Provably Efficient Reinforcement Learning With Aggregated States
2019 Β· Shi Dong, Benjamin van Roy, Zhengyuan Zhou
Abstract
We establish that an optimistic variant of Q-learning applied to a fixed-horizon episodic Markov decision process with an aggregated state representation incurs regret \(\tilde\{\mathcal\{O\}\}(\sqrt\{H^5 M K\} + \epsilon HK)\), where \(H\) is the horizon, \(M\) is the number of aggregate states, \(K\) is the number of episodes, and \(\epsilon\) is the largest difference between any pair of optimal state-action values associated with a common aggregate state. Notably, this regret bound does not depend on the number of states or actions and indicates that asymptotic per-period regret is no greater than \(\epsilon\), independent of horizon. To our knowledge, this is the first such result that applies to reinforcement learning with nontrivial value function approximation without any restrictions on transition probabilities.
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