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We address the problem of policy evaluation in discounted Markov decision processes, and provide instance-dependent guarantees on the $\ell_\infty$-error under a generative model. We establish both asymptotic and non-asymptotic versions of…

Machine Learning · Statistics 2020-03-17 Koulik Khamaru , Ashwin Pananjady , Feng Ruan , Martin J. Wainwright , Michael I. Jordan

Finding optimal policies for Partially Observable Markov Decision Processes (POMDPs) is challenging due to their uncountable state spaces when transformed into fully observable Markov Decision Processes (MDPs) using belief states.…

Optimization and Control · Mathematics 2024-09-09 Yunus Emre Demirci , Ali Devran Kara , Serdar Yüksel

The goal of this work is to serve as a foundation for deep studies of the topology of state, action, and policy spaces in reinforcement learning. By studying these spaces from a mathematical perspective, we expect to gain more insight into…

Machine Learning · Computer Science 2024-10-08 David Krame Kadurha

Estimating the value function for a fixed policy is a fundamental problem in reinforcement learning. Policy evaluation algorithms---to estimate value functions---continue to be developed, to improve convergence rates, improve stability and…

Machine Learning · Statistics 2018-08-29 Touqir Sajed , Wesley Chung , Martha White

Determining the optimal model for a given task often requires training multiple models from scratch, which becomes impractical as dataset and model sizes grow. A more efficient alternative is to expand smaller pre-trained models, but this…

Machine Learning · Computer Science 2025-06-17 Pranshu Malviya , Jerry Huang , Aristide Baratin , Quentin Fournier , Sarath Chandar

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

Machine Learning · Computer Science 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

Reinforcement learning is well suited for optimizing policies of recommender systems. Current solutions mostly focus on model-free approaches, which require frequent interactions with the real environment, and thus are expensive in model…

Machine Learning · Computer Science 2020-01-22 Xueying Bai , Jian Guan , Hongning Wang

Euclidean Markov decision processes are a powerful tool for modeling control problems under uncertainty over continuous domains. Finite state imprecise, Markov decision processes can be used to approximate the behavior of these infinite…

Artificial Intelligence · Computer Science 2020-06-29 Manfred Jaeger , Giorgio Bacci , Giovanni Bacci , Kim Guldstrand Larsen , Peter Gjøl Jensen

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

Designing and analyzing model-based RL (MBRL) algorithms with guaranteed monotonic improvement has been challenging, mainly due to the interdependence between policy optimization and model learning. Existing discrepancy bounds generally…

Machine Learning · Computer Science 2023-11-09 Tianying Ji , Yu Luo , Fuchun Sun , Mingxuan Jing , Fengxiang He , Wenbing Huang

There have been extensive studies on solving differential equations using physics-informed neural networks. While this method has proven advantageous in many cases, a major criticism lies in its lack of analytical error bounds. Therefore,…

Neural and Evolutionary Computing · Computer Science 2022-07-05 Shuheng Liu , Xiyue Huang , Pavlos Protopapas

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

We present a representation-driven framework for reinforcement learning. By representing policies as estimates of their expected values, we leverage techniques from contextual bandits to guide exploration and exploitation. Particularly,…

Machine Learning · Computer Science 2026-01-23 Ofir Nabati , Guy Tennenholtz , Shie Mannor

Current model-based reinforcement learning approaches use the model simply as a learned black-box simulator to augment the data for policy optimization or value function learning. In this paper, we show how to make more effective use of the…

Machine Learning · Computer Science 2020-05-19 Ignasi Clavera , Violet Fu , Pieter Abbeel

The success of reinforcement learning (RL) crucially depends on effective function approximation when dealing with complex ground-truth models. Existing sample-efficient RL algorithms primarily employ three approaches to function…

Machine Learning · Computer Science 2024-01-09 Yunfan Li , Lin Yang

Despite its potential to improve sample complexity versus model-free approaches, model-based reinforcement learning can fail catastrophically if the model is inaccurate. An algorithm should ideally be able to trust an imperfect model over a…

Machine Learning · Computer Science 2019-12-25 Chenjun Xiao , Yifan Wu , Chen Ma , Dale Schuurmans , Martin Müller

Understanding a \textit{reinforcement learning} policy, which guides state-to-action mappings to maximize rewards, necessitates an accompanying explanation for human comprehension. In this paper, we introduce a set of \textit{linear…

Artificial Intelligence · Computer Science 2025-05-01 Mikihisa Yuasa , Huy T. Tran , Ramavarapu S. Sreenivas

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

Reinforcement learning has solid foundations, but becomes inefficient in partially observed (non-Markovian) environments. Thus, a learning agent -born with a representation and a policy- might wish to investigate to what extent the Markov…

Artificial Intelligence · Computer Science 2011-03-02 Gabor Matuz , Andras Lorincz

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson