arXiv Machine Learning
5d ago

Decentralized Multi-Player Q-Learning in Episodic Markov Decision Processes with Information Asymmetry

arXiv:2608. 12753v1 Announce Type: new Abstract: We study decentralized multi-player reinforcement learning in episodic tabular Markov decision processes (MDPs) under three forms of information asymmetry: (A) unobserved actions with common rewards, (B) observed actions with independent rewards, and (C) unobserved actions with independent rewards.

By Larissa Xu, King Bi, William Chang
arXiv Machine Learning
Jul 14

Bandit PCA with Minimax Optimal Regret

arXiv:2607. 10936v1 Announce Type: new Abstract: We study the bandit-feedback version of online principal component analysis (Bandit PCA): in each round $t = 1,\dots,T$, the adversary selects a $d \times d$ symmetric gain matrix $G_t$ with spectrum in $[0,1]$ and rank at most $r$; the learner simultaneously selects a unit vector $w_t \in S^{d-1}$ and receives the reward $w_t^\top G_t w_t$.

By Mo\"ise Blanchard, Dmitrii Ostrovskii, Aadirupa Saha