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Provably Efficient Q-Learning with Low Switching Cost

Neural Information Processing Systems

We take initial steps in studying PAC-MDP algorithms with limited adaptivity, that is, algorithms that change its exploration policy as infrequently as possible during regret minimization. This is motivated by the difficulty of running fully adaptive algorithms in real-world applications (such as medical domains), and we propose to quantify adaptivity using the notion of \emph{local switching cost}. Our main contribution, Q-Learning with UCB2 exploration, is a model-free algorithm for $H$-step episodic MDP that achieves sublinear regret whose local switching cost in $K$ episodes is $O(H^3SA\log K)$, and we provide a lower bound of $\Omega(HSA)$ on the local switching cost for any no-regret algorithm. Our algorithm can be naturally adapted to the concurrent setting \citep{guo2015concurrent}, which yields nontrivial results that improve upon prior work in certain aspects.



Reviews: Provably Efficient Q-Learning with Low Switching Cost

Neural Information Processing Systems

They also present (two flavours of) a Q-learning algorithm that achieve the regret matching the previous work however with the added benefit of having lower local switching cost.


Reviews: Provably Efficient Q-Learning with Low Switching Cost

Neural Information Processing Systems

On balance, the initial reviews for this paper were positive, with one slightly negative review. In discussion it was felt that the the authors did a reasonable job of addressing the concerns of the reviewers, though there was still some concern that the result may not be "surprising". I encourage the authors to incorporate their responses to the reviewers into any future version of the paper.


Provably Efficient Q-Learning with Low Switching Cost

Neural Information Processing Systems

We take initial steps in studying PAC-MDP algorithms with limited adaptivity, that is, algorithms that change its exploration policy as infrequently as possible during regret minimization. This is motivated by the difficulty of running fully adaptive algorithms in real-world applications (such as medical domains), and we propose to quantify adaptivity using the notion of \emph{local switching cost}. Our main contribution, Q-Learning with UCB2 exploration, is a model-free algorithm for H -step episodic MDP that achieves sublinear regret whose local switching cost in K episodes is O(H 3SA\log K), and we provide a lower bound of \Omega(HSA) on the local switching cost for any no-regret algorithm. Our algorithm can be naturally adapted to the concurrent setting \citep{guo2015concurrent}, which yields nontrivial results that improve upon prior work in certain aspects.


Multinomial Logit Bandit with Low Switching Cost

Dong, Kefan, Li, Yingkai, Zhang, Qin, Zhou, Yuan

arXiv.org Machine Learning

We study multinomial logit bandit with limited adaptivity, where the algorithms change their exploration actions as infrequently as possible when achieving almost optimal minimax regret. We propose two measures of adaptivity: the assortment switching cost and the more fine-grained item switching cost. We present an anytime algorithm (AT-DUCB) with $O(N \log T)$ assortment switches, almost matching the lower bound $\Omega(\frac{N \log T}{ \log \log T})$. In the fixed-horizon setting, our algorithm FH-DUCB incurs $O(N \log \log T)$ assortment switches, matching the asymptotic lower bound. We also present the ESUCB algorithm with item switching cost $O(N \log^2 T)$.


Provably Efficient Q-Learning with Low Switching Cost

Bai, Yu, Xie, Tengyang, Jiang, Nan, Wang, Yu-Xiang

Neural Information Processing Systems

We take initial steps in studying PAC-MDP algorithms with limited adaptivity, that is, algorithms that change its exploration policy as infrequently as possible during regret minimization. This is motivated by the difficulty of running fully adaptive algorithms in real-world applications (such as medical domains), and we propose to quantify adaptivity using the notion of \emph{local switching cost}. Our main contribution, Q-Learning with UCB2 exploration, is a model-free algorithm for $H$-step episodic MDP that achieves sublinear regret whose local switching cost in $K$ episodes is $O(H 3SA\log K)$, and we provide a lower bound of $\Omega(HSA)$ on the local switching cost for any no-regret algorithm. Our algorithm can be naturally adapted to the concurrent setting \citep{guo2015concurrent}, which yields nontrivial results that improve upon prior work in certain aspects. Papers published at the Neural Information Processing Systems Conference.