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We study the stochastic shortest path problem with adversarial costs and known transition, and show that the minimax regret is $\widetilde{O}(\sqrt{DT^\star K})$ and $\widetilde{O}(\sqrt{DT^\star SA K})$ for the full-information setting and…

Machine Learning · Computer Science 2021-06-23 Liyu Chen , Haipeng Luo , Chen-Yu Wei

Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In this paper we present the adversarial SSP model that also accounts for…

Machine Learning · Computer Science 2022-04-06 Aviv Rosenberg , Yishay Mansour

Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent is unaware of the environment…

Machine Learning · Computer Science 2020-02-25 Alon Cohen , Haim Kaplan , Yishay Mansour , Aviv Rosenberg

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 simple posterior sampling-based reinforcement learning…

Machine Learning · Computer Science 2021-06-11 Mehdi Jafarnia-Jahromi , Liyu Chen , Rahul Jain , Haipeng Luo

We study the Stochastic Shortest Path (SSP) problem in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent has no prior knowledge about the costs and dynamics of the…

Machine Learning · Computer Science 2021-12-10 Alon Cohen , Yonathan Efroni , Yishay Mansour , Aviv Rosenberg

We study reinforcement learning in stochastic path (SP) problems. The goal in these problems is to maximize the expected sum of rewards until the agent reaches a terminal state. We provide the first regret guarantees in this general problem…

Machine Learning · Computer Science 2022-10-18 Christoph Dann , Chen-Yu Wei , Julian Zimmert

We study the problem of learning in the stochastic shortest path (SSP) setting, where an agent seeks to minimize the expected cost accumulated before reaching a goal state. We design a novel model-based algorithm EB-SSP that carefully skews…

Machine Learning · Computer Science 2021-12-13 Jean Tarbouriech , Runlong Zhou , Simon S. Du , Matteo Pirotta , Michal Valko , Alessandro Lazaric

We study the Stochastic Shortest Path (SSP) problem with a linear mixture transition kernel, where an agent repeatedly interacts with a stochastic environment and seeks to reach certain goal state while minimizing the cumulative cost.…

Machine Learning · Computer Science 2024-02-15 Qiwei Di , Jiafan He , Dongruo Zhou , Quanquan Gu

We make significant progress toward the stochastic shortest path problem with adversarial costs and unknown transition. Specifically, we develop algorithms that achieve $\widetilde{O}(\sqrt{S^2ADT_\star K})$ regret for the full-information…

Machine Learning · Computer Science 2021-06-15 Liyu Chen , Haipeng Luo

We study the stochastic shortest path (SSP) problem in reinforcement learning with linear function approximation, where the transition kernel is represented as a linear mixture of unknown models. We call this class of SSP problems as linear…

Machine Learning · Computer Science 2022-07-06 Yifei Min , Jiafan He , Tianhao Wang , Quanquan Gu

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., 2021). Our first algorithm is computationally efficient…

Machine Learning · Computer Science 2021-12-21 Liyu Chen , Rahul Jain , Haipeng Luo

This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters,…

Networking and Internet Architecture · Computer Science 2017-01-19 M. Sadegh Talebi , Zhenhua Zou , Richard Combes , Alexandre Proutiere , Mikael Johansson

Goal-oriented Reinforcement Learning, where the agent needs to reach the goal state while simultaneously minimizing the cost, has received significant attention in real-world applications. Its theoretical formulation, stochastic shortest…

Machine Learning · Computer Science 2022-06-13 Ming Yin , Wenjing Chen , Mengdi Wang , Yu-Xiang Wang

We propose an algorithm that uses linear function approximation (LFA) for stochastic shortest path (SSP). Under minimal assumptions, it obtains sublinear regret, is computationally efficient, and uses stationary policies. To our knowledge,…

Machine Learning · Computer Science 2022-05-30 Daniel Vial , Advait Parulekar , Sanjay Shakkottai , R. Srikant

This paper addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on the number of nonzero elements in the…

Machine Learning · Computer Science 2026-05-12 Zhengmiao Wang , Ming Chi , Zhi-Wei Liu , Lintao Ye , Carla Fabiana Chiasserini

In this paper, we investigate regrets of an online semi-proximal alternating direction method of multiplier (Online-spADMM) for solving online linearly constrained convex composite optimization problems. Under mild conditions, we establish…

Optimization and Control · Mathematics 2024-02-09 Yule Zhang , Zehao Xiao , Jia Wu , Liwei Zhang

We consider the shortest path routing (SPR) of a network with stochastically time varying link metrics under potential adversarial attacks. Due to potential denial of service attacks, the distributions of link states could be stochastic…

Networking and Internet Architecture · Computer Science 2016-10-12 Pan Zhou , Lin Cheng , Dapeng Oliver Wu

We study the sample complexity of learning an $\epsilon$-optimal policy in the Stochastic Shortest Path (SSP) problem. We first derive sample complexity bounds when the learner has access to a generative model. We show that there exists a…

Machine Learning · Computer Science 2022-10-12 Liyu Chen , Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…

Machine Learning · Computer Science 2022-02-08 Liyu Chen , Haipeng Luo , Aviv Rosenberg

We propose the k-Shortest-Path (k-SP) constraint: a novel constraint on the agent's trajectory that improves the sample efficiency in sparse-reward MDPs. We show that any optimal policy necessarily satisfies the k-SP constraint. Notably,…

Machine Learning · Computer Science 2021-07-15 Sungryull Sohn , Sungtae Lee , Jongwook Choi , Harm van Seijen , Mehdi Fatemi , Honglak Lee
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