Title: Unifying PAC and Regret: Uniform PAC Bounds for Episodic Reinforcement Learning,
Abstract: Statistical performance bounds for reinforcement learning (RL) algorithms can
be critical for high-stakes applications like healthcare. This paper introduces
a new framework for theoretically measuring the performance of such algorithms
called Uniform-PAC, which is a strengthening of the classical Probably
Approximately Correct (PAC) framework. In contrast to the PAC framework, the
uniform version may be used to derive high probability regret guarantees and so
forms a bridge between the two setups that has been missing in the literature.
We demonstrate the benefits of the new framework for finite-state episodic MDPs
with a new algorithm that is Uniform-PAC and simultaneously achieves optimal
regret and PAC guarantees except for a factor of the horizon.