Search Results for author: Yu-Heng Hung

Found 3 papers, 0 papers with code

Value-Biased Maximum Likelihood Estimation for Model-based Reinforcement Learning in Discounted Linear MDPs

no code implementations17 Oct 2023 Yu-Heng Hung, Ping-Chun Hsieh, Akshay Mete, P. R. Kumar

We consider the infinite-horizon linear Markov Decision Processes (MDPs), where the transition probabilities of the dynamic model can be linearly parameterized with the help of a predefined low-dimensional feature mapping.

Model-based Reinforcement Learning

Reward-Biased Maximum Likelihood Estimation for Neural Contextual Bandits

no code implementations8 Mar 2022 Yu-Heng Hung, Ping-Chun Hsieh

Reward-biased maximum likelihood estimation (RBMLE) is a classic principle in the adaptive control literature for tackling explore-exploit trade-offs.

Multi-Armed Bandits

Reward-Biased Maximum Likelihood Estimation for Linear Stochastic Bandits

no code implementations8 Oct 2020 Yu-Heng Hung, Ping-Chun Hsieh, Xi Liu, P. R. Kumar

Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized linear bandits problems.

Computational Efficiency

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