Finite Sample Analysis of Minmax Variant of Offline Reinforcement Learning for General MDPs

Abstract

In this work, we analyze the finite sample complexity bounds for offline reinforcement learning with general state, general function space and state-dependent action sets. The algorithm analyzed does not require the knowledge of the data-collection policy as compared to earlier works. We show that one can compute an $\epsilon$ -optimal Q function (state-action value function) using $O(1/\epsilon ^{4})$ i.i.d. samples of state-action-reward-next state tuples.