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Logarithmic Regret for Reinforcement Learning with Linear Function Approximation
Jiafan He · Dongruo Zhou · Quanquan Gu
Abstract:
Reinforcement learning (RL) with linear function approximation has received increasing attention recently.
However, existing work has focused on obtaining $\sqrt{T}$-type regret bound, where $T$ is the number
of interactions with the MDP.
In this paper, we show that logarithmic regret is attainable under two recently proposed linear MDP assumptions provided that there exists a positive sub-optimality gap for the optimal action-value function. More specifically, under the linear MDP assumption (Jin et al., 2020), the LSVI-UCB algorithm can achieve $\tilde{O}(d^{3}H^5/\text{gap}_{\text{min}}\cdot \log(T))$regret; and under the linear mixture MDP assumption (Ayoub et al., 2020), the UCRL-VTR algorithm can achieve $\tilde{O}(d^{2}H^5/\text{gap}_{\text{min}}\cdot \log^3(T))$ regret, where $d$ is the dimension of feature mapping, $H$ is the length of episode, $\text{gap}_{\text{min}}$ is the minimal sub-optimality gap, and $\tilde O$ hides all logarithmic terms except $\log(T)$. To the best of our knowledge, these are the first logarithmic regret bounds for RL with linear function approximation. We also establish gap-dependent lower bounds for the two linear MDP models.
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