Sample-Efficient Reinforcement Learning with loglog(T) Switching Cost
We study the problem of reinforcement learning (RL) with low (policy) switching cost - a problem well-motivated by real-life RL applications in which deployments of new policies are costly and the number of policy updates must be low. In this paper, we propose a new algorithm based on stage-wise exploration and adaptive policy elimination that achieves a regret of $\widetilde{O}(\sqrt{H^4S^2AT})$ while requiring a switching cost of $O(HSA \log\log T)$. This is an exponential improvement over the best-known switching cost $O(H^2SA\log T)$ among existing methods with $\widetilde{O}(\mathrm{poly}(H,S,A)\sqrt{T})$ regret. In the above, $S,A$ denotes the number of states and actions in an $H$-horizon episodic Markov Decision Process model with unknown transitions, and $T$ is the number of steps. As a byproduct of our new techniques, we also derive a reward-free exploration algorithm with a switching cost of $O(HSA)$. Furthermore, we prove a pair of information-theoretical lower bounds which say that (1) Any no-regret algorithm must have a switching cost of $\Omega(HSA)$; (2) Any $\widetilde{O}(\sqrt{T})$ regret algorithm must incur a switching cost of $\Omega(HSA\log\log T)$. Both our algorithms are thus optimal in their switching costs.
Code (0)
등록된 구현이 없습니다.
Tasks
reinforcement-learningReinforcement LearningReinforcement Learning (RL)Similar Papers 제목 키워드 기반
Logarithmic Switching Cost in Reinforcement Learning beyond Linear MDPs
In many real-life reinforcement learning (RL) problems, deploying new policies is costly. In those scenarios, algorithms must solve exploration (which requires adaptivity) while switching the deployed policy sparsely (wh…
reinforcement-learningReinforcement LearningReinforcement Learning (RL)A Benchmark for Low-Switching-Cost Reinforcement Learning
A ubiquitous requirement in many practical reinforcement learning (RL) applications, including medical treatment, recommendation system, education and robotics, is that the deployed policy that actually interacts with th…
Atari Gamesreinforcement-learningReinforcement LearningReinforcement Learning (RL)Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learning
Motivated by real-world settings where data collection and policy deployment -- whether for a single agent or across multiple agents -- are costly, we study the problem of on-policy single-agent reinforcement learning (R…
Q-LearningReinforcement Learning (RL)Deep Q-Learning with Low Switching Cost
We initiate the study on deep reinforcement learning problems that require low switching cost, i.e., small number of policy switches during training. Such a requirement is ubiquitous in many applications, such as medica…
Atari GamesDeep Reinforcement LearningQ-LearningRecommendation Systems+1Is there a universal parametric city size distribution? Empirical evidence for 70 countries
We study the parametric description of the city size distribution (CSD) of 70 different countries (developed and developing) using seven models, as follows: the lognormal (LN), the loglogistic (LL), the double Pareto log…