We further show the mismatched sampling paradox: A learner who knows the rewards distributions and samples from the correct posterior distribution can perform exponentially worse than a learner who does not know the rewards and simply samples from a well-chosen Gaussian posterior.

The example shows the learned IT map with high w =2 0 approximating the ET map.

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Inthis paper, to overcome these limitations, we propose a new algorithm based on the principle ofoptimism inthefaceofuncertainty.

At each round t N, the agent must select one arm from a fixed set ofn arms, denoted by [n], {1,...,n}, using apolicy, based on the feedback from the previous rounds.

The early theory of actor-critic methods considered convergence using linear function approximators for the policy and value functions. Recent work has established convergence using neural network approximators with a single hidden layer. In this work we are taking the natural next step and establish convergence using deep neural networks with an arbitrary number of hidden layers, thus closing a gap between theory and practice. We show that actor-critic updates projected on a ball around the initial condition will converge to a neighborhood where the average of the squared gradients is O (1 / m) + O (ϵ), with m being the width of the neural network and ϵ the approximation quality of the best critic neural network over the projected set.

In our method and all the baselines except surrogate-based triage, we use the cross-entropy loss and implement SGD using Adam optimizer [40] with initial learning rate set by cross validation independently foreachmethod andleveloftriageb. Insurrogate-based triage, weusethelossand optimization method used by the authors in their public implementation. Moreover, we use early stopping with the patience parameterep = 10,i.e.,we stop the training process ifno reduction of cross entropy loss is observed on the validation set. This suggests that the humans aremore accurate than thepredictivemodel throughout theentire feature space. This suggests that the humans are less accurate than the predictive model in some regions of the featurespace.

From[BorkarandMeyn,2000],weknowthatthestochastic approximation (18) converges to the fixed point ofT, i.e., Q . Finally, to show Theorem 3, we only need to show each term in(56) is smaller than . In this section we develop the finite-time analysis of the robust TDC algorithm. We note that recently there are several works [Srikant and Ying, 2019, Xu and Liang, 2021, Kaledin et al., 2020] on finite-time analysis of RL algorithms that do not need theprojection. Specifically, the problem in [Srikant and Ying, 2019] is for one time scalelinear stochastic approximation.

J (Q)= E E[ (Q(s, a) Es0 P( |s,a)V (s0))] (1 )E 0[V (s0)], (9) withV (s) = log P aexpQ(s, a).