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Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled…

Machine Learning · Computer Science 2024-06-05 Mirco Mutti , Aviv Tamar

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

Most learning algorithms with formal regret guarantees essentially rely on trying all possible behaviors, which is problematic when some errors cannot be recovered from. Instead, we allow the learning agent to ask for help from a mentor and…

Machine Learning · Computer Science 2025-09-17 Benjamin Plaut , Juan Liévano-Karim , Hanlin Zhu , Stuart Russell

Deep reinforcement learning (DRL) is a very active research area. However, several technical and scientific issues require to be addressed, amongst which we can mention data inefficiency, exploration-exploitation trade-off, and multi-task…

Machine Learning · Computer Science 2020-11-24 Mohammad Reza Samsami , Hossein Alimadad

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

Deep reinforcement learning algorithms that estimate state and state-action value functions have been shown to be effective in a variety of challenging domains, including learning control strategies from raw image pixels. However,…

Machine Learning · Computer Science 2018-10-26 Peter Jin , Kurt Keutzer , Sergey Levine

We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

Machine Learning · Computer Science 2020-01-03 Ching-An Cheng , Remi Tachet des Combes , Byron Boots , Geoff Gordon

Standard reinforcement learning (RL) assumes that an agent can observe a reward for each state-action pair. However, in practical applications, it is often difficult and costly to collect a reward for each state-action pair. While there…

Machine Learning · Computer Science 2025-06-18 Yihan Du , Anna Winnicki , Gal Dalal , Shie Mannor , R. Srikant

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

Existing episodic reinforcement algorithms assume that the length of an episode is fixed across time and known a priori. In this paper, we consider a general framework of episodic reinforcement learning when the length of each episode is…

Machine Learning · Computer Science 2023-02-08 Debmalya Mandal , Goran Radanovic , Jiarui Gan , Adish Singla , Rupak Majumdar

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Ming Jin , Javad Lavaei

Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…

Machine Learning · Computer Science 2023-05-01 Mastane Achab , Reda Alami , Yasser Abdelaziz Dahou Djilali , Kirill Fedyanin , Eric Moulines

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon $H$ with $S$ states, and $A$ actions. The performance of an agent is measured by the regret after…

We transform reinforcement learning (RL) into a form of supervised learning (SL) by turning traditional RL on its head, calling this Upside Down RL (UDRL). Standard RL predicts rewards, while UDRL instead uses rewards as task-defining…

Artificial Intelligence · Computer Science 2020-06-24 Juergen Schmidhuber

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

Machine Learning · Computer Science 2025-06-27 Alexander Appel , Vanessa Kosoy

In this paper, we study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches. The multi-batch reinforcement learning framework, where the agent…

Machine Learning · Computer Science 2022-10-18 Zihan Zhang , Yuhang Jiang , Yuan Zhou , Xiangyang Ji

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Machine Learning · Computer Science 2023-02-07 Weiqin Chen