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This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear mixture Markov decision processes (MDPs) under the Bellman optimality condition. Our algorithm for linear mixture MDPs achieves a…

Machine Learning · Computer Science 2024-10-22 Woojin Chae , Kihyuk Hong , Yufan Zhang , Ambuj Tewari , Dabeen Lee

We study the supervised learning problem under either of the following two models: (1) Feature vectors ${\boldsymbol x}_i$ are $d$-dimensional Gaussians and responses are $y_i = f_*({\boldsymbol x}_i)$ for $f_*$ an unknown quadratic…

Machine Learning · Statistics 2019-06-24 Behrooz Ghorbani , Song Mei , Theodor Misiakiewicz , Andrea Montanari

Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…

Machine Learning · Statistics 2024-03-21 Frank Shih , Faming Liang

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

Machine Learning · Computer Science 2022-04-21 Jiafan He , Dongruo Zhou , Quanquan Gu

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

We consider the problem of reward learning for temporally extended tasks. For reward learning, inverse reinforcement learning (IRL) is a widely used paradigm. Given a Markov decision process (MDP) and a set of demonstrations for a task, IRL…

Robotics · Computer Science 2021-07-14 Farzan Memarian , Zhe Xu , Bo Wu , Min Wen , Ufuk Topcu

Temporal-difference learning with gradient correction (TDC) is a two time-scale algorithm for policy evaluation in reinforcement learning. This algorithm was initially proposed with linear function approximation, and was later extended to…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou , Yi Zhou

Low-rank adaptation (LoRA) has become a standard approach for fine-tuning large foundation models. However, our theoretical understanding of LoRA remains limited as prior analyses of LoRA's training dynamics either rely on linearization…

Machine Learning · Computer Science 2025-06-04 Junsu Kim , Jaeyeon Kim , Ernest K. Ryu

State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…

Machine Learning · Computer Science 2019-11-01 Yonathan Efroni , Nadav Merlis , Mohammad Ghavamzadeh , Shie Mannor

Two distinct limits for deep learning have been derived as the network width $h\rightarrow \infty$, depending on how the weights of the last layer scale with $h$. In the Neural Tangent Kernel (NTK) limit, the dynamics becomes linear in the…

Machine Learning · Computer Science 2020-12-30 Mario Geiger , Stefano Spigler , Arthur Jacot , Matthieu Wyart

We propose a novel technique for faster deep neural network training which systematically applies sample-based approximation to the constituent tensor operations, i.e., matrix multiplications and convolutions. We introduce new sampling…

Machine Learning · Computer Science 2021-10-27 Menachem Adelman , Kfir Y. Levy , Ido Hakimi , Mark Silberstein

We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might…

Machine Learning · Statistics 2015-04-01 Aditya Gopalan , Shie Mannor

Continuous-time models provide important insights into the training dynamics of optimization algorithms in deep learning. In this work, we establish a non-asymptotic convergence analysis of stochastic gradient Langevin dynamics (SGLD),…

Machine Learning · Computer Science 2026-01-30 Noah Oberweis , Semih Cayci

A fundamental property of deep learning normalization techniques, such as batch normalization, is making the pre-normalization parameters scale invariant. The intrinsic domain of such parameters is the unit sphere, and therefore their…

Machine Learning · Computer Science 2023-01-18 Maxim Kodryan , Ekaterina Lobacheva , Maksim Nakhodnov , Dmitry Vetrov

We study the finite-time convergence of TD learning with linear function approximation under Markovian sampling. Existing proofs for this setting either assume a projection step in the algorithm to simplify the analysis, or require a fairly…

Machine Learning · Computer Science 2024-06-27 Aritra Mitra

This paper investigates the motion planning of autonomous dynamical systems modeled by Markov decision processes (MDP) with unknown transition probabilities over continuous state and action spaces. Linear temporal logic (LTL) is used to…

Machine Learning · Computer Science 2022-01-25 Mingyu Cai , Mohammadhosein Hasanbeig , Shaoping Xiao , Alessandro Abate , Zhen Kan

We study the problem of inverse reinforcement learning (IRL), where the learning agent recovers a reward function using expert demonstrations. Most of the existing IRL techniques make the often unrealistic assumption that the agent has…

Machine Learning · Computer Science 2021-12-20 Franck Djeumou , Murat Cubuktepe , Craig Lennon , Ufuk Topcu

We study the $L_1$-regularized maximum likelihood estimator/estimation (MLE) problem for discrete Markov random fields (MRFs), where efficient and scalable learning requires both sparse regularization and approximate inference. To address…

Machine Learning · Computer Science 2020-05-14 Sinong Geng , Zhaobin Kuang , Jie Liu , Stephen Wright , David Page