Online Learning in Markov Decision Processes - Part 2

Online Learning in Markov Decision Processes - Part 2

Simons Institute via YouTube Direct link

THE ONLINE REPS ALGORITH O-REPS

22 of 27

22 of 27

THE ONLINE REPS ALGORITH O-REPS

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Online Learning in Markov Decision Processes - Part 2

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  1. 1 Intro
  2. 2 MARKOV DECISION PROCESSES
  3. 3 ADVERSARIAL
  4. 4 PERFORMANCE MEASURE: RE
  5. 5 OUTLINE
  6. 6 NON-OBLIVIOUS ADVERSARI
  7. 7 WHAT WENT WRONG?
  8. 8 OBLIVIOUS ADVERSARIES
  9. 9 LEARNING WITH CHANGING TRANSITIONS IS HARD
  10. 10 PROOF CONSTRUCTION
  11. 11 SLOWLY CHANGING MDPS
  12. 12 FORMAL PROTOCOL Online learning in a fixed MDP For each round t = 1,2, ..., • Learner observes state X, EX
  13. 13 TEMPORAL DEPENDENCES
  14. 14 REGRET DECOMPOSITION
  15. 15 THE DRIFT TERMS
  16. 16 LOCAL-TO-GLOBAL
  17. 17 THE MDP-EXPERT ALGORITHE
  18. 18 GUARANTEES FOR MDP-E
  19. 19 BANDIT FEEDBACK
  20. 20 ONLINE LINEAR OPTIMIZATIO
  21. 21 ONLINE MIRROR DESCENT
  22. 22 THE ONLINE REPS ALGORITH O-REPS
  23. 23 GUARANTEES FOR O-REPS
  24. 24 COMPARISON OF GUARANTE
  25. 25 MDP-E WITH FUNCTION APPROXIMATION MDP-E only needs a good approximation of the action-value
  26. 26 O-REPS WITH UNCERTAIN MO
  27. 27 OUTLOOK

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