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In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

The most relevant problems in discounted reinforcement learning involve estimating the mean of a function under the stationary distribution of a Markov reward process, such as the expected return in policy evaluation, or the policy gradient…

Machine Learning · Computer Science 2023-04-17 Alberto Maria Metelli , Mirco Mutti , Marcello Restelli

Reward function is essential in reinforcement learning (RL), serving as the guiding signal to incentivize agents to solve given tasks, however, is also notoriously difficult to design. In many cases, only imperfect rewards are available,…

Machine Learning · Computer Science 2023-02-06 Jianxiong Li , Xiao Hu , Haoran Xu , Jingjing Liu , Xianyuan Zhan , Qing-Shan Jia , Ya-Qin Zhang

Advantage Learning (AL) seeks to increase the action gap between the optimal action and its competitors, so as to improve the robustness to estimation errors. However, the method becomes problematic when the optimal action induced by the…

Machine Learning · Computer Science 2022-03-23 Zhe Zhang , Yaozhong Gan , Xiaoyang Tan

Discount regularization, using a shorter planning horizon when calculating the optimal policy, is a popular choice to restrict planning to a less complex set of policies when estimating an MDP from sparse or noisy data (Jiang et al., 2015).…

Machine Learning · Computer Science 2023-06-21 Sarah Rathnam , Sonali Parbhoo , Weiwei Pan , Susan A. Murphy , Finale Doshi-Velez

Recently proposed reward-conditioned policies (RCPs) offer an appealing alternative in reinforcement learning. Compared with policy gradient methods, policy learning in RCPs is simpler since it is based on supervised learning, and unlike…

Machine Learning · Computer Science 2024-06-18 Kai Xu , Farid Tajaddodianfar , Ben Allison

When decision makers evaluate a sequence of rewards, they may pay more attention to larger rewards and, given attention is limited, less attention to smaller rewards. They may also become less attentive to each reward when attention is…

Theoretical Economics · Economics 2025-05-20 Zijian Zark Wang

When designing algorithms for finite-time-horizon episodic reinforcement learning problems, a common approach is to introduce a fictitious discount factor and use stationary policies for approximations. Empirically, it has been shown that…

Machine Learning · Computer Science 2021-09-15 Xin Guo , Anran Hu , Junzi Zhang

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

The ability of reinforcement learning algorithms to learn effective policies is determined by the rewards available during training. However, for practical problems, obtaining large quantities of reward labels is often infeasible due to…

Machine Learning · Computer Science 2025-10-02 Shreyas Chaudhari , Renhao Zhang , Philip S. Thomas , Bruno Castro da Silva

Value function factorization methods have become a dominant approach for cooperative multiagent reinforcement learning under a centralized training and decentralized execution paradigm. By factorizing the optimal joint action-value function…

Machine Learning · Computer Science 2023-02-14 Yongsheng Mei , Hanhan Zhou , Tian Lan

Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Machine Learning · Computer Science 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

Reinforcement learning algorithms, just like any other Machine learning algorithm pose a serious threat from adversaries. The adversaries can manipulate the learning algorithm resulting in non-optimal policies. In this paper, we analyze the…

Machine Learning · Computer Science 2021-03-12 Aqeel Anwar , Arijit Raychowdhury

We study episodic reinforcement learning in Markov decision processes when the agent receives additional feedback per step in the form of several transition observations. Such additional observations are available in a range of tasks…

Machine Learning · Computer Science 2020-05-11 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

In this paper, we consider a transfer reinforcement learning problem involving agents with different action spaces. Specifically, for any new unseen task, the goal is to use a successful demonstration of this task by an expert agent in its…

Machine Learning · Computer Science 2024-10-21 Kavinayan P. Sivakumar , Yan Zhang , Zachary Bell , Scott Nivison , Michael M. Zavlanos

We develop an extension of recently developed methods for obtaining time-space tradeoff lower bounds for problems of learning from random test samples to handle the situation where the space of tests is signficantly smaller than the space…

Machine Learning · Computer Science 2017-08-10 Paul Beame , Shayan Oveis Gharan , Xin Yang

In reinforcement learning, specifying reward functions that capture the intended task can be very challenging. Reward learning aims to address this issue by learning the reward function. However, a learned reward model may have a low error…

Machine Learning · Computer Science 2025-07-09 Lukas Fluri , Leon Lang , Alessandro Abate , Patrick Forré , David Krueger , Joar Skalse

In reinforcement learning (RL), the goal is to obtain an optimal policy, for which the optimality criterion is fundamentally important. Two major optimality criteria are average and discounted rewards. While the latter is more popular, it…

Machine Learning · Computer Science 2022-09-05 Vektor Dewanto , Marcus Gallagher

To convey desired behavior to a Reinforcement Learning (RL) agent, a designer must choose a reward function for the environment, arguably the most important knob designers have in interacting with RL agents. Although many reward functions…

Machine Learning · Computer Science 2022-06-01 Henry Sowerby , Zhiyuan Zhou , Michael L. Littman