{"id":853458,"date":"2022-06-17T04:50:23","date_gmt":"2022-06-17T11:50:23","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/"},"modified":"2022-06-17T04:50:23","modified_gmt":"2022-06-17T11:50:23","slug":"provable-reinforcement-learning-with-a-short-term-memory","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/provable-reinforcement-learning-with-a-short-term-memory\/","title":{"rendered":"Provable Reinforcement Learning with a Short-Term Memory"},"content":{"rendered":"
Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial observability in general is extremely challenging, as a number of worst-case statistical and computational barriers are known in learning Partially Observable Markov Decision Processes (POMDPs). Motivated by the problem structure in several physical applications, as well as a commonly used technique known as “frame stacking”, this paper proposes to study a new subclass of POMDPs, whose latent states can be decoded by the most recent history of a short length m. We establish a set of upper and lower bounds on the sample complexity for learning near-optimal policies for this class of problems in both tabular and rich-observation settings (where the number of observations is enormous). In particular, in the rich-observation setting, we develop new algorithms using a novel “moment matching” approach with a sample complexity that scales exponentially with the short length m rather than the problem horizon, and is independent of the number of observations. Our results show that a short-term memory suffices for reinforcement learning in these environments.<\/p>\n","protected":false},"excerpt":{"rendered":"
Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial observability in general is extremely challenging, as a number of worst-case statistical and computational barriers are known in learning Partially Observable 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