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In Reinforcement Learning (RL), tasks with instantaneous hard constraints present significant challenges, particularly when the decision space is non-convex or non-star-convex. This issue is especially relevant in domains like autonomous…

Machine Learning · Computer Science 2025-02-27 Amirhossein Roknilamouki , Arnob Ghosh , Ming Shi , Fatemeh Nourzad , Eylem Ekici , Ness B. Shroff

We study regret minimization for reinforcement learning (RL) in Latent Markov Decision Processes (LMDPs) with context in hindsight. We design a novel model-based algorithmic framework which can be instantiated with both a model-optimistic…

Machine Learning · Computer Science 2023-05-23 Runlong Zhou , Ruosong Wang , Simon S. Du

Offline reinforcement learning (RL), where the agent aims to learn the optimal policy based on the data collected by a behavior policy, has attracted increasing attention in recent years. While offline RL with linear function approximation…

Machine Learning · Computer Science 2024-10-10 Qiwei Di , Heyang Zhao , Jiafan He , Quanquan Gu

We study reinforcement learning in an infinite-horizon average-reward setting with linear function approximation, where the transition probability function of the underlying Markov Decision Process (MDP) admits a linear form over a feature…

Machine Learning · Computer Science 2022-05-11 Yue Wu , Dongruo Zhou , Quanquan Gu

This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a…

Machine Learning · Computer Science 2024-10-15 Kihyun Yu , Duksang Lee , William Overman , Dabeen Lee

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

A large variety of real-world Reinforcement Learning (RL) tasks is characterized by a complex and heterogeneous structure that makes end-to-end (or flat) approaches hardly applicable or even infeasible. Hierarchical Reinforcement Learning…

Machine Learning · Computer Science 2023-05-12 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

We study the regret guarantee for risk-sensitive reinforcement learning (RSRL) via distributional reinforcement learning (DRL) methods. In particular, we consider finite episodic Markov decision processes whose objective is the entropic…

Machine Learning · Computer Science 2024-01-26 Hao Liang , Zhi-Quan Luo

We study gap-dependent performance guarantees for nearly minimax-optimal algorithms in reinforcement learning with linear function approximation. While prior works have established gap-dependent regret bounds in this setting, existing…

Machine Learning · Statistics 2026-02-25 Haochen Zhang , Zhong Zheng , Lingzhou Xue

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

Value function approximation is important in modern reinforcement learning (RL) problems especially when the state space is (infinitely) large. Despite the importance and wide applicability of value function approximation, its theoretical…

Machine Learning · Computer Science 2023-02-24 Hanlin Zhu , Ruosong Wang , Jason D. Lee

We study episodic reinforcement learning in non-stationary linear (a.k.a. low-rank) Markov Decision Processes (MDPs), i.e, both the reward and transition kernel are linear with respect to a given feature map and are allowed to evolve either…

Machine Learning · Computer Science 2021-12-28 Ahmed Touati , Pascal Vincent

We study reinforcement learning with linear function approximation where the transition probability and reward functions are linear with respect to a feature mapping $\boldsymbol{\phi}(s,a)$. Specifically, we consider the episodic…

Machine Learning · Computer Science 2023-01-31 Pihe Hu , Yu Chen , Longbo Huang

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

We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient…

Machine Learning · Computer Science 2022-01-04 Tianhao Wang , Dongruo Zhou , Quanquan Gu

We present an optimistic Q-learning algorithm for regret minimization in average reward reinforcement learning under an additional assumption on the underlying MDP that for all policies, the time to visit some frequent state $s_0$ is finite…

Machine Learning · Computer Science 2025-06-17 Priyank Agrawal , Shipra Agrawal

In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy…

Machine Learning · Computer Science 2021-02-26 Nevena Lazic , Dong Yin , Yasin Abbasi-Yadkori , Csaba Szepesvari

We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…

Machine Learning · Computer Science 2023-03-16 Rahul Singh , Abhishek Gupta , Ness B. Shroff