Model-free Reinforcement Learning in Infinite-horizon Average-reward Markov Decision Processes

Code

• github.com/bahh723/model-free-rl-algos
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Abstract

Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov Decision Processes (MDPs). The first algorithm reduces the problem to the discounted-reward version and achieves O(T^2/3) regret after T steps, under the minimal assumption of weakly communicating MDPs. To our knowledge, this is the first model-free algorithm for general MDPs in this setting. The second algorithm makes use of recent advances in adaptive algorithms for adversarial multi-armed bandits and improves the regret to O(T), albeit with a stronger ergodic assumption. This result significantly improves over the O(T^3/4) regret achieved by the only existing model-free algorithm by Abbasi-Yadkori et al. (2019a) for ergodic MDPs in the infinite-horizon average-reward setting.

Tasks

Reproductions