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arXiv 1602.02722cs.LGstat.ML
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PAC Reinforcement Learning with Rich Observations

University of Massachusetts, Amherst(马萨诸塞大学阿默斯特分校);Microsoft Research(微软研究院)

Akshay Krishnamurthy, Alekh Agarwal, John Langford

英文摘要:

We propose and study a new model for reinforcement learning with rich observations, generalizing contextual bandits to sequential decision making. These models require an agent to take actions based on observations (features) with the goal of achieving long-term performance competitive with a large set of policies. To avoid barriers to sample-efficient learning associated with large observation spaces and general POMDPs, we focus on problems that can be summarized by a small number of hidden states and have long-term rewards that are predictable by a reactive function class. In this setting, we design and analyze a new reinforcement learning algorithm, Least Squares Value Elimination by Exploration. We prove that the algorithm learns near optimal behavior after a number of episodes that is polynomial in all relevant parameters, logarithmic in the number of policies, and independent of the size of the observation space. Our result provides theoretical justification for reinforcement learning with function approximation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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