6 citations · 11 across the 9 of their papers we have counts for
5 papers · 1 filter
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.…
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…
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…
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…
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}…