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Poster
Near-Optimal Goal-Oriented Reinforcement Learning in Non-Stationary Environments
Liyu Chen · Haipeng Luo

Thu Dec 01 02:00 PM -- 04:00 PM (PST) @ Hall J #822
in Poster Session 6 »
We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions.We start by establishing a lower bound $\Omega((B_{\star} SAT_{\star}(\Delta_c + B_{\star}^2\Delta_P))^{1/3}K^{2/3})$, where $B_{\star}$ is the maximum expected cost of the optimal policy of any episode starting from any state, $T_{\star}$ is the maximum hitting time of the optimal policy of any episode starting from the initial state, $SA$ is the number of state-action pairs, $\Delta_c$ and $\Delta_P$ are the amount of changes of the cost and transition functions respectively, and $K$ is the number of episodes.The different roles of $\Delta_c$ and $\Delta_P$ in this lower bound inspire us to design algorithms that estimate costs and transitions separately.Specifically, assuming the knowledge of $\Delta_c$ and $\Delta_P$, we develop a simple but sub-optimal algorithm and another more involved minimax optimal algorithm (up to logarithmic terms).These algorithms combine the ideas of finite-horizon approximation [Chen et al., 2021b], special Bernstein-style bonuses of the MVP algorithm [Zhang et al., 2020], adaptive confidence widening [Wei and Luo, 2021], as well as some new techniques such as properly penalizing long-horizon policies.Finally, when $\Delta_c$ and $\Delta_P$ are unknown, we develop a variant of the MASTER algorithm [Wei and Luo, 2021] and integrate the aforementioned ideas into it to achieve $\widetilde{O}(\min\{B_{\star} S\sqrt{ALK}, (B_{\star}^2S^2AT_{\star}(\Delta_c+B_{\star}\Delta_P))^{1/3}K^{2/3}\})$ regret, where $L$ is the unknown number of changes of the environment.
Keywords: Reinforcement Learning · dynamic regret minimization · non-stationary environments · stochastic shortest path

Author Information

Liyu Chen (University of Southern California)
Haipeng Luo (University of Southern California)

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