non-asymptotic gap-dependent regret bound
Non-Asymptotic Gap-Dependent Regret Bounds for Tabular MDPs
This paper establishes that optimistic algorithms attain gap-dependent and non-asymptotic logarithmic regret for episodic MDPs. In contrast to prior work, our bounds do not suffer a dependence on diameter-like quantities or ergodicity, and smoothly interpolate between the gap dependent logarithmic-regret, and the $\widetilde{\mathcal{O}}(\sqrt{HSAT})$-minimax rate. The key technique in our analysis is a novel ``clipped'' regret decomposition which applies to a broad family of recent optimistic algorithms for episodic MDPs.
Reviews: Non-Asymptotic Gap-Dependent Regret Bounds for Tabular MDPs
This paper provides with a theoretical analysis of optimistic algorithms in the setting of episodic MDPs. The authors provide with a problem-dependent and gap-dependent log(T) regret bound which is a finite-time bound, that unlike previous bounds does not take into account other problem properties such as diameter or mixing times. The paper includes several theoretical results, and introduces a novel'clipping' trick used to prove the bounds. I found the paper interesting, however, it is constructed in a way which is hard to follow and not very readable. First, many concepts are referred to before they are defined (for instance, the notion of optimistic algorithms).
Reviews: Non-Asymptotic Gap-Dependent Regret Bounds for Tabular MDPs
The paper contributes useful structural results in regret minimization in the Markov Decision Process setting of RL, specifically for the class of tabular (i.e., unstructured) finite-horizon episodic MDPs. The paper is likely to stimulate the finite-sample analysis of online learning in MDPs via its new theoretical techniques.
Non-Asymptotic Gap-Dependent Regret Bounds for Tabular MDPs
This paper establishes that optimistic algorithms attain gap-dependent and non-asymptotic logarithmic regret for episodic MDPs. In contrast to prior work, our bounds do not suffer a dependence on diameter-like quantities or ergodicity, and smoothly interpolate between the gap dependent logarithmic-regret, and the \widetilde{\mathcal{O}}(\sqrt{HSAT}) -minimax rate. The key technique in our analysis is a novel clipped'' regret decomposition which applies to a broad family of recent optimistic algorithms for episodic MDPs.
Non-Asymptotic Gap-Dependent Regret Bounds for Tabular MDPs
Simchowitz, Max, Jamieson, Kevin G.
This paper establishes that optimistic algorithms attain gap-dependent and non-asymptotic logarithmic regret for episodic MDPs. In contrast to prior work, our bounds do not suffer a dependence on diameter-like quantities or ergodicity, and smoothly interpolate between the gap dependent logarithmic-regret, and the $\widetilde{\mathcal{O}}(\sqrt{HSAT})$-minimax rate. The key technique in our analysis is a novel clipped'' regret decomposition which applies to a broad family of recent optimistic algorithms for episodic MDPs. Papers published at the Neural Information Processing Systems Conference.