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In this paper, we study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches. The multi-batch reinforcement learning framework, where the agent…

Machine Learning · Computer Science 2022-10-18 Zihan Zhang , Yuhang Jiang , Yuan Zhou , Xiangyang Ji

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

Most learning algorithms with formal regret guarantees essentially rely on trying all possible behaviors, which is problematic when some errors cannot be recovered from. Instead, we allow the learning agent to ask for help from a mentor and…

Machine Learning · Computer Science 2025-09-17 Benjamin Plaut , Juan Liévano-Karim , Hanlin Zhu , Stuart Russell

A default assumption in the design of reinforcement-learning algorithms is that a decision-making agent always explores to learn optimal behavior. In sufficiently complex environments that approach the vastness and scale of the real world,…

Machine Learning · Computer Science 2024-07-23 Dilip Arumugam , Saurabh Kumar , Ramki Gummadi , Benjamin Van Roy

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Machine Learning · Computer Science 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

We study a multi-agent imitation learning (MAIL) problem where we take the perspective of a learner attempting to coordinate a group of agents based on demonstrations of an expert doing so. Most prior work in MAIL essentially reduces the…

Machine Learning · Computer Science 2024-06-27 Jingwu Tang , Gokul Swamy , Fei Fang , Zhiwei Steven Wu

We study reinforcement learning from human feedback in general Markov decision processes, where agents learn from trajectory-level preference comparisons. A central challenge in this setting is to design algorithms that select informative…

Machine Learning · Computer Science 2025-12-05 Andreas Schlaginhaufen , Reda Ouhamma , Maryam Kamgarpour

We study Bayesian learning in episodic, finite-horizon zero-sum Markov games with unknown transition and reward models. We investigate a posterior algorithm in which each player maintains a Bayesian posterior over the game model,…

Machine Learning · Computer Science 2026-03-24 Chang-Wei Yueh , Andy Zhao , Ashutosh Nayyar , Rahul Jain

We develop a meta-learning framework for simple regret minimization in bandits. In this framework, a learning agent interacts with a sequence of bandit tasks, which are sampled i.i.d.\ from an unknown prior distribution, and learns its…

Machine Learning · Computer Science 2023-07-06 Mohammadjavad Azizi , Branislav Kveton , Mohammad Ghavamzadeh , Sumeet Katariya

We study Markov Decision Processes (MDP) wherein states correspond to causal graphs that stochastically generate rewards. In this setup, the learner's goal is to identify atomic interventions that lead to high rewards by intervening on…

Machine Learning · Computer Science 2021-11-02 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

Reinforcement learning (RL) so far has limited real-world applications. One key challenge is that typical RL algorithms heavily rely on a reset mechanism to sample proper initial states; these reset mechanisms, in practice, are expensive to…

Machine Learning · Computer Science 2023-07-25 Hoai-An Nguyen , Ching-An Cheng

This paper introduces the framework of multi-armed sampling, which serves as the sampling counterpart to the optimization problem of multi-armed bandits. Our primary motivation is to rigorously examine the exploration-exploitation trade-off…

Machine Learning · Computer Science 2026-05-14 Mohammad Pedramfar , Siamak Ravanbakhsh

The problem of opportunistic spectrum access in cognitive radio networks has been recently formulated as a non-Bayesian restless multi-armed bandit problem. In this problem, there are N arms (corresponding to channels) and one player…

Machine Learning · Computer Science 2011-11-10 Wenhan Dai , Yi Gai , Bhaskar Krishnamachari

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

Machine Learning · Computer Science 2020-06-11 Yasin Abbasi-Yadkori , Aldo Pacchiano , My Phan

Reinforcement learning in cooperative multi-agent settings has recently advanced significantly in its scope, with applications in cooperative estimation for advertising, dynamic treatment regimes, distributed control, and federated…

Machine Learning · Computer Science 2021-03-30 Abhimanyu Dubey , Alex Pentland

In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

Reinforcement Learning algorithms that learn from human feedback (RLHF) need to be efficient in terms of statistical complexity, computational complexity, and query complexity. In this work, we consider the RLHF setting where the feedback…

Machine Learning · Computer Science 2024-03-14 Runzhe Wu , Wen Sun

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

We consider the problem of reward maximization in the dueling bandit setup along with constraints on resource consumption. As in the classic dueling bandits, at each round the learner has to choose a pair of items from a set of $K$ items…

Machine Learning · Computer Science 2023-12-29 Rohan Deb , Aadirupa Saha