The Limits of Transfer Reinforcement Learning with Latent Low-rank Structure

Abstract: Many reinforcement learning (RL) algorithms are too costly to use in practice due to the large sizes $S, A$ of the problem's state and action space. To resolve this issue, we study transfer RL with latent low rank structure. We consider the problem of transferring a latent low rank representation when the source and target MDPs have transition kernels with Tucker rank $(S , d, A )$, $(S , S , d), (d, S, A )$, or $(d , d , d )$. In each setting, we introduce the transfer-ability coefficient $\alpha$ that measures the difficulty of representational transfer. Our algorithm learns latent representations in each source MDP and then exploits the linear structure to remove the dependence on $S, A $, or $S A$ in the target MDP regret bound. We complement our positive results with information theoretic lower bounds that show our algorithms (excluding the ($d, d, d$) setting) are minimax-optimal with respect to $\alpha$.