Efficient Reinforcement Learning in Factored MDPs with Application to Constrained RL
Authors: Xiaoyu Chen, Jiachen Hu, Lihong Li, Liwei Wang
Venue: ICLR 2021 Poster
Keywords: reinforcement learning, factored MDP, constrained RL, learning theory
Abstract: Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP.  The regret of FMDP-BF is shown to be exponentially smaller than that of optimal algorithms designed for non-factored MDPs, and improves on the best previous result for FMDPs~\citep{osband2014near} by a factor of $\sqrt{nH|\mathcal{S}_i|}$, where $|\mathcal{S}_i|$ is the cardinality of the factored state subspace, $H$ is the planning horizon and $n$ is the number of factored transition. To show the optimality of our bounds, we also provide a lower bound for FMDP, which indicates that our algorithm is near-optimal w.r.t. timestep $T$, horizon $H$ and factored state-action subspace cardinality. Finally, as an application, we study a new formulation of constrained RL, known as RL with knapsack constraints (RLwK), and provides the first sample-efficient algorithm based on FMDP-BF.