Learning Near Optimal Policies with Low Inherent Bellman Error

International Conference on Machine Learning (ICML)


We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value iteration. First we relate this condition to other common frameworks and show that it is strictly more general than the low rank (or linear) MDP assumption of prior work. Second we provide an algorithm with a high probability regret bound Õ(∑Ht=1dtK + ∑Ht=1dtIK) where H is the horizon, K is the number of episodes, I is the value if the inherent Bellman error and dt is the feature dimension at timestep t. In addition, we show that the result is unimprovable beyond constants and logs by showing a matching lower bound. This has two important consequences: 1) it shows that exploration is possible using only batch assumptions with an algorithm that achieves the optimal statistical rate for the setting we consider, which is more general than prior work on low-rank MDPs 2) the lack of closedness (measured by the inherent Bellman error) is only amplified by √dt despite working in the online setting. Finally, the algorithm reduces to the celebrated LINUCB when H = 1 but with a different choice of the exploration parameter that allows handling misspecified contextual linear bandits. While computational tractability questions remain open for the MDP setting, this enriches the class of MDPs with a linear representation for the action-value function where statistically efficient reinforcement learning is possible.

Latest Publications

Sustainable AI: Environmental Implications, Challenges and Opportunities

Carole-Jean Wu, Ramya Raghavendra, Udit Gupta, Bilge Acun, Newsha Ardalani, Kiwan Maeng, Gloria Chang, Fiona Aga Behram, James Huang, Charles Bai, Michael Gschwind, Anurag Gupta, Myle Ott, Anastasia Melnikov, Salvatore Candido, David Brooks, Geeta Chauhan, Benjamin Lee, Hsien-Hsin S. Lee, Bugra Akyildiz, Max Balandat, Joe Spisak, Ravi Jain, Mike Rabbat, Kim Hazelwood

MLSys - 2022