Nearly Optimal Latent State Decoding in Block MDPs
- URL: http://arxiv.org/abs/2208.08480v1
- Date: Wed, 17 Aug 2022 18:49:53 GMT
- Title: Nearly Optimal Latent State Decoding in Block MDPs
- Authors: Yassir Jedra, Junghyun Lee, Alexandre Prouti\`ere, Se-Young Yun
- Abstract summary: In episodic Block MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states.
We are first interested in estimating the latent state decoding function based on data generated under a fixed behavior policy.
We then study the problem of learning near-optimal policies in the reward-free framework.
- Score: 74.51224067640717
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We investigate the problems of model estimation and reward-free learning in
episodic Block MDPs. In these MDPs, the decision maker has access to rich
observations or contexts generated from a small number of latent states. We are
first interested in estimating the latent state decoding function (the mapping
from the observations to latent states) based on data generated under a fixed
behavior policy. We derive an information-theoretical lower bound on the error
rate for estimating this function and present an algorithm approaching this
fundamental limit. In turn, our algorithm also provides estimates of all the
components of the MDP. We then study the problem of learning near-optimal
policies in the reward-free framework. Based on our efficient model estimation
algorithm, we show that we can infer a policy converging (as the number of
collected samples grows large) to the optimal policy at the best possible rate.
Interestingly, our analysis provides necessary and sufficient conditions under
which exploiting the block structure yields improvements in the sample
complexity for identifying near-optimal policies. When these conditions are
met, the sample complexity in the minimax reward-free setting is improved by a
multiplicative factor $n$, where $n$ is the number of possible contexts.
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