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Adaptive Sampling for Best Policy Identification in Markov Decision Processes

ICML 2021 · Bandits and online learning › RL theory and MDPs · approach: Average-reward and latent MDPs · 8 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use KLB-TS instead of BESPOKEBest-policy identification · Random MDPs: 2 states × 2 actions and 5 states × 10 actions per statesample complexityHelped
Track the problem-specific allocation with KLB-TSKLB-TS · Random MDPs, moderate confidence levelssample complexity relative to 4 U(φ) log(1/δ): δ = 10^{-14}Mixed
Use BESPOKE's adaptive allocation after its initializationBESPOKE · Random MDPsshare of sample complexity attributable to initialization: more than 99%Hurt

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