Agnostic Q-learning with Function Approximation in Deterministic Systems: Tight Bounds on Approximation Error and Sample Complexity

• URL: http://arxiv.org/abs/2002.07125v1
• Date: Mon, 17 Feb 2020 18:41:49 GMT
• Title: Agnostic Q-learning with Function Approximation in Deterministic Systems: Tight Bounds on Approximation Error and Sample Complexity
• Authors: Simon S. Du, Jason D. Lee, Gaurav Mahajan, Ruosong Wang
• Abstract summary: We study the problem of agnostic $Q$-learning with function approximation in deterministic systems. We show that if $delta = Oleft(rho/sqrtdim_Eright)$, then one can find the optimal policy using $Oleft(dim_Eright)$.
• Score: 94.37110094442136
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: The current paper studies the problem of agnostic $Q$-learning with function approximation in deterministic systems where the optimal $Q$-function is approximable by a function in the class $\mathcal{F}$ with approximation error $\delta \ge 0$. We propose a novel recursion-based algorithm and show that if $\delta = O\left(\rho/\sqrt{\dim_E}\right)$, then one can find the optimal policy using $O\left(\dim_E\right)$ trajectories, where $\rho$ is the gap between the optimal $Q$-value of the best actions and that of the second-best actions and $\dim_E$ is the Eluder dimension of $\mathcal{F}$. Our result has two implications: 1) In conjunction with the lower bound in [Du et al., ICLR 2020], our upper bound suggests that the condition $\delta = \widetilde{\Theta}\left(\rho/\sqrt{\mathrm{dim}_E}\right)$ is necessary and sufficient for algorithms with polynomial sample complexity. 2) In conjunction with the lower bound in [Wen and Van Roy, NIPS 2013], our upper bound suggests that the sample complexity $\widetilde{\Theta}\left(\mathrm{dim}_E\right)$ is tight even in the agnostic setting. Therefore, we settle the open problem on agnostic $Q$-learning proposed in [Wen and Van Roy, NIPS 2013]. We further extend our algorithm to the stochastic reward setting and obtain similar results.

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