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Inexperienced RL Agents Can’t Get It Right: Lower Bounds on Regret at Finite Sample Complexity
Proceedings of The 1st Conference on Lifelong Learning Agents, PMLR 199:327-334, 2022.
Abstract
We consider a family $\mathcal M$ of MDPs over given state and action spaces, and an agent that is sequentially confronted with tasks from $\mathcal M$. Although stated for this stepwise change in distributions, the insight we develop is informative for continually changing distributions as well. In order to study how structure of $\mathcal M$, viewed as a learning environment, impacts the learning efficiency of the agent, we formulate an RL analog of fat shattering dimension for MDP families and show that this implies a nontrivial lower bound on regret as long as insufficiently many steps have been taken. More precisely, for some constant $c$ which depends on shattering $d$ states, an inexperienced agent that has explored the learning environment for fewer than $d$ steps will necessarily have regret above $c$ on some MDP in the family.