@inproceedings{Leurent2020practical, author="Leurent, Edouard and Maillard, Odalric-Ambrym", editor="Brefeld, Ulf and Fromont, Elisa and Hotho, Andreas and Knobbe, Arno and Maathuis, Marloes and Robardet, C{\'e}line", title="Practical Open-Loop Optimistic Planning", booktitle="European Conference on Machine Learning and Knowledge Discovery in Databases", year="2020", publisher="Springer International Publishing", address="Würzburg, Germany", month="16-20 Sep", pages="69--85", abstract="We consider the problem of online planning in a Markov Decision Process when given only access to a generative model, restricted to open-loop policies - i.e. sequences of actions - and under budget constraint. In this setting, the Open-Loop Optimistic Planning (OLOP) algorithm enjoys good theoretical guarantees but is overly conservative in practice, as we show in numerical experiments. We propose a modified version of the algorithm with tighter upper-confidence bounds, KL-OLOP, that leads to better practical performances while retaining the sample complexity bound. Finally, we propose an efficient implementation that significantly improves the time complexity of both algorithms.", isbn="978-3-030-46133-1" }