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c74214a3877c4d8297ac96217d5189b7-Paper.pdf
However, the resulting methods often suffer from high computational complexity which has reduced their practical applicability. For example, in the case of multiclass logistic regression, the aggregating forecaster (Foster et al. (2018)) achievesaregret ofO(log(Bn))whereas Online Newton Step achieves O(eBlog(n))obtaining adouble exponential gaininB (aboundonthenormof comparativefunctions).
ConservativeDualPolicyOptimizationforEfficient Model-Based ReinforcementLearning
Based ontheprinciple ofoptimism inthefaceofuncertainty(OFU) [56,49,10],OFU-RL achievestheglobal optimality by ensuring that the optimistically biased value is close to the real value in the long run. Based on Thompson Sampling [62], Posterior Sampling RL (PSRL) [57, 42, 43] explores by greedily optimizing the policy in an MDP which is sampled from the posterior distribution over MDPs.