Planning in Markov Decision Processes with Gap-Dependent Sample Complexity
Résumé
We propose MDP-GapE, a new trajectory-based Monte-Carlo Tree Search algorithm for planning in a Markov Decision Process in which transitions have a finite support. We prove an upper bound on the number of calls to the generative models needed for MDP-GapE to identify a near-optimal action with high probability. This problem-dependent sample complexity result is expressed in terms of the sub-optimality gaps of the state-action pairs that are visited during exploration. Our experiments reveal that MDP-GapE is also effective in practice, in contrast with other algorithms with sample complexity guarantees in the fixed-confidence setting, that are mostly theoretical.
Domaines
Machine Learning [stat.ML]
Fichier principal
MDPGapE_hal.pdf (659 Ko)
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budget.pdf (188.19 Ko)
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simple_regret.pdf (237.85 Ko)
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| Origine | Fichiers produits par l'(les) auteur(s) |
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| Origine | Fichiers produits par l'(les) auteur(s) |
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