Reinforcement Learning in Finite MDPs: PAC Analysis

We study the problem of learning near-optimal behavior in finite Markov Decision Processes (MDPs) with a polynomial number of samples. These "PAC-MDP" algorithms include the well-known E3 and R-MAX algorithms as well as the more recent Delayed Q-learning algorithm. We summarize the current state-of-the-art by presenting bounds for the problem in a unified theoretical framework. A more refined analysis for upper and lower bounds is presented to yield insight into the differences between the model-free Delayed Q-learning and the model-based R-MAX.

[1]  John N. Tsitsiklis,et al.  The Sample Complexity of Exploration in the Multi-Armed Bandit Problem , 2004, J. Mach. Learn. Res..

[2]  Nick Littlestone,et al.  Learning quickly when irrelevant attributes abound: A new linear-threshold algorithm , 2004, Machine Learning.

[3]  Michael L. Littman,et al.  A theoretical analysis of Model-Based Interval Estimation , 2005, ICML.

[4]  Martin L. Puterman,et al.  Markov Decision Processes: Discrete Stochastic Dynamic Programming , 1994 .

[5]  Jesse Hoey,et al.  An analytic solution to discrete Bayesian reinforcement learning , 2006, ICML.

[6]  Peter Dayan,et al.  Q-learning , 1992, Machine Learning.

[7]  W. Hoeffding Probability Inequalities for sums of Bounded Random Variables , 1963 .

[8]  Reid G. Simmons,et al.  The Effect of Representation and Knowledge on Goal-Directed Exploration with Reinforcement-Learning Algorithms , 2005, Machine Learning.

[9]  Michael L. Littman,et al.  A unifying framework for computational reinforcement learning theory , 2009 .

[10]  Colin McDiarmid,et al.  Surveys in Combinatorics, 1989: On the method of bounded differences , 1989 .

[11]  Peter Auer,et al.  Near-optimal Regret Bounds for Reinforcement Learning , 2008, J. Mach. Learn. Res..

[12]  Dana Angluin,et al.  Queries and concept learning , 1988, Machine Learning.

[13]  J. Bather,et al.  Multi‐Armed Bandit Allocation Indices , 1990 .

[14]  Andrew G. Barto,et al.  Local Bandit Approximation for Optimal Learning Problems , 1996, NIPS.

[15]  Michael L. Littman,et al.  Online Linear Regression and Its Application to Model-Based Reinforcement Learning , 2007, NIPS.

[16]  Andrew G. Barto,et al.  Learning to Act Using Real-Time Dynamic Programming , 1995, Artif. Intell..

[17]  Michael L. Littman,et al.  Efficient Reinforcement Learning with Relocatable Action Models , 2007, AAAI.

[18]  Michael Kearns,et al.  Near-Optimal Reinforcement Learning in Polynomial Time , 1998, Machine Learning.

[19]  Michael L. Littman,et al.  Potential-based Shaping in Model-based Reinforcement Learning , 2008, AAAI.

[20]  Michael L. Littman,et al.  Efficient Structure Learning in Factored-State MDPs , 2007, AAAI.

[21]  Michael Kearns,et al.  Finite-Sample Convergence Rates for Q-Learning and Indirect Algorithms , 1998, NIPS.

[22]  Claude-Nicolas Fiechter,et al.  Efficient reinforcement learning , 1994, COLT '94.

[23]  Peter Norvig,et al.  Artificial Intelligence: A Modern Approach , 1995 .

[24]  Thomas G. Dietterich What is machine learning? , 2020, Archives of Disease in Childhood.

[25]  Yishay Mansour,et al.  Learning Rates for Q-learning , 2004, J. Mach. Learn. Res..

[26]  Csaba Szepesvári,et al.  The Asymptotic Convergence-Rate of Q-learning , 1997, NIPS.

[27]  N. Littlestone Learning Quickly When Irrelevant Attributes Abound: A New Linear-Threshold Algorithm , 1987, 28th Annual Symposium on Foundations of Computer Science (sfcs 1987).

[28]  Michael L. Littman,et al.  Multi-resolution Exploration in Continuous Spaces , 2008, NIPS.

[29]  Thomas J. Walsh,et al.  Exploring compact reinforcement-learning representations with linear regression , 2009, UAI.

[30]  Satinder Singh,et al.  An upper bound on the loss from approximate optimal-value functions , 1994, Machine Learning.

[31]  Thomas J. Walsh,et al.  Efficient Exploration With Latent Structure , 2005, Robotics: Science and Systems.

[32]  Ronen I. Brafman,et al.  R-MAX - A General Polynomial Time Algorithm for Near-Optimal Reinforcement Learning , 2001, J. Mach. Learn. Res..

[33]  Lihong Li,et al.  The adaptive k-meteorologists problem and its application to structure learning and feature selection in reinforcement learning , 2009, ICML '09.

[34]  Leslie G. Valiant,et al.  A theory of the learnable , 1984, STOC '84.

[35]  Nicholas Roy,et al.  CORL: A Continuous-state Offset-dynamics Reinforcement Learner , 2008, UAI.

[36]  E. Ordentlich,et al.  Inequalities for the L1 Deviation of the Empirical Distribution , 2003 .

[37]  Richard S. Sutton,et al.  Reinforcement Learning: An Introduction , 1998, IEEE Trans. Neural Networks.

[38]  Sham M. Kakade,et al.  On the sample complexity of reinforcement learning. , 2003 .

[39]  Michael Kearns,et al.  Efficient Reinforcement Learning in Factored MDPs , 1999, IJCAI.

[40]  Lihong Li,et al.  Online exploration in least-squares policy iteration , 2009, AAMAS.

[41]  Richard S. Sutton,et al.  Introduction to Reinforcement Learning , 1998 .

[42]  Alex M. Andrew,et al.  Reinforcement Learning: : An Introduction , 1998 .

[43]  Lihong Li,et al.  A Bayesian Sampling Approach to Exploration in Reinforcement Learning , 2009, UAI.

[44]  Andrew W. Moore,et al.  Rates of Convergence for Variable Resolution Schemes in Optimal Control , 2000, ICML.

[45]  Lihong Li,et al.  PAC model-free reinforcement learning , 2006, ICML.

[46]  Michael L. Littman,et al.  An analysis of model-based Interval Estimation for Markov Decision Processes , 2008, J. Comput. Syst. Sci..

[47]  Andrew Y. Ng,et al.  Policy Invariance Under Reward Transformations: Theory and Application to Reward Shaping , 1999, ICML.

[48]  Lihong Li,et al.  Incremental Model-based Learners With Formal Learning-Time Guarantees , 2006, UAI.