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In reinforcement learning, experience replay stores past samples for further reuse. Prioritized sampling is a promising technique to better utilize these samples. Previous criteria of prioritization include TD error, recentness and…

Machine Learning · Computer Science 2021-11-10 Xu-Hui Liu , Zhenghai Xue , Jing-Cheng Pang , Shengyi Jiang , Feng Xu , Yang Yu

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

While reinforcement learning (RL) has achieved notable success in various domains, training effective policies for complex tasks remains challenging. Agents often converge to local optima and fail to maximize long-term rewards. Existing…

Artificial Intelligence · Computer Science 2025-05-28 Heng Tan , Hua Yan , Yu Yang

We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…

Machine Learning · Computer Science 2020-12-25 Aldo Pacchiano , Christoph Dann , Claudio Gentile , Peter Bartlett

Realtime environments change even as agents perform action inference and learning, thus requiring high interaction frequencies to effectively minimize regret. However, recent advances in machine learning involve larger neural networks with…

Machine Learning · Computer Science 2024-12-20 Matthew Riemer , Gopeshh Subbaraj , Glen Berseth , Irina Rish

Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different…

Machine Learning · Statistics 2020-12-04 Nathan Kallus

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

Algorithmic decision-making in high-stakes domains often involves assigning decisions to agents with incentives to strategically modify their input to the algorithm. In addition to dealing with incentives, in many domains of interest (e.g.…

Computer Science and Game Theory · Computer Science 2023-10-31 Keegan Harris , Chara Podimata , Zhiwei Steven Wu

Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…

Machine Learning · Computer Science 2019-03-21 Kate Rakelly , Aurick Zhou , Deirdre Quillen , Chelsea Finn , Sergey Levine

In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…

Machine Learning · Statistics 2024-08-21 Xiaofeng Lin , Xuezhou Zhang

Designing reliable decision strategies for autonomous urban driving is challenging. Reinforcement learning (RL) has been used to automatically derive suitable behavior in uncertain environments, but it does not provide any guarantee on the…

In this paper, we revisit the regret of undiscounted reinforcement learning in MDPs with a birth and death structure. Specifically, we consider a controlled queue with impatient jobs and the main objective is to optimize a trade-off between…

Machine Learning · Computer Science 2023-02-22 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…

Machine Learning · Computer Science 2011-06-17 Miroslav Dudik , Daniel Hsu , Satyen Kale , Nikos Karampatziakis , John Langford , Lev Reyzin , Tong Zhang

In this paper, we study the problem of efficient online reinforcement learning in the infinite horizon setting when there is an offline dataset to start with. We assume that the offline dataset is generated by an expert but with unknown…

Machine Learning · Computer Science 2024-02-05 Dengwang Tang , Rahul Jain , Botao Hao , Zheng Wen

We study interactive learning in a setting where the agent has to generate a response (e.g., an action or trajectory) given a context and an instruction. In contrast, to typical approaches that train the system using reward or expert…

Machine Learning · Computer Science 2024-04-16 Dipendra Misra , Aldo Pacchiano , Robert E. Schapire

The quintessential model-based reinforcement-learning agent iteratively refines its estimates or prior beliefs about the true underlying model of the environment. Recent empirical successes in model-based reinforcement learning with…

Machine Learning · Computer Science 2022-11-02 Dilip Arumugam , Benjamin Van Roy

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Reinforcement learning algorithms often suffer from slow convergence due to sparse reward signals, particularly in complex environments where feedback is delayed or infrequent. This paper introduces the Psychological Regret Model (PRM), a…

Machine Learning · Computer Science 2026-02-04 Zhe Xu

Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…

Neural and Evolutionary Computing · Computer Science 2019-12-04 J. Gomez Robles , J. Vanschoren

We study structured multi-armed bandits, which is the problem of online decision-making under uncertainty in the presence of structural information. In this problem, the decision-maker needs to discover the best course of action despite…

Machine Learning · Computer Science 2023-07-11 Bart P. G. Van Parys , Negin Golrezaei