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Imitation Learning (IL) is an effective learning paradigm exploiting the interactions between agents and environments. It does not require explicit reward signals and instead tries to recover desired policies using expert demonstrations. In…

Machine Learning · Computer Science 2021-12-14 Yang Liu , Yongzhe Chang , Shilei Jiang , Xueqian Wang , Bin Liang , Bo Yuan

We introduce the model selection problem in pure exploration linear bandits, where the learner needs to adapt to the instance-dependent complexity measure of the smallest hypothesis class containing the true model. We design algorithms in…

Machine Learning · Statistics 2022-03-18 Yinglun Zhu , Julian Katz-Samuels , Robert Nowak

In many learning theory problems, a central role is played by a hypothesis class: we might assume that the data is labeled according to a hypothesis in the class (usually referred to as the realizable setting), or we might evaluate the…

Machine Learning · Computer Science 2022-11-17 Lunjia Hu , Charlotte Peale

We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee…

Machine Learning · Computer Science 2022-01-03 Jiafan He , Dongruo Zhou , Quanquan Gu

The analysis of rank ordered data has a long history in the statistical literature across a diverse range of applications. In this paper we consider the Extended Plackett-Luce model that induces a flexible (discrete) distribution over…

Applications · Statistics 2020-02-17 Stephen R. Johnson , Daniel A. Henderson , Richard J. Boys

We study stochastic optimization with data-adaptive sampling schemes to train pairwise learning models. Pairwise learning is ubiquitous, and it covers several popular learning tasks such as ranking, metric learning and AUC maximization. A…

Machine Learning · Computer Science 2025-04-10 Sijia Zhou , Yunwen Lei , Ata Kabán

For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…

Machine Learning · Computer Science 2022-03-16 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

This paper proposes a novel approach to determining the internal parameters of the hashing-based approximate model counting algorithm $\mathsf{ApproxMC}$. In this problem, the chosen parameter values must ensure that $\mathsf{ApproxMC}$ is…

Artificial Intelligence · Computer Science 2025-05-22 Jinping Lei , Toru Takisaka , Junqiang Peng , Mingyu Xiao

We study ``selective'' or ``conditional'' classification problems under an agnostic setting. Classification tasks commonly focus on modeling the relationship between features and categories that captures the vast majority of data. In…

Machine Learning · Computer Science 2025-02-04 Jizhou Huang , Brendan Juba

We consider the bandit problem of selecting $K$ out of $N$ arms at each time step. The reward can be a non-linear function of the rewards of the selected individual arms. The direct use of a multi-armed bandit algorithm requires choosing…

Machine Learning · Computer Science 2026-02-16 Mridul Agarwal , Vaneet Aggarwal , Christopher J. Quinn , Abhishek Umrawal

We consider the question introduced by \cite{Mason2020} of identifying all the $\varepsilon$-optimal arms in a finite stochastic multi-armed bandit with Gaussian rewards. We give two lower bounds on the sample complexity of any algorithm…

Machine Learning · Statistics 2022-04-07 Aymen Al Marjani , Tomáš Kocák , Aurélien Garivier

In bandit best-arm identification, an algorithm is tasked with finding the arm with highest mean reward with a specified accuracy as fast as possible. We study multi-fidelity best-arm identification, in which the algorithm can choose to…

Machine Learning · Computer Science 2025-05-27 Riccardo Poiani , Rémy Degenne , Emilie Kaufmann , Alberto Maria Metelli , Marcello Restelli

In fixed budget bandit identification, an algorithm sequentially observes samples from several distributions up to a given final time. It then answers a query about the set of distributions. A good algorithm will have a small probability of…

Machine Learning · Statistics 2023-07-03 Rémy Degenne

Recent advances have significantly improved our understanding of the sample complexity of learning in average-reward Markov decision processes (AMDPs) under the generative model. However, much less is known about the constrained…

Machine Learning · Computer Science 2025-09-23 Yukuan Wei , Xudong Li , Lin F. Yang

We revisit the identification of an $\varepsilon$-optimal policy in average-reward Markov Decision Processes (MDP). In such MDPs, two measures of complexity have appeared in the literature: the diameter, $D$, and the optimal bias span, $H$,…

Machine Learning · Computer Science 2024-05-28 Adrienne Tuynman , Rémy Degenne , Emilie Kaufmann

Various algorithms in reinforcement learning exhibit dramatic variability in their convergence rates and ultimate accuracy as a function of the problem structure. Such instance-specific behavior is not captured by existing global minimax…

Machine Learning · Statistics 2021-06-29 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

Modern Reinforcement Learning (RL) is more than just learning the optimal policy; Alternative learning goals such as exploring the environment, estimating the underlying model, and learning from preference feedback are all of practical…

Machine Learning · Computer Science 2024-12-24 Fan Chen , Song Mei , Yu Bai

This paper examines whether one can learn to play an optimal action while only knowing part of true specification of the environment. We choose the optimal pricing problem as our laboratory, where the monopolist is endowed with an…

Theoretical Economics · Economics 2022-07-22 In-Koo Cho , Jonathan Libgober

We study best arm identification in a variant of the multi-armed bandit problem where the learner has limited precision in arm selection. The learner can only sample arms via certain exploration bundles, which we refer to as boxes. In…

Machine Learning · Computer Science 2023-05-11 Kota Srinivas Reddy , P. N. Karthik , Nikhil Karamchandani , Jayakrishnan Nair

Noise-tolerant PAC learning of linear models has been of central interests in machine learning community since the last century. In recent years, many computationally-efficient algorithms have been proposed for the problem of learning…

Machine Learning · Computer Science 2026-05-19 Rita Adhikari , Shiwei Zeng