English
Related papers

Related papers: Worst-Case Regret Bounds for Exploration via Rando…

200 papers

The aim of this paper is to study the reward based policy exploration problem in a supervised learning approach and enable robots to form complex movement trajectories in challenging reward settings and search spaces. For this, the…

Robotics · Computer Science 2020-11-10 M. Tuluhan Akbulut , Utku Bozdogan , Ahmet Tekden , Emre Ugur

Policy optimization methods are popular reinforcement learning algorithms in practice. Recent works have built theoretical foundation for them by proving $\sqrt{T}$ regret bounds even when the losses are adversarial. Such bounds are tight…

Machine Learning · Computer Science 2023-02-21 Christoph Dann , Chen-Yu Wei , Julian Zimmert

We consider the problem of transfer learning in an online setting. Different tasks are presented sequentially and processed by a within-task algorithm. We propose a lifelong learning strategy which refines the underlying data representation…

Machine Learning · Statistics 2019-10-14 Pierre Alquier , The Tien Mai , Massimiliano Pontil

We use the Reward Biased Maximum Likelihood Estimation (RBMLE) algorithm to learn optimal policies for constrained Markov Decision Processes (CMDPs). We analyze the learning regrets of RBMLE.

Optimization and Control · Mathematics 2021-05-31 Rahul Singh

Training models to effectively use test-time compute is crucial for improving the reasoning performance of LLMs. Current methods mostly do so via fine-tuning on search traces or running RL with 0/1 outcome reward, but do these approaches…

Reinforcement learning with sparse rewards is still an open challenge. Classic methods rely on getting feedback via extrinsic rewards to train the agent, and in situations where this occurs very rarely the agent learns slowly or cannot…

Machine Learning · Computer Science 2022-03-04 Simone Parisi , Davide Tateo , Maximilian Hensel , Carlo D'Eramo , Jan Peters , Joni Pajarinen

Conveying complex objectives to reinforcement learning (RL) agents often requires meticulous reward engineering. Preference-based RL methods are able to learn a more flexible reward model based on human preferences by actively incorporating…

Machine Learning · Computer Science 2022-05-26 Xinran Liang , Katherine Shu , Kimin Lee , Pieter Abbeel

In this work, we study the learning theory of reward modeling with pairwise comparison data using deep neural networks. We establish a novel non-asymptotic regret bound for deep reward estimators in a non-parametric setting, which depends…

Machine Learning · Statistics 2025-05-13 Yuanhang Luo , Yeheng Ge , Ruijian Han , Guohao Shen

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

Efficient exploration in reinforcement learning is a challenging problem commonly addressed through intrinsic rewards. Recent prominent approaches are based on state novelty or variants of artificial curiosity. However, directly applying…

Machine Learning · Computer Science 2022-11-21 Aditya Ramesh , Louis Kirsch , Sjoerd van Steenkiste , Jürgen Schmidhuber

We provide an approach for the analysis of randomised exploration algorithms like Thompson sampling that does not rely on forced optimism or posterior inflation. With this, we demonstrate that in the $d$-dimensional linear bandit setting,…

Machine Learning · Computer Science 2025-02-14 Marc Abeille , David Janz , Ciara Pike-Burke

In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…

Machine Learning · Computer Science 2021-03-02 Andrew Wagenmaker , Julian Katz-Samuels , Kevin Jamieson

Reinforcement Learning (RL) has shown great empirical success in various application domains. The theoretical aspects of the problem have been extensively studied over past decades, particularly under tabular and linear Markov Decision…

Machine Learning · Computer Science 2024-06-24 Sattar Vakili

This paper investigates the use of Reinforcement Learning for the robust design of low-thrust interplanetary trajectories in presence of severe disturbances, modeled alternatively as Gaussian additive process noise, observation noise,…

Machine Learning · Computer Science 2020-08-20 Alessandro Zavoli , Lorenzo Federici

Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…

Machine Learning · Computer Science 2022-10-17 Ziyang Tang , Yiheng Duan , Stephanie Zhang , Lihong Li

Obtaining first-order regret bounds -- regret bounds scaling not as the worst-case but with some measure of the performance of the optimal policy on a given instance -- is a core question in sequential decision-making. While such bounds…

Machine Learning · Computer Science 2022-10-24 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

Reinforcement learning (RL) has shown empirical success in various real world settings with complex models and large state-action spaces. The existing analytical results, however, typically focus on settings with a small number of…

Machine Learning · Computer Science 2024-03-15 Sattar Vakili , Julia Olkhovskaya

The goal of this paper is to characterize Gaussian-Process optimization in the setting where the function domain is large relative to the number of admissible function evaluations, i.e., where it is impossible to find the global optimum. We…

Machine Learning · Computer Science 2022-01-26 Manuel Wüthrich , Bernhard Schölkopf , Andreas Krause

Online learning has traditionally focused on the expected rewards. In this paper, a risk-averse online learning problem under the performance measure of the mean-variance of the rewards is studied. Both the bandit and full information…

Machine Learning · Statistics 2019-03-15 Sattar Vakili , Alexis Boukouvalas , Qing Zhao