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0111 · Oct 202219922001200920172026
1 result for algorithm-of-moments

Algorithm learns near-optimal policies for reward-mixing MDPs with few latent contexts.

problem Episodic reinforcement learning in reward-mixing Markov decision processes with a few latent contexts.
method Sample-efficient algorithm EM^2 using higher-order method-of-moments approach.
result Provides an ε-optimal policy using O(ε^(-2) * S^d A^d * poly(H, Z)^d) episodes for arbitrary M ≥ 2.