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In this paper, we provide two new stable online algorithms for the problem of prediction in reinforcement learning, \emph{i.e.}, estimating the value function of a model-free Markov reward process using the linear function approximation…

Machine Learning · Computer Science 2018-06-19 Ajin George Joseph , Shalabh Bhatnagar

Belief Propagation (BP) is a widely used approximation for exact probabilistic inference in graphical models, such as Markov Random Fields (MRFs). In graphs with cycles, however, no exact convergence guarantees for BP are known, in general.…

Artificial Intelligence · Computer Science 2016-12-28 Wolfgang Gatterbauer

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

Learning structured models using maximum margin techniques has become an indispensable tool for com- puter vision researchers, as many computer vision applications can be cast naturally as an image labeling problem. Pixel-based or…

Machine Learning · Computer Science 2013-09-17 Andreas Christian Mueller , Sven Behnke

Stochastic network models play a central role across a wide range of scientific disciplines, and questions of statistical inference arise naturally in this context. In this paper we investigate goodness-of-fit and two-sample testing…

Statistics Theory · Mathematics 2026-03-27 Subhro Ghosh , Rathindra Nath Karmakar , Samriddha Lahiry

In this paper, we present a novel and general framework called {\it Maximum Entropy Discrimination Markov Networks} (MaxEnDNet), which integrates the max-margin structured learning and Bayesian-style estimation and combines and extends…

Machine Learning · Statistics 2009-12-30 Jun Zhu , Eric P. Xing

The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual…

Optimization and Control · Mathematics 2022-10-21 Egor Gladin , Maksim Lavrik-Karmazin , Karina Zainullina , Varvara Rudenko , Alexander Gasnikov , Martin Takáč

Aggregating a dataset, then injecting some noise, is a simple and common way to release differentially private data.However, aggregated data -- even without noise -- is not an appropriate input for machine learning classifiers.In this work,…

Machine Learning · Computer Science 2022-10-07 Alexandre Gilotte , Ahmed Ben Yahmed , David Rohde

We provide a theoretical framework for Reinforcement Learning with Human Feedback (RLHF). Our analysis shows that when the true reward function is linear, the widely used maximum likelihood estimator (MLE) converges under both the…

Machine Learning · Computer Science 2024-02-09 Banghua Zhu , Jiantao Jiao , Michael I. Jordan

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

We provide new perspectives and inference algorithms for Maximum Entropy (MaxEnt) Inverse Reinforcement Learning (IRL), which provides a principled method to find a most non-committal reward function consistent with given expert…

Machine Learning · Computer Science 2021-06-08 Aaron J. Snoswell , Surya P. N. Singh , Nan Ye

This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…

Machine Learning · Computer Science 2015-03-19 Giorgio Corani , Cassio P. De Campos

The Maximum Entropy Reinforcement Learning (MaxEnt RL) framework is a leading approach for achieving efficient learning and robust performance across many RL tasks. However, MaxEnt methods have also been shown to struggle with…

Machine Learning · Computer Science 2025-06-13 Ruipeng Zhang , Ya-Chien Chang , Sicun Gao

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…

Machine Learning · Computer Science 2022-08-23 The Viet Bui , Tien Mai , Patrick Jaillet

Sequential decision making, commonly formalized as optimization of a Markov Decision Process, is a key challenge in artificial intelligence. Two successful approaches to MDP optimization are reinforcement learning and planning, which both…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

Machine Learning · Computer Science 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

Maximum likelihood estimation (MLE) is a statistical method used to estimate the parameters of a probability distribution that best explain the observed data. In the context of text generation, MLE is often used to train generative language…

Computation and Language · Computer Science 2023-10-27 Chenze Shao , Zhengrui Ma , Min Zhang , Yang Feng