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Kernelized Reinforcement Learning with Order Optimal Regret Bounds by Sattar Vakili and Julia Olkhovskaya


Основні поняття
Proposing π-KRVI for efficient handling of large state-action spaces with order optimal regret guarantees.
Анотація

Kernelized Reinforcement Learning aims to efficiently handle large state-action spaces using reproducing kernel Hilbert spaces. The proposed π-KRVI policy leverages domain partitioning and kernel ridge regression to achieve sublinear regret bounds. The analysis focuses on complex models with polynomial eigendecay kernels like Matérn kernels. Confidence intervals are crucial in designing and analyzing RL algorithms, ensuring the effectiveness of π-KRVI in various settings.

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Статистика
A regret bound of ˜O(H2T d+α/2 d+α) is achieved. Maximum information gain: Γk,λ(T) = O(T1/˜p log(T)1−1/˜p ρα˜pZ). Covering number: log Nk,h(ϵ; R, B) = O(R2ραZϵ2/(˜p−1)(1 + log(R/ϵ)) + B2ραZϵ2/(˜p−1)(1 + log(B/ϵ))).
Цитати
"We propose π-KRVI, an optimistic modification of least-squares value iteration." "Our results show a significant improvement over the state of the art in handling large state-action spaces." "The regret bound is sublinear and order optimal for Matérn kernels."

Ключові висновки, отримані з

by Sattar Vakil... о arxiv.org 03-15-2024

https://arxiv.org/pdf/2306.07745.pdf
Kernelized Reinforcement Learning with Order Optimal Regret Bounds

Глибші Запити

How does the proposed π-KRVI policy compare to existing RL algorithms in terms of performance

The proposed π-KRVI policy stands out in terms of performance compared to existing RL algorithms, particularly in handling large state-action spaces with complex models. By leveraging domain partitioning and kernel ridge regression, the π-KRVI policy achieves sublinear regret bounds, which is a significant improvement over the state-of-the-art algorithms. This means that as the number of episodes increases, the regret grows at a rate slower than linearly. This indicates that the algorithm can learn more efficiently and effectively over time compared to other algorithms with superlinear regret growth.

What are the implications of the sublinear regret bounds for practical applications of Kernelized Reinforcement Learning

The implications of achieving sublinear regret bounds in Kernelized Reinforcement Learning are profound for practical applications. Sublinear regret bounds signify that as the algorithm interacts with its environment and learns from experiences over time, it can make better decisions while minimizing regrets at a faster rate than linear growth. This has direct implications for real-world applications where efficient learning is crucial, such as autonomous driving systems, robotics control, gaming strategies optimization, and various other fields where RL techniques are applied. With sublinear regret bounds provided by π-KRVI in Kernelized Reinforcement Learning settings, practitioners can have more confidence in deploying these algorithms in complex environments with large state-action spaces. The improved efficiency and effectiveness of learning translate into better decision-making capabilities and potentially higher performance outcomes across different domains.

How can the concept of domain partitioning be extended to other areas beyond RL algorithms

Domain partitioning is a concept that can be extended beyond RL algorithms to various areas where data or computational tasks need to be organized or segmented based on specific criteria or characteristics. One potential application outside of RL could be in data processing pipelines or distributed computing systems. In data processing pipelines, domain partitioning could involve segmenting datasets based on certain features or attributes before applying specific operations like machine learning models or analytics tools. By dividing data into smaller subsets based on similarities or patterns within each subset (similar to how states/actions are divided in RL), organizations can optimize processing efficiency and improve overall analysis accuracy. Similarly, in distributed computing systems like cloud computing environments or parallel processing frameworks, domain partitioning could help allocate resources effectively by grouping tasks based on their requirements or dependencies. This approach could enhance resource utilization and streamline task execution across multiple nodes or clusters within a distributed system.
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