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Reinforcement learning typically assumes that agents observe feedback for their actions immediately, but in many real-world applications (like recommendation systems) feedback is observed in delay. This paper studies online learning in…

Machine Learning · Computer Science 2021-12-16 Tal Lancewicki , Aviv Rosenberg , Yishay Mansour

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Machine Learning · Computer Science 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

Machine Learning · Computer Science 2020-11-20 Jonathan N. Lee , Aldo Pacchiano , Vidya Muthukumar , Weihao Kong , Emma Brunskill

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

In this paper, we prove that Distributional Reinforcement Learning (DistRL), which learns the return distribution, can obtain second-order bounds in both online and offline RL in general settings with function approximation. Second-order…

Machine Learning · Computer Science 2024-02-13 Kaiwen Wang , Owen Oertell , Alekh Agarwal , Nathan Kallus , Wen Sun

Constrained Markov Decision Processes are a class of stochastic decision problems in which the decision maker must select a policy that satisfies auxiliary cost constraints. This paper extends upper confidence reinforcement learning for…

Machine Learning · Computer Science 2020-01-28 Liyuan Zheng , Lillian J. Ratliff

Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…

Machine Learning · Computer Science 2021-10-26 Noah Golowich , Ankur Moitra

The expected regret of any reinforcement learning algorithm is lower bounded by $\Omega\left(\sqrt{DXAT}\right)$ for undiscounted returns, where $D$ is the diameter of the Markov decision process, $X$ the size of the state space, $A$ the…

Machine Learning · Computer Science 2024-06-10 Lucas Weber , Ana Bušić , Jiamin Zhu

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

We consider an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations…

Machine Learning · Computer Science 2013-03-19 Odalric-Ambrym Maillard , Phuong Nguyen , Ronald Ortner , Daniil Ryabko

Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…

Artificial Intelligence · Computer Science 2019-04-17 Dhruv Ramani

In this paper, we propose a reinforcement learning-based algorithm for trajectory optimization for constrained dynamical systems. This problem is motivated by the fact that for most robotic systems, the dynamics may not always be known.…

Machine Learning · Statistics 2020-03-05 Kei Ota , Devesh K. Jha , Tomoaki Oiki , Mamoru Miura , Takashi Nammoto , Daniel Nikovski , Toshisada Mariyama

We present an algorithm based on posterior sampling (aka Thompson sampling) that achieves near-optimal worst-case regret bounds when the underlying Markov Decision Process (MDP) is communicating with a finite, though unknown, diameter. Our…

Machine Learning · Computer Science 2020-04-01 Shipra Agrawal , Randy Jia

Reinforcement learning algorithms are widely used in domains where it is desirable to provide a personalized service. In these domains it is common that user data contains sensitive information that needs to be protected from third parties.…

Machine Learning · Computer Science 2021-10-28 Evrard Garcelon , Vianney Perchet , Ciara Pike-Burke , Matteo Pirotta

In this paper, we propose and study opportunistic reinforcement learning - a new variant of reinforcement learning problems where the regret of selecting a suboptimal action varies under an external environmental condition known as the…

Machine Learning · Computer Science 2022-10-26 Xiaoxiao Wang , Nader Bouacida , Xueying Guo , Xin Liu

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

Machine Learning · Computer Science 2022-09-27 Firas Jarboui , Ahmed Akakzia

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

The problem of reinforcement learning in an unknown and discrete Markov Decision Process (MDP) under the average-reward criterion is considered, when the learner interacts with the system in a single stream of observations, starting from an…

Machine Learning · Statistics 2018-03-06 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

Machine Learning · Computer Science 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…

Machine Learning · Computer Science 2022-07-19 Yi Xiong , Ningyuan Chen , Xuefeng Gao , Xiang Zhou