Questions tagged [regret]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
2
votes
0answers
47 views

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 $T$ ...
0
votes
0answers
34 views

Are regret values in each block of MC external sampling stored in each node of the block we are traversing down (denoted by $\{Q_1,..., Q_n\}$)?

Everything I know about Monte Carlo counterfactual regret minimization (CFR) comes from the paper Monte Carlo Sampling for Regret Minimization in Extensive Games by Marc Lanctot et al. So, I will use ...
3
votes
2answers
140 views

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 ...