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Offline Oracle-Efficient Learning for Contextual MDPs via Layerwise Exploration-Exploitation Tradeoff

NeurIPS 2024 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 0 citations (OpenAlex)

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Introduces LOLIPOP, an offline-oracle-efficient algorithm for stochastic tabular contextual MDPs that reduces regret minimization and reward-free exploration to O(H log T) or O(H log log T) calls to an offline density estimation (MLE) oracle.

Problem

Achieving optimal regret for general stochastic contextual MDPs (tabular, finite model class, realizability) with an offline density estimation oracle while making few oracle calls, as opposed to O(T) calls in prior work.

Approach

Layerwise exploration-exploitation: each epoch is split into H segments, each with a new randomized policy built as an inverse-gap-weighting distribution over a policy cover, using "trusted occupancy measures" that clip transitions with low reachability so that the analysis works with Hellinger-accurate offline density estimators rather than online ones.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use LOLIPOP instead of E2DCMDP learning with a general finite model class · General finite model class CMDPs; i.i.d. contextsoracle calls: $O(T)$ calls to an online oracle -> $O(\log T)$ or $O(\log\log T)$ calls to an offline oracleHelped
use LOLIPOP instead of RM-UCDDCMDP learning · General finite model class CMDPs; i.i.d. contextsregret rate: Suboptimal -> OptimalHelped
use LOLIPOP instead of RM-UCDDCMDP learning · General finite model class CMDPs; i.i.d. contextsoffline oracle calls: $O(T)$ calls to an offline oracle -> $O(\log T)$ or $O(\log\log T)$ calls to an offline oracleHelped
use LOLIPOP instead of CMDP-VRCMDP learning · General finite model class CMDPs; i.i.d. contextsoffline oracle calls: $O(T)$ calls to an offline oracle -> $O(\log T)$ or $O(\log\log T)$ calls to an offline oracleHelped
use the known-T epoch schedule $\tau_m = 2(T/H)^{1-2^{-m}}$LOLIPOP · CMDPs; known Toffline MLE oracle calls: $O(H\log T) -> O(H\log\log T)$Helped

Limitations

Experimental setup

Metrics: regret sample complexity

Baselines: E2D RM-UCDD CMDP-VR Version Space Averaging + E2D

Builds on: FALCON inverse gap weighting E2D RM-UCDD CMDP-VR

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