Finite-Sample Analysis of Policy Evaluation for Robust Average Reward Reinforcement Learning
NeutralArtificial Intelligence
- A new study presents the first finite-sample analysis of policy evaluation in robust average-reward Markov Decision Processes (MDPs), addressing the previously unresolved issue of sample complexity. The research demonstrates that the robust Bellman operator is a contraction under a specific semi-norm and introduces a stochastic approximation framework that utilizes Multi-Level Monte Carlo techniques for efficient estimation.
- This development is significant as it provides a concrete method for evaluating policies in reinforcement learning, which is crucial for applications requiring robust decision-making under uncertainty. The findings could enhance the efficiency and reliability of algorithms used in various AI applications.
- The study aligns with ongoing efforts to improve reinforcement learning methodologies, particularly in the context of Markov Decision Processes. It highlights the importance of finite-sample analysis in developing practical algorithms, contrasting with previous works that focused solely on asymptotic guarantees. This reflects a broader trend in AI research towards creating more efficient and applicable learning models.
— via World Pulse Now AI Editorial System
