Provably Efficient Kernelized Q-Learning
- URL: http://arxiv.org/abs/2204.10349v1
- Date: Thu, 21 Apr 2022 18:08:22 GMT
- Title: Provably Efficient Kernelized Q-Learning
- Authors: Shuang Liu and Hao Su
- Abstract summary: We propose and analyze a kernelized version of Q-learning.
We derive regret bounds for arbitrary kernels.
We test our algorithm on a suite of classic control tasks.
- Score: 26.37242007290973
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We propose and analyze a kernelized version of Q-learning. Although a kernel
space is typically infinite-dimensional, extensive study has shown that
generalization is only affected by the effective dimension of the data. We
incorporate such ideas into the Q-learning framework and derive regret bounds
for arbitrary kernels. In particular, we provide concrete bounds for linear
kernels and Gaussian RBF kernels; notably, the latter bound looks almost
identical to the former, only that the actual dimension is replaced by a
different notion of dimensionality. Finally, we test our algorithm on a suite
of classic control tasks; remarkably, under the Gaussian RBF kernel, it
achieves reasonably good performance after only 1000 environmental steps, while
its neural network counterpart, deep Q-learning, still struggles.
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