Timezone: »
Poster
Non-Asymptotic Gap-Dependent Regret Bounds for Tabular MDPs
Max Simchowitz · Kevin Jamieson
Tue Dec 10 10:45 AM -- 12:45 PM (PST) @ East Exhibition Hall B + C #203
This paper establishes that optimistic algorithms attain gap-dependent and non-asymptotic logarithmic regret for episodic MDPs. In contrast to prior work, our bounds do not suffer a dependence on diameter-like quantities or ergodicity, and smoothly interpolate between the gap dependent logarithmic-regret, and the $\widetilde{\mathcal{O}}(\sqrt{HSAT})$-minimax rate. The key technique in our analysis is a novel ``clipped'' regret decomposition which applies to a broad family of recent optimistic algorithms for episodic MDPs.
Author Information
Max Simchowitz (Berkeley)
Kevin Jamieson (U Washington)
More from the Same Authors
-
2021 Spotlight: Bayesian decision-making under misspecified priors with applications to meta-learning »
Max Simchowitz · Christopher Tosh · Akshay Krishnamurthy · Daniel Hsu · Thodoris Lykouris · Miro Dudik · Robert Schapire -
2021 : Exploration and Incentives in Reinforcement Learning »
Max Simchowitz · Aleksandrs Slivkins -
2021 : Exploration and Incentives in Reinforcement Learning »
Max Simchowitz · Aleksandrs Slivkins -
2021 : Beyond No Regret: Instance-Dependent PAC Reinforcement Learning »
Andrew Wagenmaker · Kevin Jamieson -
2021 : Spotlight 1: Exploration and Incentives in Reinforcement Learning »
Max Simchowitz · Aleksandrs Slivkins -
2021 Poster: Online Control of Unknown Time-Varying Dynamical Systems »
Edgar Minasyan · Paula Gradu · Max Simchowitz · Elad Hazan -
2021 Poster: Selective Sampling for Online Best-arm Identification »
Romain Camilleri · Zhihan Xiong · Maryam Fazel · Lalit Jain · Kevin Jamieson -
2021 Poster: Practical, Provably-Correct Interactive Learning in the Realizable Setting: The Power of True Believers »
Julian Katz-Samuels · Blake Mason · Kevin Jamieson · Rob Nowak -
2021 Poster: Corruption Robust Active Learning »
Yifang Chen · Simon Du · Kevin Jamieson -
2021 Poster: Stabilizing Dynamical Systems via Policy Gradient Methods »
Juan Perdomo · Jack Umenberger · Max Simchowitz -
2021 Poster: Bayesian decision-making under misspecified priors with applications to meta-learning »
Max Simchowitz · Christopher Tosh · Akshay Krishnamurthy · Daniel Hsu · Thodoris Lykouris · Miro Dudik · Robert Schapire -
2020 Poster: Making Non-Stochastic Control (Almost) as Easy as Stochastic »
Max Simchowitz -
2020 Poster: An Empirical Process Approach to the Union Bound: Practical Algorithms for Combinatorial and Linear Bandits »
Julian Katz-Samuels · Lalit Jain · zohar karnin · Kevin Jamieson -
2020 Poster: Learning the Linear Quadratic Regulator from Nonlinear Observations »
Zakaria Mhammedi · Dylan Foster · Max Simchowitz · Dipendra Misra · Wen Sun · Akshay Krishnamurthy · Alexander Rakhlin · John Langford -
2020 Poster: Constrained episodic reinforcement learning in concave-convex and knapsack settings »
Kianté Brantley · Miro Dudik · Thodoris Lykouris · Sobhan Miryoosefi · Max Simchowitz · Aleksandrs Slivkins · Wen Sun -
2019 Poster: A New Perspective on Pool-Based Active Classification and False-Discovery Control »
Lalit Jain · Kevin Jamieson -
2019 Poster: Sequential Experimental Design for Transductive Linear Bandits »
Lalit Jain · Kevin Jamieson · Tanner Fiez · Lillian Ratliff -
2018 Poster: A Bandit Approach to Sequential Experimental Design with False Discovery Control »
Kevin Jamieson · Lalit Jain