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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
Adversarial Online Multi-Task Reinforcement Learning
Quan Nguyen, Nishant A. Mehta · 2023-01-11 · via stat.ML updates on arXiv.org

We consider the adversarial online multi-task reinforcement learning setting, where in each of $K$ episodes the learner is given an unknown task taken from a finite set of $M$ unknown finite-horizon MDP models. The learner's objective is to minimize its regret with respect to the optimal policy for each task. We assume the MDPs in $\mathcal{M}$ are well-separated under a notion of $λ$-separability, and show that this notion generalizes many task-separability notions from previous works. We prove a minimax lower bound of $Ω(K\sqrt{DSAH})$ on the regret of any learning algorithm and an instance-specific lower bound of $Ω(\frac{K}{λ^2})$ in sample complexity for a class of uniformly-good cluster-then-learn algorithms. We use a novel construction called 2-JAO MDP for proving the instance-specific lower bound. The lower bounds are complemented with a polynomial time algorithm that obtains $\tilde{O}(\frac{K}{λ^2})$ sample complexity guarantee for the clustering phase and $\tilde{O}(\sqrt{MK})$ regret guarantee for the learning phase, indicating that the dependency on $K$ and $\frac{1}{λ^2}$ is tight.