An Option-Dependent Analysis of Regret Minimization Algorithms in Finite-Horizon Semi-Markov Decision Processes

• URL: http://arxiv.org/abs/2305.06936v1
• Date: Wed, 10 May 2023 15:00:05 GMT
• Title: An Option-Dependent Analysis of Regret Minimization Algorithms in Finite-Horizon Semi-Markov Decision Processes
• Authors: Gianluca Drappo, Alberto Maria Metelli, Marcello Restelli
• Abstract summary: We present an option-dependent upper bound to the regret suffered by regret minimization algorithms in finite-horizon problems. We illustrate that the performance improvement derives from the planning horizon reduction induced by the temporal abstraction enforced by the hierarchical structure.
• Score: 47.037877670620524
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: A large variety of real-world Reinforcement Learning (RL) tasks is characterized by a complex and heterogeneous structure that makes end-to-end (or flat) approaches hardly applicable or even infeasible. Hierarchical Reinforcement Learning (HRL) provides general solutions to address these problems thanks to a convenient multi-level decomposition of the tasks, making their solution accessible. Although often used in practice, few works provide theoretical guarantees to justify this outcome effectively. Thus, it is not yet clear when to prefer such approaches compared to standard flat ones. In this work, we provide an option-dependent upper bound to the regret suffered by regret minimization algorithms in finite-horizon problems. We illustrate that the performance improvement derives from the planning horizon reduction induced by the temporal abstraction enforced by the hierarchical structure. Then, focusing on a sub-setting of HRL approaches, the options framework, we highlight how the average duration of the available options affects the planning horizon and, consequently, the regret itself. Finally, we relax the assumption of having pre-trained options to show how in particular situations, learning hierarchically from scratch could be preferable to using a standard approach.

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