Fast Rates for Maximum Entropy Exploration

Abstract

We address the challenge of exploration in reinforcement learning (RL) when the agent operates in an unknown environment with sparse or no rewards. In this work, we study the maximum entropy exploration problem of two different types. The first type is visitation entropy maximization previously considered by Hazan et al. (2019) in the discounted setting. For this type of exploration, we propose a game-theoretic algorithm that has $\widetilde{\mathcal{O}}(H^3S^2A/\varepsilon^2)$ sample complexity thus improving the $\varepsilon$-dependence upon existing results, where $S$ is a number of states, $A$ is a number of actions, $H$ is an episode length, and $\varepsilon$ is a desired accuracy. The second type of entropy we study is the trajectory entropy. This objective function is closely related to the entropy-regularized MDPs, and we propose a simple algorithm that has a sample complexity of order $\widetilde{\mathcal{O}}(\mathrm{poly}(S,A,H)/\varepsilon)$. Interestingly, it is the first theoretical result in RL literature that establishes the potential statistical advantage of regularized MDPs for exploration. Finally, we apply developed regularization techniques to reduce sample complexity of visitation entropy maximization to $\widetilde{\mathcal{O}}(H^2SA/\varepsilon^2)$, yielding a statistical separation between maximum entropy exploration and reward-free exploration.

Cite

Text

Tiapkin et al. "Fast Rates for Maximum Entropy Exploration." International Conference on Machine Learning, 2023.

Markdown

[Tiapkin et al. "Fast Rates for Maximum Entropy Exploration." International Conference on Machine Learning, 2023.](https://mlanthology.org/icml/2023/tiapkin2023icml-fast/)

BibTeX

@inproceedings{tiapkin2023icml-fast,
  title     = {{Fast Rates for Maximum Entropy Exploration}},
  author    = {Tiapkin, Daniil and Belomestny, Denis and Calandriello, Daniele and Moulines, Eric and Munos, Remi and Naumov, Alexey and Perrault, Pierre and Tang, Yunhao and Valko, Michal and Menard, Pierre},
  booktitle = {International Conference on Machine Learning},
  year      = {2023},
  pages     = {34161-34221},
  volume    = {202},
  url       = {https://mlanthology.org/icml/2023/tiapkin2023icml-fast/}
}