arXiv Statistics ML By Taira Tsuchiya, Shinji Ito, Haipeng Luo

From Dueling Bandits to Episodic MDPs: Learning with Adversarial Preference Feedback

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The paper extends dueling bandits to episodic Markov decision processes where selecting a pair of arms not only yields a noisy preference but also influences the next state. It defines a state‑wise preference‑based MDP with adversarially changing preferences and Borda‑score losses, and proves a minimax regret of ∫Θ(min{HT,(H^3SK)^{1/3}T^{2/3}}) under known transitions. The authors provide an online linear‑optimization algorithm achieving this bound, a policy‑optimization algorithm with closed‑form updates, and extensions to unknown transitions.

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