REVIEW 2 cited by
Offline Oracle-Efficient Learning for Contextual MDPs via Layerwise Exploration-Exploitation Tradeoff
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
read the original abstract
Motivated by the recent discovery of a statistical and computational reduction from contextual bandits to offline regression (Simchi-Levi and Xu, 2021), we address the general (stochastic) Contextual Markov Decision Process (CMDP) problem with horizon H (as known as CMDP with H layers). In this paper, we introduce a reduction from CMDPs to offline density estimation under the realizability assumption, i.e., a model class M containing the true underlying CMDP is provided in advance. We develop an efficient, statistically near-optimal algorithm requiring only O(HlogT) calls to an offline density estimation algorithm (or oracle) across all T rounds of interaction. This number can be further reduced to O(HloglogT) if T is known in advance. Our results mark the first efficient and near-optimal reduction from CMDPs to offline density estimation without imposing any structural assumptions on the model class. A notable feature of our algorithm is the design of a layerwise exploration-exploitation tradeoff tailored to address the layerwise structure of CMDPs. Additionally, our algorithm is versatile and applicable to pure exploration tasks in reward-free reinforcement learning.
Forward citations
Cited by 2 Pith papers
-
Optimizing the Preconditioner: A Black-box Online-to-Nonconvex Conversion with Static Regret Minimization Oracles
An OCO algorithm with only O(√T) static regret, pluggable as a preconditioner selector, recovers the classical O(1/√T) stationarity rate on smooth stochastic nonconvex problems and the O(T^{-2/7}) rate on nonsmooth ones.
-
Pre-Trained AI Model Assisted Online Decision-Making under Missing Covariates: A Theoretical Perspective
The paper introduces model elasticity to bound the regret of contextual bandits with AI-imputed missing covariates, and shows that MAR-based calibration removes the dominant linear regret term.
Discussion (0). Continue with ORCID to comment.