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arXiv 1102.2041cs.GTstat.ML
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有限部分监控对策的一种分类

Toward a Classification of Finite Partial-Monitoring Games

András Antos, Gábor Bartók, Dávid Pál, Csaba Szepesvári

摘要:

部分监控博弈构成了不完美反馈的序列决策问题的数学框架:学习者重复选择一个动作,对手用一个结果回应,然后学习者遭受损失并接收反馈信号,这两者都是动作和结果的固定函数。学习者的目标是最小化他的总累积损失。我们对这些游戏的分类进展的基础上,他们的极大极小期望遗憾。也就是说,我们几乎所有的游戏有两个结果和有限数量的行动:我们表明,他们的极大极小预期遗憾是零,$\widetildeΘ(\sqrt{T})$,$Θ(T^{2/3})$,或$Θ(T)$,我们给这四类游戏一个简单而有效的可计算的分类。我们的希望是,结果可以作为一个垫脚石分类所有有限的部分监控游戏。

英文摘要:

Partial-monitoring games constitute a mathematical framework for sequential decision making problems with imperfect feedback: The learner repeatedly chooses an action, opponent responds with an outcome, and then the learner suffers a loss and receives a feedback signal, both of which are fixed functions of the action and the outcome. The goal of the learner is to minimize his total cumulative loss. We make progress towards the classification of these games based on their minimax expected regret. Namely, we classify almost all games with two outcomes and finite number of actions: We show that their minimax expected regret is either zero, $\widetildeΘ(\sqrt{T})$, $Θ(T^{2/3})$, or $Θ(T)$ and we give a simple and efficiently computable classification of these four classes of games. Our hope is that the result can serve as a stepping stone toward classifying all finite partial-monitoring games.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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