#### Logarithmic Regret for Reinforcement Learning with Linear Function Approximation

##### Jiafan He, Dongruo Zhou, Quanquan Gu

Reinforcement learning (RL) with linear function approximation has received increasing attention recently. However, existing work has focused on obtaining $\sqrt{T}$-type regret bound, where $T$ is the number of steps. In this paper, we show that logarithmic regret is attainable under two recently proposed linear MDP assumptions provided that there exists a positive sub-optimality gap for the optimal action-value function. In specific, under the linear MDP assumption (Jin et al. 2019), the LSVI-UCB algorithm can achieve $\tilde{O}(d^{3}H^5/\text{gap}_{\text{min}}\cdot \log(T))$ regret; and under the linear mixture model assumption (Ayoub et al. 2020), the UCRL-VTR algorithm can achieve $\tilde{O}(d^{2}H^5/\text{gap}_{\text{min}}\cdot \log^3(T))$ regret, where $d$ is the dimension of feature mapping, $H$ is the length of episode, and $\text{gap}_{\text{min}}$ is the minimum of sub-optimality gap. To the best of our knowledge, these are the first logarithmic regret bounds for RL with linear function approximation.

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