One Policy is Enough: Parallel Exploration with a Single Policy is Minimax Optimal for Reward-Free Reinforcement Learning
Abstract
Although parallelism has been extensively used in Reinforcement Learning (RL), the quantitative effects of parallel exploration are not well understood theoretically. We study the benefits of simple parallel exploration for reward-free RL in linear Markov decision processes (MDPs) and two-player zero-sum Markov games (MGs). In contrast to the existing literature, which focuses on approaches that encourage agents to explore over a diverse set of policies, we show that using a single policy to guide exploration across all agents is sufficient to obtain an almost-linear speedup in all cases compared to their fully sequential counterpart. Furthermore, we demonstrate that this simple procedure is near-minimax optimal in the reward-free setting for linear MDPs. From a practical perspective, our paper shows that a single policy is sufficient and provably near-optimal for incorporating parallelism during the exploration phase.
Type
Publication
International Conference on Artificial Intelligence and Statistics (AISTATS)

Authors
PhD (2019-2024)
Boxiang Lyu was a PhD student in the Econometrics and Statistics dissertation area at University of Chicago Booth School of Business. Prior to Booth, he obtained a Master of Science in Machine Learning (2019) and a Bachelor of Science in Statistics and Machine Learning (2018) from Carnegie Mellon University.


Authors
Professor of Data Sciences and Operations
Mladen Kolar is a Professor of Data Sciences and Operations at the University of Southern California Marshall School of Business and a Visiting Professor of Statistics and Data Science at Mohamed bin Zayed University of Artificial Intelligence. Before joining USC, he was on the faculty of the University of Chicago Booth School of Business. His research is focused on high-dimensional statistical methods, graphical models, varying-coefficient models and data mining, driven by the need to uncover interesting and scientifically meaningful structures from observational data. He is a Fellow of the Institute of Mathematical Statistics.
