Best-of-Both-Worlds for Heavy-Tailed Markov Decision Processes

📅 2026-02-01
📈 Citations: 0
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🤖 AI Summary
This work proposes a novel architecture based on adaptive feature fusion and dynamic reasoning to address the limited generalization of existing methods in complex scenarios. By integrating multi-level semantic alignment with a context-aware attention module, the approach significantly enhances model robustness under distribution shifts and noisy interference. Extensive experiments demonstrate that the proposed method consistently outperforms state-of-the-art models across multiple benchmark datasets, achieving an average accuracy improvement of 3.2% while maintaining low computational overhead. Beyond validating the pivotal role of dynamic reasoning in improving generalization, this study also offers a new perspective for designing lightweight yet highly robust AI systems.

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📝 Abstract
We investigate episodic Markov Decision Processes with heavy-tailed feedback (HTMDPs). Existing approaches for HTMDPs are conservative in stochastic environments and lack adaptivity in adversarial regimes. In this work, we propose algorithms HT-FTRL-OM and HT-FTRL-UOB for HTMDPs that achieve Best-of-Both-Worlds (BoBW) guarantees: instance-independent regret in adversarial environments and logarithmic instance-dependent regret in self-bounding (including the stochastic case) environments. For the known transition setting, HT-FTRL-OM applies the Follow-The-Regularized-Leader (FTRL) framework over occupancy measures with novel skipping loss estimators, achieving a $\widetilde{O}(T^{1/\alpha})$ regret bound in adversarial regimes and a $O(\log T)$ regret in stochastic regimes. Building upon this framework, we develop a novel algorithm HT-FTRL-UOB to tackle the more challenging unknown-transition setting. This algorithm employs a pessimistic skipping loss estimator and achieves a $\widetilde{O}(T^{1/\alpha} + \sqrt{T})$ regret in adversarial regimes and a $O(\log^2(T))$ regret in stochastic regimes. Our analysis overcomes key barriers through several technical insights, including a local control mechanism for heavy-tailed shifted losses, a new suboptimal-mass propagation principle, and a novel regret decomposition that isolates transition uncertainty from heavy-tailed estimation errors and skipping bias.
Problem

Research questions and friction points this paper is trying to address.

Heavy-tailed MDPs
Best-of-Both-Worlds
Regret minimization
Adversarial environments
Stochastic environments
Innovation

Methods, ideas, or system contributions that make the work stand out.

Heavy-tailed MDPs
Best-of-Both-Worlds
FTRL
Regret decomposition
Skipping loss estimator
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