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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Breaking the Sample Complexity Barrier to Regret-Optimal ...
Gen Li, Laixi Shi, Yuxin Chen, Yuejie Chi · 2021-10-10 · via stat.ML updates on arXiv.org

Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and horizon length $H$, substantial progress has been achieved towards characterizing the minimax-optimal regret, which scales on the order of $\sqrt{H^2SAT}$ (modulo log factors) with $T$ the total number of samples. While several competing solution paradigms have been proposed to minimize regret, they are either memory-inefficient, or fall short of optimality unless the sample size exceeds an enormous threshold (e.g., $S^6A^4 \,\mathrm{poly}(H)$ for existing model-free methods). To overcome such a large sample size barrier to efficient RL, we design a novel model-free algorithm, with space complexity $O(SAH)$, that achieves near-optimal regret as soon as the sample size exceeds the order of $SA\,\mathrm{poly}(H)$. In terms of this sample size requirement (also referred to the initial burn-in cost), our method improves -- by at least a factor of $S^5A^3$ -- upon any prior memory-efficient algorithm that is asymptotically regret-optimal. Leveraging the recently introduced variance reduction strategy (also called {\em reference-advantage decomposition}), the proposed algorithm employs an {\em early-settled} reference update rule, with the aid of two Q-learning sequences with upper and lower confidence bounds. The design principle of our early-settled variance reduction method might be of independent interest to other RL settings that involve intricate exploration-exploitation trade-offs.