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Simultaneously Learning Stochastic and Adversarial Episodic MDPs with Known Transition
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the proposed FTRL algorithm with hybrid Tsallis entropy and a log-barrier regularizer | Episodic MDPs with known transitions and bandit feedback · Adversarial losses | regret: \tilde{O}(\sqrt{L|S||A|T}) | Helped |
| Use the proposed FTRL algorithm with hybrid Tsallis entropy and a log-barrier regularizer | Episodic MDPs with known transitions and bandit feedback · Stochastic losses | regret: \order(\log T) | Helped |
| Use the proposed FTRL algorithm with hybrid Tsallis entropy and a log-barrier regularizer | Episodic MDPs with known transitions and bandit feedback · Losses corrupted by total amount C | regret: \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 MDPs | regret | Helped |
| Add a log-barrier regularizer to the hybrid Tsallis regularizer (ablation) | FTRL with hybrid Tsallis entropy · Episodic MDPs | regret | Helped |
| 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 losses | regret: \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{\l | Helped |
| 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 losses | regret | Hurt |
Closest papers by meaning
- Adapting to Stochastic and Adversarial Losses in Episodic MDPs with Aggregate Bandit Feedback (NeurIPS 2025 · similarity 0.93)
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