Zooming for Efficient ModelFree Reinforcement Learning in Metric Spaces
Abstract
Despite the wealth of research into provably efficient reinforcement learning algorithms, most works focus on tabular representation and thus struggle to handle exponentially or infinitely large stateaction spaces. In this paper, we consider episodic reinforcement learning with a continuous stateaction space which is assumed to be equipped with a natural metric that characterizes the proximity between different states and actions. We propose ZoomRL, an online algorithm that leverages ideas from continuous bandits to learn an adaptive discretization of the joint space by zooming in more promising and frequently visited regions while carefully balancing the exploitationexploration tradeoff. We show that ZoomRL achieves a worstcase regret $\tilde{O}(H^{\frac{5}{2}} K^{\frac{d+1}{d+2}})$ where $H$ is the planning horizon, $K$ is the number of episodes and $d$ is the covering dimension of the space with respect to the metric. Moreover, our algorithm enjoys improved metricdependent guarantees that reflect the geometry of the underlying space. Finally, we show that our algorithm is robust to small misspecification errors.
 Publication:

arXiv eprints
 Pub Date:
 March 2020
 DOI:
 10.48550/arXiv.2003.04069
 arXiv:
 arXiv:2003.04069
 Bibcode:
 2020arXiv200304069T
 Keywords:

 Computer Science  Machine Learning;
 Statistics  Machine Learning