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Why is Posterior Sampling Better than Optimism for Reinforcement Learning?

ICML 2017 · Bandits and online learning › RL theory and MDPs · approach: Regret bounds with function approximation · 30 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use posterior sampling instead of UCRL2-style optimismReinforcement learning in finite-horizon MDPs · Finite-horizon episodic MDPsBayesian regret bound: \tilde{O}(H S \sqrt{AT}) -> \tilde{O}(H \sqrt{SAT})Helped
Use PSRL rather than Gaussian PSRLChain MDP with S=H=N · Chain experimentsLearning time scalingHelped
Use Gaussian PSRL rather than UCRL2Chain MDP with S=H=N · Chain experimentsLearning time scalingHelped
Add a second-order UCFH modificationUCRL2 · Unknown rewards and transitions, varying horizon HRegretHelped
Rescale confidence sets to be tighter (ablation)OFU algorithms · Chain experimentsEmpirical performanceMixed
Use optimistic posterior sampling with multiple posterior samples (ablation)PSRL · Chain experimentsPerformanceNo clear effect
Vary the reward-prior precision (ablation)Gaussian PSRL and PSRL · Chain of length N=10PerformanceMixed
Vary the Dirichlet transition-prior parameter (ablation)Gaussian PSRL and PSRL · Chain of length N=10PerformanceNo clear effect

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