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Reinforcement Learning with Lookahead Information

Nadav Merlis

TL;DR

This work designs provably-efficient learning algorithms able to incorporate lookahead information and proves that their algorithms achieve tight regret versus a baseline that also has access to lookahead information - linearly increasing the amount of collected reward compared to agents that cannot handle lookahead information.

Abstract

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including transactions, navigation and more. When the environment is known, previous work shows that this lookahead information can drastically increase the collected reward. However, outside of specific applications, existing approaches for interacting with unknown environments are not well-adapted to these observations. In this work, we close this gap and design provably-efficient learning algorithms able to incorporate lookahead information. To achieve this, we perform planning using the empirical distribution of the reward and transition observations, in contrast to vanilla approaches that only rely on estimated expectations. We prove that our algorithms achieve tight regret versus a baseline that also has access to lookahead information - linearly increasing the amount of collected reward compared to agents that cannot handle lookahead information.

Reinforcement Learning with Lookahead Information

TL;DR

This work designs provably-efficient learning algorithms able to incorporate lookahead information and proves that their algorithms achieve tight regret versus a baseline that also has access to lookahead information - linearly increasing the amount of collected reward compared to agents that cannot handle lookahead information.

Abstract

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including transactions, navigation and more. When the environment is known, previous work shows that this lookahead information can drastically increase the collected reward. However, outside of specific applications, existing approaches for interacting with unknown environments are not well-adapted to these observations. In this work, we close this gap and design provably-efficient learning algorithms able to incorporate lookahead information. To achieve this, we perform planning using the empirical distribution of the reward and transition observations, in contrast to vanilla approaches that only rely on estimated expectations. We prove that our algorithms achieve tight regret versus a baseline that also has access to lookahead information - linearly increasing the amount of collected reward compared to agents that cannot handle lookahead information.
Paper Structure (43 sections, 33 theorems, 179 equations, 2 figures, 4 algorithms)

This paper contains 43 sections, 33 theorems, 179 equations, 2 figures, 4 algorithms.

Key Result

Proposition 0

The optimal value of one-step reward lookahead agents satisfies Also, given reward observations $\boldsymbol{R}=\{*\}{R(a)}_{a\in\mathcal{A}}$ at state $s$ and step $h$, the optimal policy is

Figures (2)

  • Figure 1: Two-state prophet-like problem
  • Figure 2: Random chain: agents start at the left side and must reach its right side to collect a reward.

Theorems & Definitions (60)

  • Proposition 0
  • Theorem 0
  • Proposition 0
  • Theorem 0
  • Proposition 0
  • proof
  • Remark 1
  • Lemma 1
  • proof
  • Lemma 2: Value-Difference Lemma with Reward Lookahead
  • ...and 50 more