Provably adaptive reinforcement learning in metric spaces

Part of Advances in Neural Information Processing Systems 33 (NeurIPS 2020)

Authors

Tongyi Cao, Akshay Krishnamurthy

Abstract

We study reinforcement learning in continuous state and action spaces endowed with a metric. We provide a refined analysis of the algorithm of Sinclair, Banerjee, and Yu (2019) and show that its regret scales with the zooming dimension of the instance. This parameter, which originates in the bandit literature, captures the size of the subsets of near optimal actions and is always smaller than the covering dimension used in previous analyses. As such, our results are the first provably adaptive guarantees for reinforcement learning in metric spaces.