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The best of both worlds: stochastic and adversarial episodic MDPs with unknown transition

NeurIPS 2021 · Bandits and online learning › RL theory and MDPs · approach: Adversarial MDPs with bandit feedback · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use performance-difference-based loss shifting in FTRLKnown-transition episodic MDPs with bandit feedback · Known-transition episodic MDPregretHelped
Replace the prior complex regularizer with Tsallis entropy plus a log-barrier termKnown-transition episodic MDPs with bandit feedback · Known-transition episodic MDPstochastic regret bound: their U has an extra |A| factor in the first term and an extra L factor in the second termHelped
Use epoch-wise empirical transitions and move optimism into negative loss bonusesUnknown-transition FTRL · Unknown-transition episodic MDP, adversarial lossesregretHelped
Use a data-dependent learning-rate schedule with Shannon entropyFull-information FTRL · Unknown-transition episodic MDP, stochastic lossesregretHelped
Set the known-transition method's parameter gamma differently (ablation)Known-transition Tsallis entropy FTRL · Known-transition episodic MDP, stochastic lossesregret bound dependence on L: L^4 to L^3Helped
Set the known-transition method's parameter gamma differently (ablation)Known-transition Tsallis entropy FTRL · Known-transition episodic MDP, adversarial lossesregretHurt

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