11 citations · 38 across the 8 of their papers we have counts for
7 papers
Cascaded Gaps: Towards Gap-Dependent Regret for Risk-Sensitive Reinforcement Learning
Yingjie Fei, Ruitu Xu
In this paper, we study gap-dependent regret guarantees for risk-sensitive reinforcement learning based on the entropic risk measure. We propose a novel definition of sub-optimalit…
Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learning
Yingjie Fei, Zhuoran Yang, Yudong Chen +1
We study risk-sensitive reinforcement learning (RL) based on the entropic risk measure. Although existing works have established non-asymptotic regret guarantees for this problem,…
Dynamic Regret of Policy Optimization in Non-stationary Environments
Yingjie Fei, Zhuoran Yang, Zhaoran Wang +1
We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy op…
Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret
Yingjie Fei, Zhuoran Yang, Yudong Chen +2
We study risk-sensitive reinforcement learning in episodic Markov decision processes with unknown transition kernels, where the goal is to optimize the total reward under the risk…
Spectral Frank-Wolfe Algorithm: Strict Complementarity and Linear Convergence
Lijun Ding, Yingjie Fei, Qiantong Xu +1
We develop a novel variant of the classical Frank-Wolfe algorithm, which we call spectral Frank-Wolfe, for convex optimization over a spectrahedron. The spectral Frank-Wolfe algori…
Achieving the Bayes Error Rate in Synchronization and Block Models by SDP, Robustly
Yingjie Fei, Yudong Chen
We study the statistical performance of semidefinite programming (SDP) relaxations for clustering under random graph models. Under the Synchronization model, Censo…