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Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational…

Machine Learning · Computer Science 2024-03-14 Mohammad Rahman , Manzur Murshed , Shyh Wei Teng , Manoranjan Paul

In this paper, we address the following problem: Given an offline demonstration dataset from an imperfect expert, what is the best way to leverage it to bootstrap online learning performance in MDPs. We first propose an Informed Posterior…

Machine Learning · Computer Science 2023-07-18 Botao Hao , Rahul Jain , Dengwang Tang , Zheng Wen

Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…

Machine Learning · Computer Science 2026-03-03 Klemens Iten , Lenart Treven , Bhavya Sukhija , Florian Dörfler , Andreas Krause

In this paper, we propose Posterior Sampling Reinforcement Learning for Zero-sum Stochastic Games (PSRL-ZSG), the first online learning algorithm that achieves Bayesian regret bound of $O(HS\sqrt{AT})$ in the infinite-horizon zero-sum…

Machine Learning · Computer Science 2024-03-12 Mehdi Jafarnia-Jahromi , Rahul Jain , Ashutosh Nayyar

Bayesian policy reuse (BPR) is a general policy transfer framework for selecting a source policy from an offline library by inferring the task belief based on some observation signals and a trained observation model. In this paper, we…

Machine Learning · Computer Science 2023-07-14 Jinmei Liu , Zhi Wang , Chunlin Chen , Daoyi Dong

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…

Machine Learning · Computer Science 2019-07-22 Vanessa Kosoy

Posterior sampling for reinforcement learning (PSRL) is an effective method for balancing exploration and exploitation in reinforcement learning. Randomised value functions (RVF) can be viewed as a promising approach to scaling PSRL.…

Recent studies in reinforcement learning (RL) have made significant progress by leveraging function approximation to alleviate the sample complexity hurdle for better performance. Despite the success, existing provably efficient algorithms…

Machine Learning · Computer Science 2023-11-07 Nikki Lijing Kuang , Ming Yin , Mengdi Wang , Yu-Xiang Wang , Yi-An Ma

Reinforcement Learning (RL) is a well-established framework for sequential decision-making in complex environments. However, state-of-the-art Deep RL (DRL) algorithms typically require large training datasets and often struggle to…

Artificial Intelligence · Computer Science 2026-04-13 Celeste Veronese , Alessandro Farinelli , Daniele Meli

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

We propose an optimistic model-based algorithm, dubbed SMRL, for finite-horizon episodic reinforcement learning (RL) when the transition model is specified by exponential family distributions with $d$ parameters and the reward is bounded…

Machine Learning · Computer Science 2023-01-10 Gene Li , Junbo Li , Anmol Kabra , Nathan Srebro , Zhaoran Wang , Zhuoran Yang

A fundamental challenge in model-based offline reinforcement learning (RL) lies in the trade-off between generalization and robustness against exploitation errors in out-of-distribution (OOD) regions. While OOD samples may capture valid…

Artificial Intelligence · Computer Science 2026-05-11 Hongqiang Lin , Dongxu Zhang , Yiding Sun , Mingzhe Li , Ning Yang , Haijun Zhang

The function approximators employed by traditional image-based Deep Reinforcement Learning (DRL) algorithms usually lack a temporal learning component and instead focus on learning the spatial component. We propose a technique, Temporal…

Machine Learning · Computer Science 2021-10-28 Deepak George Thomas , Tichakorn Wongpiromsarn , Ali Jannesari

This work advances randomized exploration in reinforcement learning (RL) with function approximation modeled by linear mixture MDPs. We establish the first prior-dependent Bayesian regret bound for RL with function approximation; and refine…

Machine Learning · Statistics 2024-03-19 Yingru Li , Zhi-Quan Luo

We propose a general framework to design posterior sampling methods for model-based RL. We show that the proposed algorithms can be analyzed by reducing regret to Hellinger distance in conditional probability estimation. We further show…

Machine Learning · Computer Science 2022-10-18 Alekh Agarwal , Tong Zhang

Learning rate schedulers have shown great success in speeding up the convergence of learning algorithms in practice. However, their convergence to a minimum has not been proven theoretically. This difficulty mainly arises from the fact…

Machine Learning · Computer Science 2025-05-21 Dahlia Devapriya , Thulasi Tholeti , Janani Suresh , Sheetal Kalyani

We present a novel adaptive random subspace learning algorithm (RSSL) for prediction purpose. This new framework is flexible where it can be adapted with any learning technique. In this paper, we tested the algorithm for regression and…

Machine Learning · Computer Science 2015-02-10 Mohamed Elshrif , Ernest Fokoue

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute…

Machine Learning · Computer Science 2023-02-07 Aldo Pacchiano , Aadirupa Saha , Jonathan Lee

A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…

Methodology · Statistics 2021-09-17 Himel Mallick , Rahim Alhamzawi , Erina Paul , Vladimir Svetnik

We apply reinforcement learning (RL) to robotics tasks. One of the drawbacks of traditional RL algorithms has been their poor sample efficiency. One approach to improve the sample efficiency is model-based RL. In our model-based RL…

Machine Learning · Computer Science 2023-05-16 Adithya Ramesh , Balaraman Ravindran