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Simultaneously Learning Stochastic and Adversarial Episodic MDPs with Known Transition

NeurIPS 2020 · Bandits and online learning › RL theory and MDPs · approach: Adversarial MDPs with bandit feedback · 20 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the proposed FTRL algorithm with hybrid Tsallis entropy and a log-barrier regularizerEpisodic MDPs with known transitions and bandit feedback · Adversarial lossesregret: \tilde{O}(\sqrt{L|S||A|T})Helped
Use the proposed FTRL algorithm with hybrid Tsallis entropy and a log-barrier regularizerEpisodic MDPs with known transitions and bandit feedback · Stochastic lossesregret: \order(\log T)Helped
Use the proposed FTRL algorithm with hybrid Tsallis entropy and a log-barrier regularizerEpisodic MDPs with known transitions and bandit feedback · Losses corrupted by total amount Cregret: \order(U + \sqrt{UC})Helped
Use a hybrid Tsallis regularizer generalized with the state visitation probability q(s), rather than the direct Tsallis regularizer -sum sqrt(q(s,a)) (ablation)FTRL for episodic MDPs · Episodic MDPsregretHelped
Add a log-barrier regularizer to the hybrid Tsallis regularizer (ablation)FTRL with hybrid Tsallis entropy · Episodic MDPsregretHelped
Tune alpha and gamma specifically for the stochastic case instead of using the shared best-of-both-worlds parameters (ablation)FTRL with hybrid Tsallis entropy and log-barrier · Stochastic lossesregret: \order\rbr{|S|\sqrt{|A|}L^{\nicefrac{3}{2}}\rbr{\sqrt{|A|}L+L^{\nicefrac{3}{2}}+|A|+A^{\nicefrac{3}{4}}\sqrt{L}}\frac{\lHelped
Tune alpha and gamma specifically for the stochastic case instead of using the shared best-of-both-worlds parameters (ablation)FTRL with hybrid Tsallis entropy and log-barrier · Adversarial lossesregretHurt

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