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Kernel-based reinforcement Learning: A finite-time analysis

Abstract : We consider the exploration-exploitation dilemma in finite-horizon reinforcement learning problems whose state-action space is endowed with a metric. We introduce Kernel-UCBVI, a model-based optimistic algorithm that leverages the smoothness of the MDP and a non-parametric kernel estimator of the rewards and transitions to efficiently balance exploration and exploitation. Unlike existing approaches with regret guarantees, it does not use any kind of partitioning of the state-action space. For problems with $K$ episodes and horizon $H$, we provide a regret bound of O H 3 K max(1 2 , 2d 2d+1) , where $d$ is the covering dimension of the joint state-action space. This is the first regret bound for kernel-based RL using smoothing kernels, which requires very weak assumptions on the MDP and has been previously applied to a wide range of tasks. We empirically validate our approach in continuous MDPs with sparse rewards.
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Contributor : Michal Valko Connect in order to contact the contributor
Submitted on : Friday, July 16, 2021 - 3:23:10 PM
Last modification on : Tuesday, June 14, 2022 - 11:58:47 AM


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  • HAL Id : hal-02541790, version 2



Omar D Domingues, Pierre Ménard, Matteo Pirotta, Emilie Kaufmann, Michal Valko. Kernel-based reinforcement Learning: A finite-time analysis. International Conference on Machine Learning, Jul 2021, Vienna / Virtual, Austria. ⟨hal-02541790v2⟩



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