On Overfitting and Asymptotic Bias in Batch Reinforcement Learning with Partial Observability (Extended Abstract)

Vincent Francois-Lavet, Guillaume Rabusseau, Joelle Pineau, Damien Ernst, Raphael Fonteneau

Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence

Journal track. Pages 5055-5059.

https://doi.org/10.24963/ijcai.2020/706

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Abstract

When an agent has limited information on its environment, the suboptimality of an RL algorithm can be decomposed into the sum of two terms: a term related to an asymptotic bias (suboptimality with unlimited data) and a term due to overfitting (additional suboptimality due to limited data). In the context of reinforcement learning with partial observability, this paper provides an analysis of the tradeoff between these two error sources. In particular, our theoretical analysis formally characterizes how a smaller state representation increases the asymptotic bias while decreasing the risk of overfitting.

Keywords

  • Machine Learning: Reinforcement Learning
  • Planning and Scheduling: POMDPs
  • Knowledge Representation and Reasoning: Reasoning about Knowledge and Belief
  • Machine Learning: Learning Theory
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