arXiv Machine Learning By Yuepeng Yang, Yuxin Chen, Yuejie Chi

Robust Average-Reward Markov Decision Processes: Minimax-Optimal Learning via Plug-in Reductions

Read the original on arXiv Machine Learning →

arXiv:2608. 06545v1 Announce Type: new Abstract: Distributionally robust Markov decision processes provide a principled framework for sequential decision making under model uncertainty.

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arXiv Machine Learning
Jun 15

A Complexity Measure for Active Learning in Multi-group Mean Estimation

arXiv:2606. 14690v1 Announce Type: new Abstract: We study a \emph{max-risk} objective for active learning in a multi-group mean estimation $d$-armed bandits: a learner adaptively allocates a budget of $T$ samples across $d$ groups to minimize the worst-case uncertainty index $\max_{k\in[d]}\sigma_k^2/n_k$, where $\sigma_k$ is the standard deviation of the distribution of arm $d$, and $n_k$ is the number of times arm $d$ is sampled.

By Abdellah Aznag, Rachel Cummings, Adam N. Elmachtoub