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Poster

On the Model-Misspecification in Reinforcement Learning

Yunfan Li · Lin Yang

MR1 & MR2 - Number 14

Abstract: The success of reinforcement learning (RL) crucially depends on effective function approximation when dealing with complex ground-truth models. Existing sample-efficient RL algorithms primarily employ three approaches to function approximation: policy-based, value-based, and model-based methods. However, in the face of model misspecification—a disparity between the ground-truth and optimal function approximators— it is shown that policy-based approaches can be robust even when the policy function approximation is under a large \emph{locally-bounded} misspecification error, with which the function class may exhibit a Ω(1) approximation error in specific states and actions, but remains small on average within a policy-induced state distribution. Yet it remains an open question whether similar robustness can be achieved with value-based and model-based approaches, especially with general function approximation. To bridge this gap, in this paper we present a unified theoretical framework for addressing model misspecification in RL. We demonstrate that, through meticulous algorithm design and sophisticated analysis, value-based and model-based methods employing general function approximation can achieve robustness under local misspecification error bounds. In particular, they can attain a regret bound of O~(poly(dH)(K+Kζ)), where d represents the complexity of the function class, H is the episode length, K is the total number of episodes, and ζ denotes the local bound for misspecification error. Furthermore, we propose an algorithmic framework that can achieve the same order of regret bound without prior knowledge of ζ, thereby enhancing its practical applicability.

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