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Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…

Machine Learning · Statistics 2026-05-28 Wonyoung Kim , Min-Hwan Oh , Garud Iyengar , Assaf Zeevi

A deep reinforcement learning (DRL) agent observes its states through observations, which may contain natural measurement errors or adversarial noises. Since the observations deviate from the true states, they can mislead the agent into…

Machine Learning · Computer Science 2021-07-15 Huan Zhang , Hongge Chen , Chaowei Xiao , Bo Li , Mingyan Liu , Duane Boning , Cho-Jui Hsieh

Most of the existing works for reinforcement learning (RL) with general function approximation (FA) focus on understanding the statistical complexity or regret bounds. However, the computation complexity of such approaches is far from being…

Machine Learning · Computer Science 2023-04-19 Dingwen Kong , Ruslan Salakhutdinov , Ruosong Wang , Lin F. Yang

We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there…

Machine Learning · Computer Science 2021-04-27 Ehsan Emamjomeh-Zadeh , Chen-Yu Wei , Haipeng Luo , David Kempe

The problem of reinforcement learning in an unknown and discrete Markov Decision Process (MDP) under the average-reward criterion is considered, when the learner interacts with the system in a single stream of observations, starting from an…

Machine Learning · Statistics 2018-03-06 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

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

This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a…

Machine Learning · Computer Science 2024-10-15 Kihyun Yu , Duksang Lee , William Overman , Dabeen Lee

Policy learning is a quickly growing area. As robotics and computers control day-to-day life, their error rate needs to be minimized and controlled. There are many policy learning methods and bandit methods with provable error rates that…

Machine Learning · Computer Science 2022-01-31 Michael Rawson , Radu Balan

Approachability has become a standard tool in analyzing earning algorithms in the adversarial online learning setup. We develop a variant of approachability for games where there is ambiguity in the obtained reward that belongs to a set,…

Statistics Theory · Mathematics 2012-02-17 Shie Mannor , Vianney Perchet , Gilles Stoltz

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

Machine Learning · Computer Science 2024-10-22 Nadav Merlis

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Motivated by learning of correlated equilibria in non-cooperative games, we perform a large deviations analysis of a regret minimizing stochastic approximation algorithm. The regret minimization algorithm we consider comprises multiple…

Optimization and Control · Mathematics 2024-06-04 Hongjiang Qian , Vikram Krishnamurthy

We consider the problem of online combinatorial optimization under semi-bandit feedback. The goal of the learner is to sequentially select its actions from a combinatorial decision set so as to minimize its cumulative loss. We propose a…

Machine Learning · Computer Science 2013-05-14 Gergely Neu , Gábor Bartók

We consider a reinforcement learning setting introduced in (Maillard et al., NIPS 2011) where the learner does not have explicit access to the states of the underlying Markov decision process (MDP). Instead, she has access to several models…

Machine Learning · Computer Science 2014-09-16 Ronald Ortner , Odalric-Ambrym Maillard , Daniil Ryabko

Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Martin Schmid , Michal Šustr , Michael Bowling

The policy represented by the deep neural network can overfit the spurious features in observations, which hamper a reinforcement learning agent from learning effective policy. This issue becomes severe in high-dimensional state, where the…

Machine Learning · Computer Science 2023-05-01 Md Masudur Rahman , Yexiang Xue

Reinforcement learning (RL) in Markov decision processes (MDPs) with large state spaces is a challenging problem. The performance of standard RL algorithms degrades drastically with the dimensionality of state space. However, in practice,…

Artificial Intelligence · Computer Science 2018-06-21 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Standard reinforcement learning (RL) algorithms assume that the observation of the next state comes instantaneously and at no cost. In a wide variety of sequential decision making tasks ranging from medical treatment to scientific…

Artificial Intelligence · Computer Science 2020-05-27 Colin Bellinger , Rory Coles , Mark Crowley , Isaac Tamblyn

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

This study investigates behavior-targeted attacks on reinforcement learning and their countermeasures. Behavior-targeted attacks aim to manipulate the victim's behavior as desired by the adversary through adversarial interventions in state…

Machine Learning · Computer Science 2026-02-18 Shojiro Yamabe , Kazuto Fukuchi , Jun Sakuma