On the Sample Complexity of Reinforcement Learning with a Generative Model

نویسندگان

  • Mohammad Gheshlaghi Azar
  • Rémi Munos
  • Hilbert J. Kappen
چکیده

We consider the problem of learning the optimal action-value function in the discountedreward Markov decision processes (MDPs). We prove a new PAC bound on the samplecomplexity of model-based value iteration algorithm in the presence of a generative model of the MDP, which indicates that for an MDP with N state-action pairs and the discount factor γ ∈ [0, 1) only O ( N log(N/δ)/ ( (1− γ)ε )) samples are required to find an ε-optimal estimation of the action-value function with the probability 1 − δ. We also prove a matching lower bound of Θ ( N log(N/δ)/ ( (1−γ)3ε2 )) on the sample complexity of estimating the optimal action-value function by every RL algorithm. To the best of our knowledge, this is the first minimax result on the sample complexity of estimating the optimal (action-)value function in which the upper bound matches the lower bound of RL in terms of N , ε, δ and 1 − γ. Also, both our lower bound and upper bound improve on the state-of-the-art in terms of 1/(1− γ).

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تاریخ انتشار 2012