KL-Entropy-Regularized RL with a Generative Model is Minimax Optimal
Machine Learning
2022-05-31 v1 Artificial Intelligence
Machine Learning
Abstract
In this work, we consider and analyze the sample complexity of model-free reinforcement learning with a generative model. Particularly, we analyze mirror descent value iteration (MDVI) by Geist et al. (2019) and Vieillard et al. (2020a), which uses the Kullback-Leibler divergence and entropy regularization in its value and policy updates. Our analysis shows that it is nearly minimax-optimal for finding an -optimal policy when is sufficiently small. This is the first theoretical result that demonstrates that a simple model-free algorithm without variance-reduction can be nearly minimax-optimal under the considered setting.
Cite
@article{arxiv.2205.14211,
title = {KL-Entropy-Regularized RL with a Generative Model is Minimax Optimal},
author = {Tadashi Kozuno and Wenhao Yang and Nino Vieillard and Toshinori Kitamura and Yunhao Tang and Jincheng Mei and Pierre Ménard and Mohammad Gheshlaghi Azar and Michal Valko and Rémi Munos and Olivier Pietquin and Matthieu Geist and Csaba Szepesvári},
journal= {arXiv preprint arXiv:2205.14211},
year = {2022}
}
Comments
29 pages, 6 figures