by Tom Everitt 30 days ago | link | parent My confusion is the following: Premises (*) and inferences (=>): The primary way for the agent to avoid traps is to delegate to a soft-maximiser. Any action with boundedly negative utility, a soft-maximiser will take with positive probability. Actions leading to traps do not have infinitely negative utility. => The agent will fall into traps with positive probability. If the agent falls into a trap with positive probability, then it will have linear regret. => The agent will have linear regret. So when you say in the beginning of the post “a Bayesian DIRL agent is guaranteed to attain most of the value”, you must mean that in a different sense than a regret sense?

 by Vadim Kosoy 30 days ago | link Your confusion is because you are thinking about regret in an anytime setting. In an anytime setting, there is a fixed policy $$\pi$$, we measure the expected reward of $$\pi$$ over a time interval $$t$$ and compare it to the optimal expected reward over the same time interval. If $$\pi$$ has probability $$p > 0$$ to walk into a trap, regret has the linear lower bound $$\Omega(pt)$$. On other hand, I am talking about policies $$\pi_t$$ that explicitly depend on the parameter $$t$$ (I call this a “metapolicy”). Both the advisor and the agent policies are like that. As $$t$$ goes to $$\infty$$, the probability $$p(t)$$ to walk into a trap goes to $$0$$, so $$p(t)t$$ is a sublinear function. A second difference with the usual definition of regret is that I use an infinite sum of rewards with geometric time discount $$e^{-1/t}$$ instead of a step function time discount that cuts off at $$t$$. However, this second difference is entirely inessential, and all the theorems work about the same with step function time discount. reply

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