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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
A Sample-Efficient Algorithm for Episodic Finite-Horizon ...
Krishna C. Kalagarla, Rahul Jain, Pierluigi Nuzzo · 2020-09-24 · via stat.ML updates on arXiv.org

Constrained Markov Decision Processes (CMDPs) formalize sequential decision-making problems whose objective is to minimize a cost function while satisfying constraints on various cost functions. In this paper, we consider the setting of episodic fixed-horizon CMDPs. We propose an online algorithm which leverages the linear programming formulation of finite-horizon CMDP for repeated optimistic planning to provide a probably approximately correct (PAC) guarantee on the number of episodes needed to ensure an $ε$-optimal policy, i.e., with resulting objective value within $ε$ of the optimal value and satisfying the constraints within $ε$-tolerance, with probability at least $1-δ$. The number of episodes needed is shown to be of the order $\tilde{\mathcal{O}}\big(\frac{|S||A|C^{2}H^{2}}{ε^{2}}\log\frac{1}δ\big)$, where $C$ is the upper bound on the number of possible successor states for a state-action pair. Therefore, if $C \ll |S|$, the number of episodes needed have a linear dependence on the state and action space sizes $|S|$ and $|A|$, respectively, and quadratic dependence on the time horizon $H$.