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Reinforcement Learning with Segment Feedback
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Studies episodic RL where each episode is split into m segments and the agent gets only binary or sum reward feedback per segment, proving that regret decays exponentially in m under binary feedback but is essentially independent of m under sum feedback.
Problem
Reinforcement learning when reward feedback is given only once per segment of an episode (between per-step and per-trajectory feedback), and how the number of segments m affects regret under binary and sum feedback.
Approach
Unifies per-step and trajectory feedback into segment feedback; uses Thompson-sampling style MLE for binary feedback (exponential dependence on Hr_max/m via sigmoid derivative) and E-optimal experimental design with LinUCB for sum feedback, yielding near-optimal regret independent of m.
Key results
- Under binary feedback, regret of SegBiTS scales as exp(Hr_max/(2m)) times sqrt(K), so regret decays exponentially in m; a matching-form lower bound Omega(exp((1/2-c0)Hr_max/m) sqrt(|S||A|mK)) is proved.
- Under sum feedback, E-optimal-design LinUCB (EDLinUCBSeg) achieves O(|S||A| sqrt(HK)) regret independent of m (up to log terms), improving the trajectory-feedback result by sqrt(H).
- Sum-feedback lower bound Omega(sqrt(|S||A|HK)) matches the upper bound in H and m, showing m does not reduce regret in essence.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Increase the number of segments m | RL with binary segment feedback · Binary segment feedback | regret: a dependency on \exp(\frac{Hr_{\max}}{2m}) | Helped |
| Increase the number of segments m | RL with sum segment feedback · Sum segment feedback | regret | No clear effect |
| Use E-optimal design with initial exploration | edlinucbseg versus prior trajectory-feedback algorithm · Sum trajectory feedback (m=1) | regret: by a factor of \sqrt{H} | Helped |
| Increase the length of each segment H/m | edlinucbseg and linucbtranseg · Sum segment feedback | regret | Hurt |
Surprising findings
- Under sum feedback, increasing the number of segments m does not meaningfully reduce regret, contrary to the intuition that more feedback helps.
Limitations
- Analysis restricted to equal-length segments and tabular settings.
- Sum-feedback algorithms with known/unknown transitions are computationally inefficient.
- Experiments use small synthetic MDPs only.
Experimental setup
Benchmarks: custom tabular MDP instances
Metrics: cumulative regret
Baselines: RL with binary trajectory feedback algorithms RL with sum trajectory feedback algorithms
Builds on: Thompson sampling LinUCB E-optimal experimental design RL with trajectory feedback
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