paper-with-me

Papers

Online Markov Decision Processes with Aggregate Bandit Feedback

2021-01-31 · Alon Cohen, Haim Kaplan, Tomer Koren, Yishay Mansour

We study a novel variant of online finite-horizon Markov Decision Processes with adversarially changing loss functions and initially unknown dynamics. In each episode, the learner suffers the loss accumulated along the trajectory realized by the policy chosen for the episode, and observes aggregate bandit feedback: the trajectory is revealed along with the cumulative loss suffered, rather than the individual losses encountered along the trajectory. Our main result is a computationally efficient algorithm with $O(\sqrt{K})$ regret for this setting, where $K$ is the number of episodes. We establish this result via an efficient reduction to a novel bandit learning setting we call Distorted Linear Bandits (DLB), which is a variant of bandit linear optimization where actions chosen by the learner are adversarially distorted before they are committed. We then develop a computationally-efficient online algorithm for DLB for which we prove an $O(\sqrt{T})$ regret bound, where $T$ is the number of time steps. Our algorithm is based on online mirror descent with a self-concordant barrier regularization that employs a novel increasing learning rate schedule.

📄 PDF Abstract BibTeX arXiv:2102.00490

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Adapting to Stochastic and Adversarial Losses in Episodic MDPs with Aggregate Bandit Feedback

2025-10-20 · Shinji Ito, Kevin Jamieson, Haipeng Luo, Arnab Maiti 외 arxiv

We study online learning in finite-horizon episodic Markov decision processes (MDPs) under the challenging aggregate bandit feedback model, where the learner observes only the cumulative loss incurred in each episode, ra…

Rate-Optimal Policy Optimization for Linear Markov Decision Processes

2023-08-28 · Uri Sherman, Alon Cohen, Tomer Koren, Yishay Mansour

We study regret minimization in online episodic linear Markov Decision Processes, and obtain rate-optimal $\widetilde O (\sqrt K)$ regret where $K$ denotes the number of episodes. Our work is the first to establish the o…

Expert Selection in High-Dimensional Markov Decision Processes

2020-10-26 · Vicenc Rubies-Royo, Eric Mazumdar, Roy Dong, Claire Tomlin 외

In this work we present a multi-armed bandit framework for online expert selection in Markov decision processes and demonstrate its use in high-dimensional settings. Our method takes a set of candidate expert policies an…

Vocal Bursts Intensity Prediction

Multi-Action Restless Bandits with Weakly Coupled Constraints: Simultaneous Learning and Control

2024-12-04 · Jing Fu, Bill Moran, José Niño-Mora

We study a system with finitely many groups of multi-action bandit processes, each of which is a Markov decision process (MDP) with finite state and action spaces and potentially different transition matrices when taking…

Online Convex Optimization in Adversarial Markov Decision Processes

2019-05-19 · Aviv Rosenberg, Yishay Mansour

We consider online learning in episodic loop-free Markov decision processes (MDPs), where the loss function can change arbitrarily between episodes, and the transition function is not known to the learner. We show $\tild…