activity
20192023
most citedMinimax Regret for Stochastic Shortest Path with Adversarial Costs and Known Transition

12 citations · 51 across the 14 of their papers we have counts for

collaborators

14 papers

cs.LG2023

Layered State Discovery for Incremental Autonomous Exploration

Liyu Chen, Andrea Tirinzoni, Alessandro Lazaric +1

We study the autonomous exploration (AX) problem proposed by Lim & Auer (2012). In this setting, the objective is to discover a set of -optimal policies reaching a set $\mathcal…

cs.LG2022

Reaching Goals is Hard: Settling the Sample Complexity of the Stochastic Shortest Path

Liyu Chen, Andrea Tirinzoni, Matteo Pirotta +1

We study the sample complexity of learning an -optimal policy in the Stochastic Shortest Path (SSP) problem. We first derive sample complexity bounds when the learner has access…

cs.LG2022

Near-Optimal Goal-Oriented Reinforcement Learning in Non-Stationary Environments

Liyu Chen, Haipeng Luo

We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and tr…

cs.LG2022★ 1 cited

Follow-the-Perturbed-Leader for Adversarial Markov Decision Processes with Bandit Feedback

Yan Dai, Haipeng Luo, Liyu Chen

We consider regret minimization for Adversarial Markov Decision Processes (AMDPs), where the loss functions are changing over time and adversarially chosen, and the learner only ob…

cs.LG2022★ 1 cited

Policy Learning and Evaluation with Randomized Quasi-Monte Carlo

Sebastien M. R. Arnold, Pierre L'Ecuyer, Liyu Chen +2

Reinforcement learning constantly deals with hard integrals, for example when computing expectations in policy evaluation and policy iteration. These integrals are rarely analytica…

cs.LG2022

Policy Optimization for Stochastic Shortest Path

Liyu Chen, Haipeng Luo, Aviv Rosenberg

Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In thi…

cs.LG2022★ 3 cited

Learning Infinite-Horizon Average-Reward Markov Decision Processes with Constraints

Liyu Chen, Rahul Jain, Haipeng Luo

We study regret minimization for infinite-horizon average-reward Markov Decision Processes (MDPs) under cost constraints. We start by designing a policy optimization algorithm with…

cs.LG2021

Improved No-Regret Algorithms for Stochastic Shortest Path with Linear MDP

Liyu Chen, Rahul Jain, Haipeng Luo

We introduce two new no-regret algorithms for the stochastic shortest path (SSP) problem with a linear MDP that significantly improve over the only existing results of (Vial et al.…

cs.LG2021★ 6 cited

Online Learning for Stochastic Shortest Path Model via Posterior Sampling

Mehdi Jafarnia-Jahromi, Liyu Chen, Rahul Jain +1

We consider the problem of online reinforcement learning for the Stochastic Shortest Path (SSP) problem modeled as an unknown MDP with an absorbing state. We propose PSRL-SSP, a si…

cs.LG2021★ 5 cited

Implicit Finite-Horizon Approximation and Efficient Optimal Algorithms for Stochastic Shortest Path

Liyu Chen, Mehdi Jafarnia-Jahromi, Rahul Jain +1

We introduce a generic template for developing regret minimization algorithms in the Stochastic Shortest Path (SSP) model, which achieves minimax optimal regret as long as certain…

cs.LG2021★ 5 cited

Finding the Stochastic Shortest Path with Low Regret: The Adversarial Cost and Unknown Transition Case

Liyu Chen, Haipeng Luo

We make significant progress toward the stochastic shortest path problem with adversarial costs and unknown transition. Specifically, we develop algorithms that achieve $\widetilde…

cs.LG2021★ 7 cited

Impossible Tuning Made Possible: A New Expert Algorithm and Its Applications

Liyu Chen, Haipeng Luo, Chen-Yu Wei

We resolve the long-standing "impossible tuning" issue for the classic expert problem and show that, it is in fact possible to achieve regret $O\left(\sqrt{(\ln d)\sum_t \ell_{t,i}…

cs.LG2020★ 12 cited

Minimax Regret for Stochastic Shortest Path with Adversarial Costs and Known Transition

Liyu Chen, Haipeng Luo, Chen-Yu Wei

We study the stochastic shortest path problem with adversarial costs and known transition, and show that the minimax regret is and $\widetilde{O}…

cs.LG2019★ 11 cited

Synthesized Policies for Transfer and Adaptation across Tasks and Environments

Hexiang Hu, Liyu Chen, Boqing Gong +1

The ability to transfer in reinforcement learning is key towards building an agent of general artificial intelligence. In this paper, we consider the problem of learning to simulta…