Abstract: Entropic regularization of policies in Reinforcement Learning (RL) is a
commonly used heuristic to ensure that the learned policy explores the
state-space sufficiently before overfitting to a local optimal policy. The
primary motivation for using entropy is for exploration and disambiguating
optimal policies; however, the theoretical effects are not entirely understood.
In this work, we study the more general regularized RL objective and using
Fenchel duality; we derive the dual problem which takes the form of an
adversarial reward problem. In particular, we find that the optimal policy
found by a regularized objective is precisely an optimal policy of a
reinforcement learning problem under a worst-case adversarial reward. Our
result allows us to reinterpret the popular entropic regularization scheme as a
form of robustification. Furthermore, due to the generality of our results, we
apply to other existing regularization schemes. Our results thus give insights
into the effects of regularization of policies and deepen our understanding of
exploration through robust rewards at large.