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RL for Latent MDPs: Regret Guarantees and a Lower Bound

NeurIPS 2021 · Bandits and online learning › RL theory and MDPs · approach: Average-reward and latent MDPs · 7 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Learn without additional assumptions on the latent MDPsGeneral LMDPs · General LMDPsepisodes required for an ε-optimal policy: \Omega\left( (SA/M)^M / \epsilon^2 \right)Hurt
Reveal the true context at the end of each episode and use optimismL-UCRL · LMDPs with contexts revealed in hindsightregret: \lesssim HS\sqrt{MAN}Helped
Use trajectory-based context inference with good initialization and sufficient separationL-UCRL · Well-separated LMDPsregret: \lesssim HS \sqrt{MAN}Helped
Replace good initialization with random or poor initialization for EM context inference (ablation)EM + L-UCRL · Synthetic LMDPsaverage total rewardHurt
Provide good initialization instead of random or poor initialization (ablation)EM + L-UCRL · Synthetic LMDPsaverage total rewardHelped
Increase context separation or episode horizon (ablation)EM + L-UCRL · Synthetic LMDPsmodel convergence speedHelped
Decrease context separation or episode horizon (ablation)EM + L-UCRL · Synthetic LMDPsmodel convergence speedHurt
Decrease separation between contexts (ablation)L-UCRL with good initialization · Synthetic LMDPsaverage long-term rewardHelped
Decrease separation between contexts (ablation)PSR initialization and clustering · Randomly generated LMDPsinitialization qualityHurt
Use a longer horizon for inferring context labels (ablation)PSR initialization and clustering · Randomly generated LMDPscontext inference accuracyHelped

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