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Title: Model-Based Reinforcement Learning with a Generative Model is Minimax Optimal
This work considers the sample and computational complexity of obtaining an $\epsilon$-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this model, the learner accesses the underlying transition model via a sampling oracle that provides a sample of the next state, when given any state-action pair as input. We are interested in a basic and unresolved question in model based planning: is this naïve “plug-in” approach — where we build the maximum likelihood estimate of the transition model in the MDP from observations and then find an optimal policy in this empirical MDP — non-asymptotically, minimax optimal? Our main result answers this question positively. With regards to computation, our result provides a simpler approach towards minimax optimal planning: in comparison to prior model-free results, we show that using \emph{any} high accuracy, black-box planning oracle in the empirical model suffices to obtain the minimax error rate. The key proof technique uses a leave-one-out analysis, in a novel “absorbing MDP” construction, to decouple the statistical dependency issues that arise in the analysis of model-based planning; this construction may be helpful more generally.  more » « less
Award ID(s):
1703574
NSF-PAR ID:
10177060
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Proceedings of Machine Learning Research
Volume:
125
ISSN:
2640-3498
Page Range / eLocation ID:
67-83
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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