Kernel-Based Reinforcement Learning: A Finite-Time Analysis

Domingues, Omar; Ménard, Pierre; Pirotta, Matteo; Kaufmann, Emilie; Valko, Michal

Document type :

Communication dans un congrès avec actes

Title :

Kernel-Based Reinforcement Learning: A Finite-Time Analysis

Author(s) :

Domingues, Omar [Auteur]
Scool [Scool]
Ménard, Pierre [Auteur]
Scool [Scool]
Pirotta, Matteo [Auteur]
Facebook AI Research [Paris] [FAIR]
Kaufmann, Emilie [Auteur]

Scool [Scool]

Valko, Michal [Auteur]
DeepMind [Paris]

Conference title :

International Conference on Machine Learning (ICML)

City :

virtual

Country :

Autriche

Start date of the conference :

2021-07

Journal title :

Proceedings of Machine Learning Research (PMLR)

HAL domain(s) :

Statistiques [stat]/Machine Learning [stat.ML]

English abstract : [en]

We consider the exploration-exploitation dilemma in finite-horizon reinforcement learning problems whose state-action space is endowed with a metric. We introduce Kernel-UCBVI, a model-based optimistic algorithm that ...
Show more >We consider the exploration-exploitation dilemma in finite-horizon reinforcement learning problems whose state-action space is endowed with a metric. We introduce Kernel-UCBVI, a model-based optimistic algorithm that leverages the smoothness of the MDP and a non-parametric kernel estimator of the rewards and transitions to efficiently balance exploration and exploitation. For problems with K episodes and horizon H, we provide a regret bound of O H 3 K 2d 2d+1 , where d is the covering dimension of the joint state-action space. This is the first regret bound for kernel-based RL using smoothing kernels, which requires very weak assumptions on the MDP and has been previously applied to a wide range of tasks. We empirically validate our approach in continuous MDPs with sparse rewards.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

ANR Project :

Au delà de l'apprentissage séquentiel pour de meilleures prises de décisions

Collections :