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Safe Learning in Tree-Form Sequential Decision Making: Handling Hard and Soft Constraints

ICML 2022 · Bandits and online learning › Online convex optimization and games · approach: Online decision-making with feedback structure

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add known always-strictly-safe strategy and mix it with LP solution (hard-threshold Algorithm 2)hard-threshold safe learning in SDMCs · Kuhn K5, K7, L2 Pokercumulative regret and per-round safetyNo clear effect
use the LP-based hard-threshold algorithm instead of COX-UCB (which needs private-information observability)constrained opponent exploitation · Kuhn K5, K7, L2 Pokercumulative regretNo clear effect
relax hard threshold to soft threshold (cumulative violation only)safe learning in SDMCs · theory: regret and violationregret and cumulative violation boundsHelped
require per-round hard safety guarantee without extra assumptiongeneral repeated SDMCs · theoryregretHurt

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