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Why is Posterior Sampling Better than Optimism for Reinforcement Learning?
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use posterior sampling instead of UCRL2-style optimism | Reinforcement learning in finite-horizon MDPs · Finite-horizon episodic MDPs | Bayesian regret bound: \tilde{O}(H S \sqrt{AT}) -> \tilde{O}(H \sqrt{SAT}) | Helped |
| Use PSRL rather than Gaussian PSRL | Chain MDP with S=H=N · Chain experiments | Learning time scaling | Helped |
| Use Gaussian PSRL rather than UCRL2 | Chain MDP with S=H=N · Chain experiments | Learning time scaling | Helped |
| Add a second-order UCFH modification | UCRL2 · Unknown rewards and transitions, varying horizon H | Regret | Helped |
| Rescale confidence sets to be tighter (ablation) | OFU algorithms · Chain experiments | Empirical performance | Mixed |
| Use optimistic posterior sampling with multiple posterior samples (ablation) | PSRL · Chain experiments | Performance | No clear effect |
| Vary the reward-prior precision (ablation) | Gaussian PSRL and PSRL · Chain of length N=10 | Performance | Mixed |
| Vary the Dirichlet transition-prior parameter (ablation) | Gaussian PSRL and PSRL · Chain of length N=10 | Performance | No clear effect |
Closest papers by meaning
- Optimistic posterior sampling for reinforcement learning: worst-case regret bounds (NeurIPS 2017 · similarity 0.94)
- Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees (NeurIPS 2022 · similarity 0.94)
- Posterior Sampling Reinforcement Learning with Gaussian Processes for Continuous Control: Sublinear Regret Bounds for Unbounded State Spaces (ICML 2026 · similarity 0.93)
- Efficient Exploration in Average-Reward Constrained Reinforcement Learning: Achieving Near-Optimal Regret With Posterior Sampling (ICML 2024 · similarity 0.92)
- Posterior sampling for reinforcement learning: worst-case regret bounds (NeurIPS 2017 · similarity 0.91)
- Minimax Optimal Reinforcement Learning with Quasi-Optimism (ICLR 2025 · similarity 0.90)
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