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This paper studies multi-stage systems with end-to-end bandit feedback. In such systems, each job needs to go through multiple stages, each managed by a different agent, before generating an outcome. Each agent can only control its own…

Machine Learning · Computer Science 2024-08-20 I-Hong Hou

We address the question of repeatedly learning linear classifiers against agents who are strategically trying to game the deployed classifiers, and we use the Stackelberg regret to measure the performance of our algorithms. First, we show…

Computer Science and Game Theory · Computer Science 2020-11-17 Yiling Chen , Yang Liu , Chara Podimata

This paper investigates the combination of model predictive control (MPC) concepts and posterior sampling techniques and proposes a simple constraint tightening technique to introduce cautiousness during explorative learning episodes. The…

Systems and Control · Electrical Eng. & Systems 2022-09-22 Kim P. Wabersich , Melanie N. Zeilinger

This monograph, spanning three chapters, explores Inverse Reinforcement Learning (IRL). The first two chapters view inverse reinforcement learning (IRL) through the lens of revealed preferences from microeconomics while the third chapter…

Machine Learning · Computer Science 2025-07-08 Vikram Krishnamurthy

Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…

Machine Learning · Computer Science 2025-07-10 Fengxue Zhang , Yuxin Chen

This paper addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on the number of nonzero elements in the…

Machine Learning · Computer Science 2026-05-12 Zhengmiao Wang , Ming Chi , Zhi-Wei Liu , Lintao Ye , Carla Fabiana Chiasserini

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

Machine Learning · Computer Science 2022-04-21 Jiafan He , Dongruo Zhou , Quanquan Gu

This paper addresses the problem of training a reinforcement learning (RL) policy under partial observability by exploiting a privileged, anytime-feasible planner agent available exclusively during training. We formalize this as a Partially…

Machine Learning · Computer Science 2026-04-10 Mohsen Amiri , Mohsen Amiri , Ali Beikmohammadi , Sindri Magnuśson , Mehdi Hosseinzadeh

Obtaining no-regret guarantees for reinforcement learning (RL) in the case of problems with continuous state and/or action spaces is still one of the major open challenges in the field. Recently, a variety of solutions have been proposed,…

Machine Learning · Computer Science 2024-02-07 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restell

Classical Bayesian persuasion studies how a sender influences receivers through carefully designed signaling policies within a single strategic interaction. In many real-world environments, such interactions are repeated across multiple…

Computer Science and Game Theory · Computer Science 2026-03-24 Ata Poyraz Turna , Asrin Efe Yorulmaz , Tamer Başar

We consider the Multi-Armed Bandit (MAB) problem, where an agent sequentially chooses actions and observes rewards for the actions it took. While the majority of algorithms try to minimize the regret, i.e., the cumulative difference between…

Machine Learning · Computer Science 2021-09-14 Nadav Merlis , Shie Mannor

In reward-free reinforcement learning (RL), an agent explores the environment first without any reward information, in order to achieve certain learning goals afterwards for any given reward. In this paper we focus on reward-free RL under…

Machine Learning · Computer Science 2023-03-21 Yuan Cheng , Ruiquan Huang , Jing Yang , Yingbin Liang

This paper focuses on reinforcement learning (RL) with limited prior knowledge. In the domain of swarm robotics for instance, the expert can hardly design a reward function or demonstrate the target behavior, forbidding the use of both…

Machine Learning · Computer Science 2012-08-07 Riad Akrour , Marc Schoenauer , Michèle Sebag

As reinforcement learning algorithms are being applied to increasingly complicated and realistic tasks, it is becoming increasingly difficult to solve such problems within a practical time frame. Hence, we focus on a \textit{satisficing}…

Artificial Intelligence · Computer Science 2025-04-16 Akihiro Tamatsukuri , Tatsuji Takahashi

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

In the incentivized exploration model, a principal aims to explore and learn over time by interacting with a sequence of self-interested agents. It has been recently understood that the main challenge in designing incentive-compatible…

Computer Science and Game Theory · Computer Science 2025-06-03 Benjamin Schiffer , Mark Sellke

We introduce Random Latent Exploration (RLE), a simple yet effective exploration strategy in reinforcement learning (RL). On average, RLE outperforms noise-based methods, which perturb the agent's actions, and bonus-based exploration, which…

Machine Learning · Computer Science 2025-02-28 Srinath Mahankali , Zhang-Wei Hong , Ayush Sekhari , Alexander Rakhlin , Pulkit Agrawal

We study tabular reinforcement learning problems with multiple steps of lookahead information. Before acting, the learner observes $\ell$ steps of future transition and reward realizations: the exact state the agent would reach and the…

Machine Learning · Computer Science 2026-01-16 Nadav Merlis

We introduce SCAL, an algorithm designed to perform efficient exploration-exploitation in any unknown weakly-communicating Markov decision process (MDP) for which an upper bound $c$ on the span of the optimal bias function is known. For an…

Machine Learning · Computer Science 2018-07-09 Ronan Fruit , Matteo Pirotta , Alessandro Lazaric , Ronald Ortner
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