On the Complexity of Adversarial Decision Making

  title={On the Complexity of Adversarial Decision Making},
  author={Dylan J. Foster and Alexander Rakhlin and Ayush Sekhari and Karthik Sridharan},
A central problem in online learning and decision making—from bandits to reinforcement learning—is to understand what modeling assumptions lead to sample-efficient learning guarantees. We consider a general adversarial decision making framework that encompasses (structured) bandit problems with adversarial rewards and reinforcement learning problems with adversarial dynamics. Our main result is to show—via new upper and lower bounds—that the Decision-Estimation Coefficient, a complexity measure… 

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