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Questions tagged [regret]

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Adaptive regret bounds in Online Convex Optimization

I have recently stumbled upon a proof in Elad Hazan's book "Introduction to Online Convex Optimization" with a step I can't quite grasp. In the second to last line it is not clear to me why ...
Edoardo Lanari's user avatar
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1 answer

The complexity order of regret (especially in online reinforcement learning)?

In online reinforcement learning theory, how to judge the complexity order of regret, if there are two or more terms in there? For example, the state space is $X$, the action space is $A$, the episode ...
white's user avatar
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2 votes
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Is there any reasonable notion of regret for infinite horizon discounted MDPs?

I am thinking about episodic MDPs. Usually, in episodic MDPs, it seems that we have a finite fixed horizon per episode and no discount factor. Then, a very intuitive notion of regret after $T$ ...
Felix P.'s user avatar
  • 297
4 votes
2 answers

Why is regret so defined in MABs?

Consider a multi-armed bandit(MAB). There are $k$ arms, with reward distributions $R_i$ where $1 \leq i \leq k$. Let $\mu_i$ denote the mean of the $i^{th}$ distribution. If we run the multi-armed ...
stoic-santiago's user avatar