Poster
in
Workshop: Exploration in AI Today (EXAIT)
Instance-Dependent Fixed-Budget Pure Exploration in Reinforcement Learning
Yeongjong Kim · Yeoneung Kim · Kwang-Sung Jun
Keywords: [ MDP ] [ Pure Exploration ] [ Fixed Budget ] [ Reinforcement Learning ]
Abstract:
We study the problem of fixed-budget pure exploration in reinforcement learning.The goal is to identify a near-optimal policy, given a fixed budget on the number of interactions with the environment.Unlike the standard PAC setting, we do not require the target error level $\epsilon$ and failure rate $\dt$ as input.We propose novel algorithms and provide, to the best of our knowledge, the first instance-dependent theoretical guarantee for this setting. Our analysis yields an $\epsilon$-correctness guarantee with instance-dependent probability, characterizing the budget requirements in terms of the problem-specific hardness of exploration. As a core component of our analysis, we derive an $\epsilon$-good guarantee for the multiple bandit problem—solving multiple multi-armed bandit instances simultaneously—which may be of independent interest. To enable our analysis, we also develop tools for reward-free exploration under the fixed-budget setting, which we believe will be useful for future work in this area.
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