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We consider the optimal sample complexity theory of tabular reinforcement learning (RL) for maximizing the infinite horizon discounted reward in a Markov decision process (MDP). Optimal worst-case complexity results have been developed for…

Machine Learning · Computer Science 2023-10-03 Shengbo Wang , Jose Blanchet , Peter Glynn

We study online preference-based reinforcement learning (PbRL) with the goal of improving sample efficiency. While a growing body of theoretical work has emerged-motivated by PbRL's recent empirical success, particularly in aligning large…

Machine Learning · Computer Science 2026-02-06 Joongkyu Lee , Seouh-won Yi , Min-hwan Oh

We study the problem of identifying the best arm in a stochastic multi-armed bandit game. Given a set of $n$ arms indexed from $1$ to $n$, each arm $i$ is associated with an unknown reward distribution supported on $[0,1]$ with mean…

Machine Learning · Computer Science 2023-05-30 Pinyan Lu , Chao Tao , Xiaojin Zhang

We introduce the \emph{Correlated Preference Bandits} problem with random utility-based choice models (RUMs), where the goal is to identify the best item from a given pool of $n$ items through online subsetwise preference feedback. We…

Machine Learning · Computer Science 2022-02-25 Suprovat Ghoshal , Aadirupa Saha

We study oracle complexity of gradient based methods for stochastic approximation problems. Though in many settings optimal algorithms and tight lower bounds are known for such problems, these optimal algorithms do not achieve the best…

Optimization and Control · Mathematics 2022-06-20 Jingzhao Zhang , Hongzhou Lin , Subhro Das , Suvrit Sra , Ali Jadbabaie

We consider two multi-armed bandit problems with $n$ arms: (i) given an $\epsilon > 0$, identify an arm with mean that is within $\epsilon$ of the largest mean and (ii) given a threshold $\mu_0$ and integer $k$, identify $k$ arms with means…

Machine Learning · Statistics 2019-06-18 Julian Katz-Samuels , Kevin Jamieson

Plackett-Luce gradient estimation enables the optimization of stochastic ranking models within feasible time constraints through sampling techniques. Unfortunately, the computational complexity of existing methods does not scale well with…

Machine Learning · Computer Science 2022-04-29 Harrie Oosterhuis

Recently, there has been significant progress in understanding reinforcement learning in discounted infinite-horizon Markov decision processes (MDPs) by deriving tight sample complexity bounds. However, in many real-world applications, an…

Machine Learning · Statistics 2016-05-12 Christoph Dann , Emma Brunskill

$ \newcommand{\eps}{\varepsilon} $In learning theory, the VC dimension of a concept class $C$ is the most common way to measure its "richness." In the PAC model $$ \Theta\Big(\frac{d}{\eps} + \frac{\log(1/\delta)}{\eps}\Big) $$ examples are…

Quantum Physics · Physics 2017-06-08 Srinivasan Arunachalam , Ronald de Wolf

We study pure exploration with infinitely many bandit arms generated i.i.d. from an unknown distribution. Our goal is to efficiently select a single high quality arm whose average reward is, with probability $1-\delta$, within $\varepsilon$…

Machine Learning · Computer Science 2023-06-06 Xiao-Yue Gong , Mark Sellke

We generalize the PAC (probably approximately correct) learning model to the quantum world by generalizing the concepts from classical functions to quantum processes, defining the problem of \emph{PAC learning quantum process}, and study…

Quantum Physics · Physics 2021-05-20 Kai-Min Chung , Han-Hsuan Lin

We study $(\epsilon, \delta)$-PAC best arm identification, where a decision-maker must identify an $\epsilon$-optimal arm with probability at least $1 - \delta$, while minimizing the number of arm pulls (samples). Most of the work on this…

Machine Learning · Computer Science 2021-06-09 Brijen Thananjeyan , Kirthevasan Kandasamy , Ion Stoica , Michael I. Jordan , Ken Goldberg , Joseph E. Gonzalez

We consider a non-stationary formulation of the stochastic multi-armed bandit where the rewards are no longer assumed to be identically distributed. For the best-arm identification task, we introduce a version of Successive Elimination…

Artificial Intelligence · Computer Science 2016-09-09 Robin Allesiardo , Raphaël Féraud , Odalric-Ambrym Maillard

This paper considers ranking inference of $n$ items based on the observed data on the top choice among $M$ randomly selected items at each trial. This is a useful modification of the Plackett-Luce model for $M$-way ranking with only the top…

Methodology · Statistics 2023-01-09 Jianqing Fan , Zhipeng Lou , Weichen Wang , Mengxin Yu

We consider the problem of near-optimal arm identification in the fixed confidence setting of the infinitely armed bandit problem when nothing is known about the arm reservoir distribution. We (1) introduce a PAC-like framework within which…

Machine Learning · Statistics 2018-05-22 Maryam Aziz , Jesse Anderton , Emilie Kaufmann , Javed Aslam

We investigate the Plackett-Luce (PL) model based listwise learning-to-rank (LTR) on data with partitioned preference, where a set of items are sliced into ordered and disjoint partitions, but the ranking of items within a partition is…

Machine Learning · Computer Science 2021-03-01 Jiaqi Ma , Xinyang Yi , Weijing Tang , Zhe Zhao , Lichan Hong , Ed H. Chi , Qiaozhu Mei

We study risk-sensitive reinforcement learning in finite discounted MDPs, where a generative model of the MDP is assumed to be available. We consider a family or risk measures called the optimized certainty equivalent (OCE), which includes…

Machine Learning · Computer Science 2026-05-22 Oliver Mortensen , Mohammad Sadegh Talebi

Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure. Such problem-dependent behavior is not captured by worst-case analyses and has accordingly inspired…

Machine Learning · Statistics 2022-01-24 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

Statistical performance bounds for reinforcement learning (RL) algorithms can be critical for high-stakes applications like healthcare. This paper introduces a new framework for theoretically measuring the performance of such algorithms…

Machine Learning · Computer Science 2018-01-03 Christoph Dann , Tor Lattimore , Emma Brunskill