arXiv · 2212.06069
VO$Q$L: Towards Optimal Regret in Model-free RL with Nonlinear Function Approximation
Abstract
We study time-inhomogeneous episodic reinforcement learning (RL) under general function approximation and sparse rewards. We design a new algorithm, Variance-weighted Optimistic $Q$-Learning (VO$Q$L), based on $Q$-learning and bound its regret assuming completeness and bounded Eluder dimension for the regression function class. As a special case, VO$Q$L achieves $\tilde{O}(d\sqrt{HT}+d^6H^{5})$ regret over $T$ episodes for a horizon $H$ MDP under ($d$-dimensional) linear function approximation, which is asymptotically optimal. Our algorithm incorporates weighted regression-based upper and lower bounds on the optimal value function to obtain this improved regret. The algorithm is computationally efficient given a regression oracle over the function class, making this the first computationally tractable and statistically optimal approach for linear MDPs.
Explore related subjects
Keep this discovery
Alekh Agarwal, Yujia Jin, Tong Zhang. 2022-12-12. VO$Q$L: Towards Optimal Regret in Model-free RL with Nonlinear Function Approximation. https://arxiv.org/abs/2212.06069
Cite the original work for its findings. Save a collection to share your selection of sources.