Sample Complexity of Multi-task Reinforcement Learning
Emma Brunskill, Lihong Li
Transferring knowledge across a sequence of reinforcement-learning tasks is challenging, and has a number of important applications. Though there is encouraging empirical evidence that transfer can improve performance in subsequent reinforcement-learning tasks, there has been very little theoretical analysis. In this paper, we introduce a new multi-task algorithm for a sequence of reinforcement-learning tasks when each task is sampled independently from (an unknown) distribution over a finite set of Markov decision processes whose parameters are initially unknown. For this setting, we prove under certain assumptions that the per-task sample complexity of exploration is reduced significantly due to transfer compared to standard single-task algorithms. Our multi-task algorithm also has the desired characteristic that it is guaranteed not to exhibit negative transfer: in the worst case its per-task sample complexity is comparable to the corresponding single-task algorithm.
PDF Link: /papers/13/p122-brunskill.pdf
AUTHOR = "Emma Brunskill
and Lihong Li",
TITLE = "Sample Complexity of Multi-task Reinforcement Learning",
BOOKTITLE = "Proceedings of the Twenty-Ninth Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-13)",
PUBLISHER = "AUAI Press",
ADDRESS = "Corvallis, Oregon",
YEAR = "2013",
PAGES = "122--131"