TY - GEN
T1 - Logarithmic regret for learning linear quadratic regulators efficiently
AU - Cassel, Asaf
AU - Cohen, Alon
AU - Koren, Tomer
N1 - Publisher Copyright:
© 2020 37th International Conference on Machine Learning, ICML 2020. All rights reserved.
PY - 2020
Y1 - 2020
N2 - We consider the problem of learning in Linear Quadratic Control systems whose transition parameters are initially unknown. Recent results in this setting have demonstrated efficient learning algorithms with regret growing with the square root of the number of decision steps. We present new efficient algorithms that achieve, perhaps surprisingly, regret that scales only (poly)logarithmically with the number of steps in two scenarios: when only the state transition matrix A is unknown, and when only the stateaction transition matrix B is unknown and the optimal policy satisfies a certain non-degeneracy condition. On the other hand, we give a lower bound that shows that when the latter condition is violated, square root regret is unavoidable.
AB - We consider the problem of learning in Linear Quadratic Control systems whose transition parameters are initially unknown. Recent results in this setting have demonstrated efficient learning algorithms with regret growing with the square root of the number of decision steps. We present new efficient algorithms that achieve, perhaps surprisingly, regret that scales only (poly)logarithmically with the number of steps in two scenarios: when only the state transition matrix A is unknown, and when only the stateaction transition matrix B is unknown and the optimal policy satisfies a certain non-degeneracy condition. On the other hand, we give a lower bound that shows that when the latter condition is violated, square root regret is unavoidable.
UR - http://www.scopus.com/inward/record.url?scp=85105220660&partnerID=8YFLogxK
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AN - SCOPUS:85105220660
T3 - 37th International Conference on Machine Learning, ICML 2020
SP - 1305
EP - 1314
BT - 37th International Conference on Machine Learning, ICML 2020
A2 - Daume, Hal
A2 - Singh, Aarti
PB - International Machine Learning Society (IMLS)
T2 - 37th International Conference on Machine Learning, ICML 2020
Y2 - 13 July 2020 through 18 July 2020
ER -