Provably Efficient Multi-Task Reinforcement Learning with Model Transfer

Abstract: We study multi-task reinforcement learning (RL) in tabular episodic Markov decision processes (MDPs). We formulate a heterogeneous multi-player RL problem, in which a group of players concurrently face similar but not necessarily identical MDPs, with a goal of improving their collective performance through inter-player information sharing. We design and analyze an algorithm based on the idea of model transfer, and provide gap-dependent and gap-independent upper and lower bounds that characterize the intrinsic complexity of the problem.