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The best of both worlds: stochastic and adversarial episodic MDPs with unknown transition
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use performance-difference-based loss shifting in FTRL | Known-transition episodic MDPs with bandit feedback · Known-transition episodic MDP | regret | Helped |
| Replace the prior complex regularizer with Tsallis entropy plus a log-barrier term | Known-transition episodic MDPs with bandit feedback · Known-transition episodic MDP | stochastic regret bound: their U has an extra |A| factor in the first term and an extra L factor in the second term | Helped |
| Use epoch-wise empirical transitions and move optimism into negative loss bonuses | Unknown-transition FTRL · Unknown-transition episodic MDP, adversarial losses | regret | Helped |
| Use a data-dependent learning-rate schedule with Shannon entropy | Full-information FTRL · Unknown-transition episodic MDP, stochastic losses | regret | Helped |
| Set the known-transition method's parameter gamma differently (ablation) | Known-transition Tsallis entropy FTRL · Known-transition episodic MDP, stochastic losses | regret bound dependence on L: L^4 to L^3 | Helped |
| Set the known-transition method's parameter gamma differently (ablation) | Known-transition Tsallis entropy FTRL · Known-transition episodic MDP, adversarial losses | regret | Hurt |
Closest papers by meaning
- Simultaneously Learning Stochastic and Adversarial Episodic MDPs with Known Transition (NeurIPS 2020 · similarity 0.94)
- Dynamic Regret of Adversarial MDPs with Unknown Transition and Linear Function Approximation (AAAI 2024 · similarity 0.91)
- Adapting to Stochastic and Adversarial Losses in Episodic MDPs with Aggregate Bandit Feedback (NeurIPS 2025 · similarity 0.91)
- Beating Adversarial Low-Rank MDPs with Unknown Transition and Bandit Feedback (NeurIPS 2024 · similarity 0.91)
- Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPs (NeurIPS 2024 · similarity 0.90)
- Online Markov Decision Processes Configuration with Continuous Decision Space (AAAI 2024 · similarity 0.88)
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