# Is Plug-in Solver Sample-Efficient for Feature-based Reinforcement Learning?

NIPS 2020, (2020)

EI

摘要

It is believed that a model-based approach for reinforcement learning (RL) is the key to reduce sample complexity. However, the understanding of the sample optimality of model-based RL is still largely missing, even for the linear case. This work considers sample complexity of finding an $\epsilon$-optimal policy in a Markov decision pr...更多

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简介

- Reinforcement learning (RL) [Sutton and Barto, 2018] is about learning to make optimal decisions in an unknown environment.
- In the tabular setting, where the state and action spaces, S and A, are finite, [Azar et al, 2013] shows that the value estimation of a plug-in approach is minimax optimal in samples.
- [Azar et al, 2013] proves a minimax sample complexity O(|S||A|/ 2(1 − γ)3) of model-based algorithm for value estimation via the total variance technique.

重点内容

- Reinforcement learning (RL) [Sutton and Barto, 2018] is about learning to make optimal decisions in an unknown environment
- We show that the plug-in solver approach do achieve near-optimal sample complexity even in the feature-based setting, provided that the features are well conditioned
- We show that under an anchor-state condition, where all features can be represented by the convex combination of some anchor-state features, an -optimal policy can be obtained from an approximate model with only O(K/ 2(1 − γ)3) samples from the generative model, where K is the feature dimension, independent of the size of state and action spaces
- We have extended our techniques to other settings e.g. finite horizon Markov decision process (MDP) (FHMDP) and two-players turn-based stochastic games (2-TBSG)
- This paper studies the sample complexity of plug-in solver approach in feature-based MDPs, including discounted MDP, finite horizon MDP and stochastic games
- The sample complexity we give for finite horizon MDP is O(KH4 −2), which has an extra H dependence compared with the discounted case

结果

- Anchor-state assumption is the key to achieve minimax sample complexity, which is used in analyzing both the linear transition model and linear Q model [Yang and Wang, Zanette et al, 2019].
- If the authors have N i.i.d. samples from each state-action pair in K, an unbiased estimate P of the transition model is obtained from Algorithm 1: P (s |s, a) = λsk,aPK(s |sk, ak), k∈K
- The authors gives a minimax sample complexity of Algorithm 1 for feature-based MDP with anchor state assumption.
- (Sample complexity for DMDP) Suppose Assumption 1 is satisfied and the empirical model M is constructed as in Algorithm 1.
- Suppose the samples are from state-action pairs K and the unbiased estimate of the transition probability matrix where {λsk,a} is defined as in given by Algorithm 1 is P .
- This assumption means that the selected state-action pairs K can represent all features by linear combinations with bounded coefficients, which avoids error explosion in the iterative algorithm.
- (Value iteration solver for general linear MDP) Suppose Assumption 2 is satisfied and the empirical model M is constructed as in Algorithm 1.
- (Sample complexity for FHMDP) Suppose Assumption 1 is satisfied and the empirical model M is constructed as in Algorithm 1.
- (Sample complexity for 2-TBSG) Suppose Assumption 1 is satisfied and the empirical model M is constructed as in Algorithm 1.
- This paper studies the sample complexity of plug-in solver approach in feature-based MDPs, including discounted MDP, finite horizon MDP and stochastic games.

结论

- This is the first result proving minimax sample complexity for the plug-in solver approach in feature-based MDPs. The authors hope that the new technique in the work can be reused in more general settings and motivate breakthroughs in other domains.
- The authors conjecture that the plug-in solver approach should enjoy the optimal O(KH3 −2) complexity as model-free algorithms [Yang and Wang].
- One interesting problem is whether the authors can develop provably efficient model-based algorithm under general function approximation setting, as the construction of the empirical model seems to be difficult even for linear Q-function assumption.

- Table1: Sample complexity to compute -optimal policy with generative model

相关工作

- Generative Model There is a line of research focusing on improving the sample complexity with a generative model, e.g. [Kearns and Singh, 1999, Kakade et al, 2003, Azar et al, 2012, 2013, Sidford et al, 2018a,b, Yang and Wang, Sidford et al, Zanette et al, 2019, Li et al, 2020]. A classic algorithm under generative model setting is phased Q-learning [Kearns and Singh, 1999]. It uses O(|S||A|/ 2/poly(1 − γ)) samples to find an -optimal policy, which is sublinear to the model size |S|2|A|. Sample complexity lower bound for generative model has been established in [Azar et al, 2013, Yang and Wang, Sidford et al.]. In particular, Azar et al [2013] gives the first tight lower bound for unstructured discounted MDP. Later, this lower bound is generalized to feature-based MDP and two-players turn-based stochastic game in [Yang and Wang, Sidford et al.]. [Azar et al, 2013] also proves a minimax sample complexity O(|S||A|/ 2(1 − γ)3) of model-based algorithm for value estimation via the total variance technique. However, the sample complexity of value estimation and policy estimation differs in a factor of O(1/(1 − γ)2) [Singh and Yee, 1994]. The first minimax policy estimation result is given in [Sidford et al, 2018a], which proposes an model-free algorithm, known as Variance Reduced Q-value Iteration. This work has been extended to two-players turn-based stochastic game in [Sidford et al, Jia et al, 2019]. Recently, [Yang and Wang] develops an sample-optimal algorithm called Optimal Phased Parametric Q-Lear√ning for feature-based RL. Their result requires ∈ (0, 1), while our result holds for ∈ (0, 1/ 1 − γ). Plug-in solver approach is proved to be sample-optimal for tabular case in [Agarwal et al, 2019], which develops the absorbing MDP technique. However, their approach can not be generalized to linear transition model. A very recently paper [Li et al, 2020] develops a novel reward perturbation technique to remove the constraint on in tabular case.

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