Poster

A Kernel-Based Approach to Non-Stationary Reinforcement Learning in Metric Spaces

Omar Darwiche Domingues · Pierre Menard · Matteo Pirotta · Emilie Kaufmann · Michal Valko

Keywords: [ Reinforcement Learning ]

[ Abstract ]
Thu 15 Apr 7:30 a.m. PDT — 9:30 a.m. PDT

Abstract:

In this work, we propose KeRNS: an algorithm for episodic reinforcement learning in non-stationary Markov Decision Processes (MDPs) whose state-action set is endowed with a metric. Using a non-parametric model of the MDP built with time-dependent kernels, we prove a regret bound that scales with the covering dimension of the state-action space and the total variation of the MDP with time, which quantifies its level of non-stationarity. Our method generalizes previous approaches based on sliding windows and exponential discounting used to handle changing environments. We further propose a practical implementation of KeRNS, we analyze its regret and validate it experimentally.

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