZgRHQ</recordid><startdate>20220712</startdate><enddate>20220712</enddate><creator>Tirinzoni, Andrea</creator><creator>Al-Marjani, Aymen</creator><creator>Kaufmann, Emilie</creator><scope>AKY</scope><scope>GOX</scope></search><sort><creationdate>20220712</creationdate><title>Optimistic PAC Reinforcement Learning: the Instance-Dependent View</title><author>Tirinzoni, Andrea ; Al-Marjani, Aymen ; Kaufmann, Emilie</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-a672-b3c76088ce33784dadc0fc185cf1ac5a8b2257bd7cb8e2c7b541f5f2f37078533</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2022</creationdate><topic>Computer Science - Learning</topic><toplevel>online_resources</toplevel><creatorcontrib>Tirinzoni, Andrea</creatorcontrib><creatorcontrib>Al-Marjani, Aymen</creatorcontrib><creatorcontrib>Kaufmann, Emilie</creatorcontrib><collection>arXiv Computer Science</collection><collection>arXiv.org</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Tirinzoni, Andrea</au><au>Al-Marjani, Aymen</au><au>Kaufmann, Emilie</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Optimistic PAC Reinforcement Learning: the Instance-Dependent View</atitle><date>2022-07-12</date><risdate>2022</risdate><abstract>Optimistic algorithms have been extensively studied for regret minimization
in episodic tabular MDPs, both from a minimax and an instance-dependent view.
However, for the PAC RL problem, where the goal is to identify a near-optimal
policy with high probability, little is known about their instance-dependent
sample complexity. A negative result of Wagenmaker et al. (2021) suggests that
optimistic sampling rules cannot be used to attain the (still elusive) optimal
instance-dependent sample complexity. On the positive side, we provide the
first instance-dependent bound for an optimistic algorithm for PAC RL,
BPI-UCRL, for which only minimax guarantees were available (Kaufmann et al.,
2021). While our bound features some minimal visitation probabilities, it also
features a refined notion of sub-optimality gap compared to the value gaps that
appear in prior work. Moreover, in MDPs with deterministic transitions, we show
that BPI-UCRL is actually near-optimal. On the technical side, our analysis is
very simple thanks to a new "target trick" of independent interest. We
complement these findings with a novel hardness result explaining why the
instance-dependent complexity of PAC RL cannot be easily related to that of
regret minimization, unlike in the minimax regime.</abstract><doi>10.48550/arxiv.2207.05852</doi><oa>free_for_read</oa></addata></record> |
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subjects | Computer Science - Learning |
title | Optimistic PAC Reinforcement Learning: the Instance-Dependent View |
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