Provably Efficient Lifelong Reinforcement Learning with Linear Function Approximation

@article{Amani2022ProvablyEL,
  title={Provably Efficient Lifelong Reinforcement Learning with Linear Function Approximation},
  author={Sanae Amani and Lin F. Yang and Ching-An Cheng},
  journal={ArXiv},
  year={2022},
  volume={abs/2206.00270}
}
We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an algorithm, called UCB Lifelong Value Distillation (UCBlvd), that provably achieves sublinear regret for any sequence of tasks, which may be adaptively chosen based on the agent’s past behaviors. Remarkably, our algorithm uses only sublinear number of… 

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