Sample-efficient Learning of Infinite-horizon Average-reward MDPs with General Function Approximation

TL;DR

This paper introduces a new algorithmic framework called LOOP for learning infinite-horizon average-reward MDPs with general function approximation, providing a unified theoretical analysis and regret bounds across various models.

Contribution

It proposes the LOOP algorithm and the AGEC complexity measure, unifying analysis for nearly all AMDP models with theoretical regret guarantees.

Findings

LOOP achieves sublinear regret bounds in general AMDP settings.

The AGEC complexity measure captures exploration challenges across diverse AMDP models.

The framework encompasses linear, kernel, and Bellman eluder dimension-based AMDPs.

Abstract

We study infinite-horizon average-reward Markov decision processes (AMDPs) in the context of general function approximation. Specifically, we propose a novel algorithmic framework named Local-fitted Optimization with OPtimism (LOOP), which incorporates both model-based and value-based incarnations. In particular, LOOP features a novel construction of confidence sets and a low-switching policy updating scheme, which are tailored to the average-reward and function approximation setting. Moreover, for AMDPs, we propose a novel complexity measure -- average-reward generalized eluder coefficient (AGEC) -- which captures the challenge of exploration in AMDPs with general function approximation. Such a complexity measure encompasses almost all previously known tractable AMDP models, such as linear AMDPs and linear mixture AMDPs, and also includes newly identified cases such as kernel AMDPs and AMDPs with Bellman eluder dimensions. Using AGEC, we prove that LOOP achieves a sublinear $\tilde{\mathcal{O}}(\mathrm{poly}(d, \mathrm{sp}(V^*)) \sqrt{T\beta} )$ regret, where $d$ and $\beta$ correspond to AGEC and log-covering number of the hypothesis class respectively, $\mathrm{sp}(V^*)$ is the span of the optimal state bias function, $T$ denotes the number of steps, and $\tilde{\mathcal{O}} (\cdot) $ omits logarithmic factors. When specialized to concrete AMDP models, our regret bounds are comparable to those established by the existing algorithms designed specifically for these special cases. To the best of our knowledge, this paper presents the first comprehensive theoretical framework capable of handling nearly all AMDPs.