arXiv · 2112.14195
Exponential Family Model-Based Reinforcement Learning via Score Matching
Abstract
We propose an optimistic model-based algorithm, dubbed SMRL, for finite-horizon episodic reinforcement learning (RL) when the transition model is specified by exponential family distributions with $d$ parameters and the reward is bounded and known. SMRL uses score matching, an unnormalized density estimation technique that enables efficient estimation of the model parameter by ridge regression. Under standard regularity assumptions, SMRL achieves $\tilde O(d\sqrt{H^3T})$ online regret, where $H$ is the length of each episode and $T$ is the total number of interactions (ignoring polynomial dependence on structural scale parameters).
Explore related subjects
Keep this discovery
Gene Li, Junbo Li, Anmol Kabra, Nathan Srebro, Zhaoran Wang, Zhuoran Yang. 2021-12-28. Exponential Family Model-Based Reinforcement Learning via Score Matching. https://arxiv.org/abs/2112.14195
Cite the original work for its findings. Save a collection to share your selection of sources.