Hybrid Reinforcement Learning Breaks Sample Size Barriers in Linear MDPs
<|reference_start|>Hybrid Reinforcement Learning Breaks Sample Size Barriers in Linear MDPs: Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether hybrid RL can improve upon the existing lower bounds established in purely offline and purely online RL without relying on the single-policy concentrability assumption. While Li et al. (2023) provided an affirmative answer to this question in the tabular PAC RL case, the question remains unsettled for both the regret-minimizing RL case and the non-tabular case.   In this work, building upon recent advancements in offline RL and reward-agnostic exploration, we develop computationally efficient algorithms for both PAC and regret-minimizing RL with linear function approximation, without single-policy concentrability. We demonstrate that these algorithms achieve sharper error or regret bounds that are no worse than, and can improve on, the optimal sample complexity in offline RL (the first algorithm, for PAC RL) and online RL (the second algorithm, for regret-minimizing RL) in linear Markov decision processes (MDPs), regardless of the quality of the behavior policy. To our knowledge, this work establishes the tightest theoretical guarantees currently available for hybrid RL in linear MDPs.<|reference_end|>
@article{tan2024hybrid,
    title={Hybrid Reinforcement Learning Breaks Sample Size Barriers in Linear MDPs},
    author={Kevin Tan, Wei Fan, Yuting Wei},
    journal={arXiv preprint arXiv:2408.04526},
    year={2024},
    archivePrefix={arXiv},
    eprint={2408.04526},
    primaryClass={stat.ML cs.LG}
}