Title: Efficient Exploration via State Marginal Matching. Abstract: Reinforcement learning agents need to explore their unknown environments to solve the tasks given to them. The Bayes optimal solution to exploration is intractable for complex environments, and while several exploration methods have been proposed as approximations, it remains unclear what underlying objective is being optimized by existing exploration methods, or how they can be altered to incorporate prior knowledge about the task. Moreover, it is unclear how to acquire a single exploration strategy that will be useful for solving multiple downstream tasks. We address these shortcomings by learning a single exploration policy that can quickly solve a suite of downstream tasks in a multi-task setting, amortizing the cost of learning to explore. We recast exploration as a problem of State Marginal Matching (SMM), where we aim to learn a policy for which the state marginal distribution matches a given target state distribution, which can incorporate prior knowledge about the task. We optimize the objective by reducing it to a two-player, zero-sum game between a state density model and a parametric policy. Our theoretical analysis of this approach suggests that prior exploration methods do not learn a policy that does distribution matching, but acquire a replay buffer that performs distribution matching, an observation that potentially explains these prior methods' success in single-task settings. On both simulated and real-world tasks, we demonstrate that our algorithm explores faster and adapts more quickly than prior methods.