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The quintessential model-based reinforcement-learning agent iteratively refines its estimates or prior beliefs about the true underlying model of the environment. Recent empirical successes in model-based reinforcement learning with…

Machine Learning · Computer Science 2022-11-02 Dilip Arumugam , Benjamin Van Roy

We study risk-sensitive reinforcement learning (RL) based on the entropic risk measure. Although existing works have established non-asymptotic regret guarantees for this problem, they leave open an exponential gap between the upper and…

Machine Learning · Computer Science 2021-11-09 Yingjie Fei , Zhuoran Yang , Yudong Chen , Zhaoran Wang

Value function approximation is important in modern reinforcement learning (RL) problems especially when the state space is (infinitely) large. Despite the importance and wide applicability of value function approximation, its theoretical…

Machine Learning · Computer Science 2023-02-24 Hanlin Zhu , Ruosong Wang , Jason D. Lee

We present an optimistic Q-learning algorithm for regret minimization in average reward reinforcement learning under an additional assumption on the underlying MDP that for all policies, the time to visit some frequent state $s_0$ is finite…

Machine Learning · Computer Science 2025-06-17 Priyank Agrawal , Shipra Agrawal

The interaction between an artificial agent and its environment is bi-directional. The agent extracts relevant information from the environment, and affects the environment by its actions in return to accumulate high expected reward.…

Systems and Control · Computer Science 2018-06-06 Stas Tiomkin , Naftali Tishby

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

In safety-critical applications of reinforcement learning such as healthcare and robotics, it is often desirable to optimize risk-sensitive objectives that account for tail outcomes rather than expected reward. We prove the first regret…

Machine Learning · Computer Science 2022-10-12 O. Bastani , Y. J. Ma , E. Shen , W. Xu

In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…

Quantum Physics · Physics 2026-03-27 Josep Lumbreras , Ruo Cheng Huang , Yanglin Hu , Marco Fanizza , Mile Gu

Recently, there has been a surge of interest in analyzing the non-asymptotic behavior of model-free reinforcement learning algorithms. However, the performance of such algorithms in non-ideal environments, such as in the presence of…

Machine Learning · Computer Science 2024-09-06 Sreejeet Maity , Aritra Mitra

This paper develops an inverse reinforcement learning algorithm aimed at recovering a reward function from the observed actions of an agent. We introduce a strategy to flexibly handle different types of actions with two approximations of…

Machine Learning · Computer Science 2017-07-26 Kun Li , Yanan Sui , Joel W. Burdick

We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…

Machine Learning · Computer Science 2023-03-16 Rahul Singh , Abhishek Gupta , Ness B. Shroff

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

This paper delves into recent advancements in Quantum Reinforcement Learning (QRL), particularly focusing on non-commutative environments, which represent uncharted territory in this field. Our research endeavors to redefine the boundaries…

Quantum Physics · Physics 2024-06-12 Shubhayan Ghosal

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…

Machine Learning · Computer Science 2024-09-04 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

In many sequential decision problems, an agent performs a repeated task. He then suffers regret and obtains information that he may use in the following rounds. However, sometimes the agent may also obtain information and avoid suffering…

Machine Learning · Computer Science 2025-02-25 Itai Shufaro , Nadav Merlis , Nir Weinberger , Shie Mannor

Building on the framework introduced by Xu and Raginksy [1] for supervised learning problems, we study the best achievable performance for model-based Bayesian reinforcement learning problems. With this purpose, we define minimum Bayesian…

Machine Learning · Computer Science 2022-07-19 Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

Reinforcement learning (RL) algorithms typically deal with maximizing the expected cumulative return (discounted or undiscounted, finite or infinite horizon). However, several crucial applications in the real world, such as drug discovery,…

In reinforcement learning, the performance of learning agents is highly sensitive to the choice of time discretization. Agents acting at high frequencies have the best control opportunities, along with some drawbacks, such as possible…

Machine Learning · Computer Science 2022-11-22 Luca Sabbioni , Luca Al Daire , Lorenzo Bisi , Alberto Maria Metelli , Marcello Restelli

This paper develops an online inverse reinforcement learning algorithm aimed at efficiently recovering a reward function from ongoing observations of an agent's actions. To reduce the computation time and storage space in reward estimation,…

Robotics · Computer Science 2017-08-01 Kun Li , Joel W. Burdick
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