arXiv AI

Evaluating AI Investment Strategies

arXiv:2606. 08791v1 Announce Type: cross Abstract: We study the problem of auditing a black-box algorithmic decision-maker from observable inputs and outputs alone.

arXiv Machine Learning
Sep 15

High-Probability Nash Regret for Decentralized Learning in Markov $\alpha$-Potential Games: Episodic and Fully Online Asynchronous Algorithms with Applications to Markov Congestion Games

arXiv:2609. 14959v1 Announce Type: new Abstract: We study decentralized learning of Nash equilibria (NE) in infinite-horizon discounted Markov games under bandit feedback, focusing on Markov $\alpha$-potential games.

By S. Rasoul Etesami
arXiv AI
Aug 19

Adaptive Policy Portfolios for Robust Markov Decision Processes

The paper introduces adaptive policy portfolios for robust Markov decision processes, where a finite set of memoryless randomized policies is synthesized offline and paired with an online selector. It defines robust regret as a measure of portfolio quality, comparing each portfolio member to the optimal policy for each plausible environment. The authors provide a complexity-theoretic analysis of portfolio certification and synthesis, showing that even deterministic portfolios in simple settings are highly complex, and present an offline construction method that can be specialized at runtime.

By Kasper Engelen, Sebastian Junges, Guillermo A. P\'{e}rez, Marnix Suilen
Hugging Face Trending Papers
Aug 18

Adaptive Policy Portfolios for Robust Markov Decision Processes

The paper investigates adaptive policy portfolios for Robust Markov Decision Processes (RMDPs), proposing finite sets of memoryless randomized policies generated offline and selected online. It introduces robust regret as a metric for portfolio quality, comparing each portfolio member’s performance to the optimal policy for each plausible environment. The authors provide complexity-theoretic results showing that certifying and synthesizing such portfolios is highly intractable, and they present an offline construction method that can be specialized at runtime.

arXiv Machine Learning
Aug 11

Finite Constant Frontiers and Auditable Regret Certificates for Average-Reward Reinforcement Learning

arXiv:2608. 07725v1 Announce Type: new Abstract: Average-reward reinforcement-learning regret is known up to logarithmic factors, but the numerical content of published guarantees is difficult to compare because probability mode, structural parameter, logarithmic normalization, prior information, and planning assumptions differ.

By Ibne Farabi Shihab, Abu Sa-Adat Mohamed Moon-Im Al Ahsan, Md Najmus Swaqeeb