The regret lower bound for communicating Markov Decision Processes

Fuente: arXiv
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Main Authors: Boone, Victor, Maillard, Odalric-Ambrym
Format: Preprint
Published: 2025
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author Boone, Victor
Maillard, Odalric-Ambrym
author_facet Boone, Victor
Maillard, Odalric-Ambrym
contents This paper is devoted to the extension of the regret lower bound beyond ergodic Markov decision processes (MDPs) in the problem dependent setting. While the regret lower bound for ergodic MDPs is well-known and reached by tractable algorithms, we prove that the regret lower bound becomes significatively more complex in communicating MDPs. Our lower bound revisits the necessary explorative behavior of consistent learning agents and further explains that all optimal regions of the environment must be overvisited compared to sub-optimal ones, a phenomenon that we refer to as co-exploration. In tandem, we show that these two explorative and co-explorative behaviors are intertwined with navigation constraints obtained by scrutinizing the navigation structure at logarithmic scale. The resulting lower bound is expressed as the solution of an optimization problem that, in many standard classes of MDPs, can be specialized to recover existing results. From a computational perspective, it is provably $Σ_2^\textrm{P}$-hard in general and as a matter of fact, even testing the membership to the feasible region is coNP-hard. We further provide an algorithm to approximate the lower bound in a constructive way.
format Preprint
id arxiv_https___arxiv_org_abs_2501_13013
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The regret lower bound for communicating Markov Decision Processes
Boone, Victor
Maillard, Odalric-Ambrym
Machine Learning
This paper is devoted to the extension of the regret lower bound beyond ergodic Markov decision processes (MDPs) in the problem dependent setting. While the regret lower bound for ergodic MDPs is well-known and reached by tractable algorithms, we prove that the regret lower bound becomes significatively more complex in communicating MDPs. Our lower bound revisits the necessary explorative behavior of consistent learning agents and further explains that all optimal regions of the environment must be overvisited compared to sub-optimal ones, a phenomenon that we refer to as co-exploration. In tandem, we show that these two explorative and co-explorative behaviors are intertwined with navigation constraints obtained by scrutinizing the navigation structure at logarithmic scale. The resulting lower bound is expressed as the solution of an optimization problem that, in many standard classes of MDPs, can be specialized to recover existing results. From a computational perspective, it is provably $Σ_2^\textrm{P}$-hard in general and as a matter of fact, even testing the membership to the feasible region is coNP-hard. We further provide an algorithm to approximate the lower bound in a constructive way.
title The regret lower bound for communicating Markov Decision Processes
topic Machine Learning
url https://arxiv.org/abs/2501.13013