Reinforcement Learning with Function Approximation: From Linear to Nonlinear

• URL: http://arxiv.org/abs/2302.09703v2
• Date: Fri, 19 May 2023 01:01:39 GMT
• Title: Reinforcement Learning with Function Approximation: From Linear to Nonlinear
• Authors: Jihao Long and Jiequn Han
• Abstract summary: This paper reviews recent results on error analysis for reinforcement learning algorithms in linear or nonlinear approximation settings. We discuss various properties related to approximation error and present concrete conditions on transition probability and reward function.
• Score: 4.314956204483073
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Function approximation has been an indispensable component in modern reinforcement learning algorithms designed to tackle problems with large state spaces in high dimensions. This paper reviews recent results on error analysis for these reinforcement learning algorithms in linear or nonlinear approximation settings, emphasizing approximation error and estimation error/sample complexity. We discuss various properties related to approximation error and present concrete conditions on transition probability and reward function under which these properties hold true. Sample complexity analysis in reinforcement learning is more complicated than in supervised learning, primarily due to the distribution mismatch phenomenon. With assumptions on the linear structure of the problem, numerous algorithms in the literature achieve polynomial sample complexity with respect to the number of features, episode length, and accuracy, although the minimax rate has not been achieved yet. These results rely on the $L^\infty$ and UCB estimation of estimation error, which can handle the distribution mismatch phenomenon. The problem and analysis become substantially more challenging in the setting of nonlinear function approximation, as both $L^\infty$ and UCB estimation are inadequate for bounding the error with a favorable rate in high dimensions. We discuss additional assumptions necessary to address the distribution mismatch and derive meaningful results for nonlinear RL problems.

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