18/07/2021

Tightening the Dependence on Horizon in the Sample Complexity of Q-Learning

Gen Li, Changxiao Cai, Yuxin Chen, Yuantao Gu, Yuting Wei, Yuejie Chi

Keywords: Reinforcement Learning and Planning

Abstract: Q-learning, which seeks to learn the optimal Q-function of a Markov decision process (MDP) in a model-free fashion, lies at the heart of reinforcement learning. Focusing on the synchronous setting (such that independent samples for all state-action pairs are queried via a generative model in each iteration), substantial progress has been made recently towards understanding the sample efficiency of Q-learning. To yield an entrywise $\varepsilon$-accurate estimate of the optimal Q-function, state-of-the-art theory requires at least an order of $\frac{|S||A|}{(1-\gamma)^5\varepsilon^{2}}$ samples in the infinite-horizon $\gamma$-discounted setting. In this work, we sharpen the sample complexity of synchronous Q-learning to the order of $\frac{|S||A|}{(1-\gamma)^4\varepsilon^2}$ (up to some logarithmic factor) for any $0<\varepsilon <1$, leading to an order-wise improvement in $\frac{1}{1-\gamma}$. Analogous results are derived for finite-horizon MDPs as well. Notably, our sample complexity analysis unveils the effectiveness of vanilla Q-learning, which matches that of speedy Q-learning without requiring extra computation and storage. Our result is obtained by identifying novel error decompositions and recursion relations, which might shed light on how to study other variants of Q-learning.

 0
 0
 0
 1
This is an embedded video. Talk and the respective paper are published at ICML 2021 virtual conference. If you are one of the authors of the paper and want to manage your upload, see the question "My papertalk has been externally embedded..." in the FAQ section.

Comments

Post Comment
no comments yet
code of conduct: tbd

Similar Papers