Improving Reinforcement Learning Sample-Efficiency using Local Approximation

Abstract

In this study, we derive Probably Approximately Correct (PAC) bounds on the asymptotic sample-complexity for RL within the infinite-horizon Markov Decision Process (MDP) setting that are sharper than those in existing literature. The premise of our study is twofold: firstly, the further two states are from each other, transition-wise, the less relevant the value of the first state is when learning the $ε$-optimal value of the second; secondly, the amount of 'effort', sample-complexity-wise, expended in learning the $ε$-optimal value of a state is independent of the number of samples required to learn the $ε$-optimal value of a second state that is a sufficient number of transitions away from the first. Inversely, states within each other's vicinity have values that are dependent on each other and will require a similar number of samples to learn. By approximating the original MDP using smaller MDPs constructed using subsets of the original's state-space, we are able to reduce the sample-complexity by a logarithmic factor to $O(SA \log A)$ timesteps, where $S$ and $A$ are the state and action space sizes. We are able to extend these results to an infinite-horizon, model-free setting by constructing a PAC-MDP algorithm with the aforementioned sample-complexity. We conclude with showing how significant the improvement is by comparing our algorithm against prior work in an experimental setting.