Markov Models
Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learning
We study risk-sensitive reinforcement learning (RL) based on the entropic risk measure. Although existing works have established non-asymptotic regret guarantees for this problem, they leave open an exponential gap between the upper and lower bounds. We identify the deficiencies in existing algorithms and their analysis that result in such a gap.
To Reviewer 1
We appreciate your positive feedback and will revise our presentation accordingly. Prior to this work, the walk length of DeepWalk has to be selected by cross-validation. Thank you for your comments. We appreciate your views and we would like to clarify a few points. We are open to reframing the work as "Matrix Thank you for your comments.