Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 2610.28360

Confessions of a Masked MDP

Sebastian Reboul·Lorenzo Croissant·Hélène Halconruy
View original source ↗Read source document ↗Export metadata ↓

Abstract

In reinforcement learning, one presumes the action set to be known ahead of time, and, thus, one must know if any state-action pairs are not permissible ahead of computations. In some applications, determining this action mask is the main computational bottleneck. Isolating this problem to highlight its core properties, we study how to combine the search for an optimal policy with the learning of the mask itself, under a linear MDP model in which each attempted action reveals the exact value of a linear score determining its validity. In this framework, we first construct an algorithm based on deterministic optimistic optimization and show that it is minimax optimal, which we show is also computationally efficient. However, it is sub-optimal on non-degenerate instances, as we show. We propose an alternative, which is also computationally efficient, which plans its exploration strategy. This algorithm admits a formal interpretation as an analogue of information-directed-sampling for deterministic feedback, which may be of independent interest. Finally, we study an application of this framework to transfer learning, where the invalid action set changes over time.

Explore related subjects

stat.MLcs.LGmath.STstat.TH

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Sebastian Reboul, Lorenzo Croissant, Hélène Halconruy. 2026-10-20. Confessions of a Masked MDP. https://arxiv.org/abs/2610.28360

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Exploiting Concavity Information in Gaussian Process Contextual Bandit Optimization

The contextual bandit models sequential decision-making problems in which rewards depend on both the chosen action and observed context. In many domains such as medicine, business, and engineering, prior knowledge provides structural information about the reward function that can be exploited to improve optimization efficiency. This paper studies settings where, for each observable context, the conditional mean reward is known to be concave with respect to the action variable. To leverage this structure, we develop a contextual bandit algorithm that conditions a Bayesian Gaussian Process posterior on concavity constraints. We propose a novel reward model that combines a concavity-preserving regression spline basis with a constrained GP posterior, yielding a tractable shape-constrained estimator. Building on this model, we construct a UCB algorithm and establish new posterior concentration inequalities for the constrained posterior, leading to regret guarantees that are never worse than applying standard GP-UCB without concavity information and can be strictly tighter when concavity is informative. Experiments on benchmark problems and a Warfarin dosing test application demonstrate substantial reductions in cumulative regret relative to state-of-the-art baselines.

stat.ML↗
arXiv2026

The Sample Complexity of Multiple Change Point Identification under Bandit Feedback

We study multiple change point localization under bandit feedback. An unknown piecewise-constant function on a compact interval can be queried sequentially at adaptively chosen inputs, and each query returns a noisy evaluation of the function. The goal is to identify a prescribed number of discontinuities, known as change points, within a target precision $η$ and confidence level $1-δ$, while using as few samples as possible. We propose an adaptive algorithm that first detects intervals likely to contain change points and then refines their locations to precision $η$. We establish non-asymptotic upper bounds on its sample budget, together with corresponding lower bounds. Prior work shows that jump magnitudes alone determine the asymptotic sample complexity as $δ\to 0$. We reveal that this picture is incomplete beyond this regime. We demonstrate, both empirically and theoretically, that for general $δ$ and $η$, the complexity is jointly governed by the jumps and the relative positions of the change points.

stat.ML↗
arXiv2026

To Retain or to Adapt? Generalizing Continual Learning

The Continual Learning (CL) literature has long been driven by the goal of mitigating catastrophic forgetting. This objective rests on an often unstated assumption: that a lifelong learner should approximate the Joint-Task Learning (JTL) solution and retain all previously acquired knowledge. We challenge this retention-centered premise, arguing that in non-stationary environments prioritizing retention can impede real-time adaptation. Shifting the focus to the Average Lifelong Error (ALE), we formalize CL as an online optimization problem governed by the interaction between environmental and learning dynamics. We introduce Transfer Efficiency as a quantitative measure of the tension between Instability, the bias inherited from conflicting past experience, and Transient Error, the optimization cost of learning new tasks from scratch. Under mild convergence conditions, holding across linear and neural network models, this decomposition yields a Critical Task Duration: a closed-form threshold beyond which historical knowledge transitions from a warm-start advantage to an optimization liability whenever retention induces a positive stationary bias. We validate these theoretical predictions on continual image classification and reinforcement learning benchmarks. Finally, by connecting continual learning to the online learning framework of predictable sequences, we show that JTL is only one instance of a broader family of objectives, and we propose a new general class of continual learning algorithms, which we call Predictive Continual Learning. Predictive CL algorithms optimize expected future performance under an explicit, dynamically updated model of future tasks. As a proof of concept, we analyze a Window algorithm that interpolates between JTL and Independent-Task Learning (ITL), outperforming both under controlled distributional drift.

stat.ML↗