Open Problem: Order Optimal Regret Bounds for Kernel-Based Reinforcement Learning

TL;DR

This work highlights this open problem, overview existing partial results, and discusses related challenges of non-linear function approximation using kernel-based prediction.

Abstract

Reinforcement Learning (RL) has shown great empirical success in various application domains. The theoretical aspects of the problem have been extensively studied over past decades, particularly under tabular and linear Markov Decision Process structures. Recently, non-linear function approximation using kernel-based prediction has gained traction. This approach is particularly interesting as it naturally extends the linear structure, and helps explain the behavior of neural-network-based models at their infinite width limit. The analytical results however do not adequately address the performance guarantees for this case. We will highlight this open problem, overview existing partial results, and discuss related challenges.