Title:Provably Efficient Reinforcement Learning in Partially Observable Dynamical Systems

Abstract:We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as observable tabular Partially Observable Markov Decision Processes (POMDPs), observable Linear-Quadratic-Gaussian (LQG), Predictive State Representations (PSRs), as well as a newly introduced model Hilbert Space Embeddings of POMDPs and observable POMDPs with latent low-rank transition. Under this framework, we propose an actor-critic style algorithm that is capable of performing agnostic policy learning. Given a policy class that consists of memory based policies (that look at a fixed-length window of recent observations), and a value function class that consists of functions taking both memory and future observations as inputs, our algorithm learns to compete against the best memory-based policy in the given policy class. For certain examples such as undercomplete observable tabular POMDPs, observable LQGs and observable POMDPs with latent low-rank transition, by implicitly leveraging their special properties, our algorithm is even capable of competing against the globally optimal policy without paying an exponential dependence on the horizon in its sample complexity.