Provably Efficient Q-learning for Robust Reinforcement Learning
Yuchen Jiao, Gen Li
Standard reinforcement learning (RL) algorithms based on Markov Decision Processes (MDPs) are vulnerable to sim-to-real gaps. To address this issue, distributionally robust RL algorithms based on robust MDPs (RMDPs) have been proposed, for ensuring that agents can perform reliably to unpredictable conditions in real-world environments. Despite of the rich literature, \revision{an efficient model-free method is still lacking} for robust RL, particularly for Markovian data, which is more relevant in practical applications. In this work, we take a step towards settling this problem by proposing a sample efficient (asynchronous Q-learning) algorithm for robust RL. In particular, consider a $γ$-discounted infinite-horizon RMDP with state space $\mathcal{S}$ and action space $\mathcal{A}$, where the uncertainty set is specified by the total variation (TV) distance with uncertainty level $σ$. Assuming access to a single trajectory of Markovian samples induced by a behavior policy and the nominal transition kernel, the sample complexity of the proposed Q-learning algorithm --- to achieve an entrywise $\varepsilon$-approximation of the optimal Q-function --- is bounded by $$ \frac{1}{μ_{\mathsf{min}}\varepsilon^2(1-γ)^3\max\{1-γ,σ\}} + \frac{t_{\mathsf{mix}}}{μ_{\mathsf{min}}(1-γ)} $$ up to logarithmic factors. Here, $t_{\mathsf{mix}}$ and $μ_{\mathsf{min}}$ denote the mixing time and the minimum state-action occupancy probability of the sample trajectory, respectively. This result is nearly minimax optimal, with an additional factor of $\frac{1}{1-γ}$. Moreover, it achieves a significant improvement over existing bounds.
尚无 AI 解读，展示原文摘要