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Sample Complexity of Transfer Reinforcement Learning
Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence, PMLR R11:342-351, 2013.
Abstract
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 intro- duce a new multi-task algorithm for a sequence of reinforcement-learning tasks when each task is sampled independently from (an unknown) dis- tribution over a finite set of Markov decision pro- cesses whose parameters are initially unknown. For this setting, we prove under certain assump- tions that the per-task sample complexity of ex- ploration is reduced significantly due to trans- fer 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 corre- sponding single-task algorithm.