Reinforcement Learning Theory 1

Moderator: Amin Karbasi


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Wed 21 July 6:00 - 6:20 PDT
Bilinear Classes: A Structural Framework for Provable Generalization in RL

Simon Du · Sham Kakade · Jason Lee · Shachar Lovett · Gaurav Mahajan · Wen Sun · Ruosong Wang

This work introduces Bilinear Classes, a new structural framework, which permit generalization in reinforcement learning in a wide variety of settings through the use of function approximation. The framework incorporates nearly all existing models in which a polynomial sample complexity is achievable, and, notably, also includes new models, such as the Linear Q/V model in which both the optimal Q-function and the optimal V-function are linear in some known feature space. Our main result provides an RL algorithm which has polynomial sample complexity for Bilinear Classes; notably, this sample complexity is stated in terms of a reduction to the generalization error of an underlying supervised learning sub-problem. These bounds nearly match the best known sample complexity bounds for existing models. Furthermore, this framework also extends to the infinite dimensional (RKHS) setting: for the the Linear Q/V model, linear MDPs, and linear mixture MDPs, we provide sample complexities that have no explicit dependence on the explicit feature dimension (which could be infinite), but instead depends only on information theoretic quantities.

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Wed 21 July 6:20 - 6:25 PDT
Risk Bounds and Rademacher Complexity in Batch Reinforcement Learning

Yaqi Duan · Chi Jin · Zhiyuan Li

This paper considers batch Reinforcement Learning (RL) with general value function approximation. Our study investigates the minimal assumptions to reliably estimate/minimize Bellman error, and characterizes the generalization performance by (local) Rademacher complexities of general function classes, which makes initial steps in bridging the gap between statistical learning theory and batch RL. Concretely, we view the Bellman error as a surrogate loss for the optimality gap, and prove the followings: (1) In double sampling regime, the excess risk of Empirical Risk Minimizer (ERM) is bounded by the Rademacher complexity of the function class. (2) In the single sampling regime, sample-efficient risk minimization is not possible without further assumptions, regardless of algorithms. However, with completeness assumptions, the excess risk of FQI and a minimax style algorithm can be again bounded by the Rademacher complexity of the corresponding function classes. (3) Fast statistical rates can be achieved by using tools of local Rademacher complexity. Our analysis covers a wide range of function classes, including finite classes, linear spaces, kernel spaces, sparse linear features, etc.

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Wed 21 July 6:25 - 6:30 PDT
Online Policy Gradient for Model Free Learning of Linear Quadratic Regulators with √T Regret

Asaf Cassel · Tomer Koren

We consider the task of learning to control a linear dynamical system under fixed quadratic costs, known as the Linear Quadratic Regulator (LQR) problem. While model-free approaches are often favorable in practice, thus far only model-based methods, which rely on costly system identification, have been shown to achieve regret that scales with the optimal dependence on the time horizon T. We present the first model-free algorithm that achieves similar regret guarantees. Our method relies on an efficient policy gradient scheme, and a novel and tighter analysis of the cost of exploration in policy space in this setting.

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Wed 21 July 6:30 - 6:35 PDT
Reward Identification in Inverse Reinforcement Learning

Kuno Kim · Shivam Garg · Kirankumar Shiragur · Stefano Ermon

We study the problem of reward identifiability in the context of Inverse Reinforcement Learning (IRL). The reward identifiability question is critical to answer when reasoning about the effectiveness of using Markov Decision Processes (MDPs) as computational models of real world decision makers in order to understand complex decision making behavior and perform counterfactual reasoning. While identifiability has been acknowledged as a fundamental theoretical question in IRL, little is known about the types of MDPs for which rewards are identifiable, or even if there exist such MDPs. In this work, we formalize the reward identification problem in IRL and study how identifiability relates to properties of the MDP model. For deterministic MDP models with the MaxEntRL objective, we prove necessary and sufficient conditions for identifiability. Building on these results, we present efficient algorithms for testing whether or not an MDP model is identifiable.

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Wed 21 July 6:35 - 6:40 PDT
Online Optimization in Games via Control Theory: Connecting Regret, Passivity and Poincaré Recurrence

Yun Kuen Cheung · Georgios Piliouras

We present a novel control-theoretic understanding of online optimization and learning in games, via the notion of passivity. Passivity is a fundamental concept in control theory, which abstracts energy conservation and dissipation in physical systems. It has become a standard tool in analysis of general feedback systems, to which game dynamics belong. Our starting point is to show that all continuous-time Follow-the-Regularized-Leader (FTRL) dynamics, which include the well-known Replicator Dynamic, are lossless, i.e. it is passive with no energy dissipation. Interestingly, we prove that passivity implies bounded regret, connecting two fundamental primitives of control theory and online optimization.

The observation of energy conservation in FTRL inspires us to present a family of lossless learning dynamics, each of which has an underlying energy function with a simple gradient structure. This family is closed under convex combination; as an immediate corollary, any convex combination of FTRL dynamics is lossless and thus has bounded regret. This allows us to extend the framework of Fox & Shamma [Games 2013] to prove not just global asymptotic stability results for game dynamics, but Poincaré recurrence results as well. Intuitively, when a lossless game (e.g. graphical constant-sum game) is coupled with lossless learning dynamic, their interconnection is also lossless, which results in a pendulum-like energy-preserving recurrent behavior, generalizing Piliouras & Shamma [SODA 2014] and Mertikopoulos et al. [SODA 2018].

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Wed 21 July 6:40 - 6:45 PDT
Efficient Performance Bounds for Primal-Dual Reinforcement Learning from Demonstrations

Angeliki Kamoutsi · Goran Banjac · John Lygeros

We consider large-scale Markov decision processes with an unknown cost function and address the problem of learning a policy from a finite set of expert demonstrations. We assume that the learner is not allowed to interact with the expert and has no access to reinforcement signal of any kind. Existing inverse reinforcement learning methods come with strong theoretical guarantees, but are computationally expensive, while state-of-the-art policy optimization algorithms achieve significant empirical success, but are hampered by limited theoretical understanding. To bridge the gap between theory and practice, we introduce a novel bilinear saddle-point framework using Lagrangian duality. The proposed primal-dual viewpoint allows us to develop a model-free provably efficient algorithm through the lens of stochastic convex optimization. The method enjoys the advantages of simplicity of implementation, low memory requirements, and computational and sample complexities independent of the number of states. We further present an equivalent no-regret online-learning interpretation.

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Wed 21 July 6:45 - 6:50 PDT
Robust Reinforcement Learning using Least Squares Policy Iteration with Provable Performance Guarantees

Kishan Panaganti · Dileep Kalathil

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDPs framework is to find a policy that is robust against the parameter uncertainties due to the mismatch between the simulator model and real-world settings. We first propose the Robust Least Squares Policy Evaluation algorithm, which is a multi-step online model-free learning algorithm for policy evaluation. We prove the convergence of this algorithm using stochastic approximation techniques. We then propose Robust Least Squares Policy Iteration (RLSPI) algorithm for learning the optimal robust policy. We also give a general weighted Euclidean norm bound on the error (closeness to optimality) of the resulting policy. Finally, we demonstrate the performance of our RLSPI algorithm on some benchmark problems from OpenAI Gym.

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Wed 21 July 6:50 - 6:55 PDT

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