Posterior Sampling with Delayed Feedback for Reinforcement Learning with Linear Function Approximation

Nikki Lijing Kuang, Ming Yin, Mengdi Wang, Yu Xiang Wang, Yi An Ma

Research output: Contribution to journalConference articlepeer-review

Abstract

Recent studies in reinforcement learning (RL) have made significant progress by leveraging function approximation to alleviate the sample complexity hurdle for better performance. Despite the success, existing provably efficient algorithms typically rely on the accessibility of immediate feedback upon taking actions. The failure to account for the impact of delay in observations can significantly degrade the performance of real-world systems due to the regret blow-up. In this work, we tackle the challenge of delayed feedback in RL with linear function approximation by employing posterior sampling, which has been shown to empirically outperform the popular UCB algorithms in a wide range of regimes. We first introduce Delayed-PSVI, an optimistic value-based algorithm that effectively explores the value function space via noise perturbation with posterior sampling. We provide the first analysis for posterior sampling algorithms with delayed feedback in RL and show our algorithm achieves Oe(√d3H3T + d2H2E[τ]) worst-case regret in the presence of unknown stochastic delays. Here E[τ] is the expected delay. To further improve its computational efficiency and to expand its applicability in high-dimensional RL problems, we incorporate a gradient-based approximate sampling scheme via Langevin dynamics for Delayed-LPSVI, which maintains the same order-optimal regret guarantee with Oe(dHK) computational cost. Empirical evaluations are performed to demonstrate the statistical and computational efficacy of our algorithms.

Original languageEnglish (US)
JournalAdvances in Neural Information Processing Systems
Volume36
StatePublished - 2023
Event37th Conference on Neural Information Processing Systems, NeurIPS 2023 - New Orleans, United States
Duration: Dec 10 2023Dec 16 2023

All Science Journal Classification (ASJC) codes

  • Computer Networks and Communications
  • Information Systems
  • Signal Processing

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