arXiv Machine Learning

Exploiting Exogenous Structure for Sample-Efficient Reinforcement Learning

arXiv:2409. 14557v4 Announce Type: replace-cross Abstract: We study a structured class of Markov Decision Processes, known as Exo-MDPs, in which the state space is partitioned into exogenous and endogenous components.

arXiv Machine Learning
Jun 16

Learning Policy from a Single Trajectory in Average-Reward Markov Decision Process

arXiv:2606. 16729v1 Announce Type: new Abstract: While there is an extensive body of work characterizing the sample complexity of discounted cumulative-reward MDPs, finite sample analyses for average-reward MDPs have been limited, and most existing works rely on restrictive assumptions such as ergodicity or access to a generative model.

By Jongmin Lee, Ernest K. Ryu, Vaneet Aggarwal
arXiv Machine Learning
Sep 23

Tight Sample Complexity Bounds for Entropic Best Policy Identification

The paper investigates best‑policy identification in finite‑horizon, risk‑sensitive reinforcement learning using the entropic risk measure. It identifies a gap between known lower bounds ≥ η(e^{|eta|H}) and upper bounds ≤ O(e^{2|eta|H}) for sample complexity, attributing the excess factor to loose concentration bounds for exponential utilities. By employing a forward‑model algorithm with KL‑based exploration bonuses and a novel stopping rule, the authors achieve a sample complexity that matches the lower bound, closing the previously open exponential gap.

By Amer Essakine, Claire Vernade