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Guarantees for Epsilon-Greedy Reinforcement Learning with Function Approximation

ICML 2022 · Reinforcement learning › MDPs and planning · approach: Rich-observation exploration · 26 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use myopic exploration with least-squares value iteration under a Bellman Eluder dimension and positive myopic exploration gapValue-function-based RL in episodic MDPs · Episodic MDPs with bounded Bellman Eluder dimensionepisodes selecting functions in F': O(\frac{\ln c(\cF', \cF)}{\alpha(\cF', \cF)^2} H^2 d \ln (\frac{\bar N_{\cF}(T^{-1})\ln T}{\delta}))Helped
Use ε-greedy explorationValue-function-based RL · Tabular MDPsepisodes selecting suboptimal functions: \Omega(\frac{S}{\alpha(\cF', \cF)^2})Hurt
Use ε-greedy exploration when the gap scales as (ε/A)^{h/2} times suboptimalityValue-function-based RL · Episodic MDPsregret: \widetilde O(H^{\frac{h+3}{h+2}} T^{\frac{h+1}{h+2}} (h A^h d \ln \frac{\bar N_{\cF}(T^{-1})}{\delta})^{\frac{1}{h+2}})Helped
Use ε-greedy in a contextual bandit structure where actions do not affect transitionsε-greedy RL · Contextual banditsmyopic exploration gap: \sqrt{\frac{\varepsilon}{A}} (V^{\star}_1(x_1) - V^{\pi^f}_1(x_1))Helped
Make transition distributions similar across actionsε-greedy · MDPs with multiplicative action variation δ_Pmyopic exploration gap: \sqrt{\frac{\varepsilon}{A \delta_P^H}} \cdot (V_1^{\star}(x_1) - V_1^{\pi^f}(x_1))Helped
Add intermediate rewards along the shortest routeε-greedy · Grid-world navigation with breadcrumbs every B stepsmyopic exploration gap: \frac{1}{2H} (\frac{\varepsilon}{A})^{B/2}Helped
Add dense breadcrumbs that distract from the goalε-greedy · Grid-world navigation with distracting breadcrumbsmyopic exploration gap: \alpha(f, \cF) = \frac{1}{2} (\frac{\varepsilon}{A})^{H/2} if π^f reaches all breadcrumbs; otherwise ≥ \frac{1}{2H} (\frMixed
Apply potential-based reward shaping while keeping policy returns unchangedε-greedy in tabular MDPs · Tabular MDPsmyopic exploration gap: identicalNo clear effect

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