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We derive sublinear regret bounds for undiscounted reinforcement learning in continuous state space. The proposed algorithm combines state aggregation with the use of upper confidence bounds for implementing optimism in the face of…

Machine Learning · Computer Science 2013-02-12 Ronald Ortner , Daniil Ryabko

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

Machine Learning · Computer Science 2019-09-11 Pratik Gajane , Ronald Ortner , Peter Auer

We present an approach for the quantification of the usefulness of transfer in reinforcement learning via regret bounds for a multi-agent setting. Considering a number of $\aleph$ agents operating in the same Markov decision process,…

Machine Learning · Computer Science 2025-11-14 Adrienne Tuynman , Ronald Ortner

In recent years, information-theoretic generalization bounds have gained increasing attention for analyzing the generalization capabilities of meta-learning algorithms. However, existing results are confined to two-step bounds, failing to…

Machine Learning · Statistics 2025-10-14 Wen Wen , Tieliang Gong , Yuxin Dong , Zeyu Gao , Yong-Jin Liu

This paper develops a viable notion of learning for sampling-based algorithms that applies in broader settings than previously considered. More specifically, we model a discounted infinite-horizon MDPs with Borel state and action spaces,…

Machine Learning · Statistics 2026-04-09 Daniel Adelman , Cagla Keceli , Alba V. Olivares-Nadal

We give a simple optimistic algorithm for which it is easy to derive regret bounds of $\tilde{O}(\sqrt{t_{\rm mix} SAT})$ after $T$ steps in uniformly ergodic Markov decision processes with $S$ states, $A$ actions, and mixing time parameter…

Machine Learning · Computer Science 2019-01-23 Ronald Ortner

An information-theoretic framework is introduced to analyze last-layer embedding, focusing on learned representations for regression tasks. We define representation-rate and derive limits on the reliability with which input-output…

Information Theory · Computer Science 2026-05-27 Deborah Pereg , Michael Wand

In online reinforcement learning, data scarcity creates epistemic uncertainty that makes robustness important early in learning, whereas sufficient exploration is needed to learn the true-environment optimal policy. We study this…

Machine Learning · Computer Science 2026-05-26 Meichen Song , Yuhao Wang , Enlu Zhou

This paper studies bandit problems where an agent has access to offline data that might be utilized to potentially improve the estimation of each arm's reward distribution. A major obstacle in this setting is the existence of compound…

Machine Learning · Computer Science 2023-12-21 Wen Huang , Xintao Wu

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

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Statistics 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

A contextual bandit is a popular framework for online learning to act under uncertainty. In practice, the number of actions is huge and their expected rewards are correlated. In this work, we introduce a general framework for capturing such…

Machine Learning · Computer Science 2023-03-07 Imad Aouali , Branislav Kveton , Sumeet Katariya

Continual learning (CL) has emerged as a dominant paradigm for acquiring knowledge from sequential tasks while avoiding catastrophic forgetting. Although many CL methods have been proposed to show impressive empirical performance, the…

Machine Learning · Computer Science 2026-01-07 Wen Wen , Tieliang Gong , Zeyu Gao , Yunjiao Zhang , Weizhan Zhang , Yong-Jin Liu

We consider a generalization of an important class of high-dimensional inference problems, namely spiked symmetric matrix models, often used as probabilistic models for principal component analysis. Such paradigmatic models have recently…

Information Theory · Computer Science 2020-05-19 Jean Barbier , Galen Reeves

Learning complex robot behavior through interactions with the environment necessitates principled exploration. Effective strategies should prioritize exploring regions of the state-action space that maximize rewards, with optimistic…

Machine Learning · Computer Science 2025-03-12 Jasmine Bayrooti , Carl Henrik Ek , Amanda Prorok

Information-theoretic bounded rationality describes utility-optimizing decision-makers whose limited information-processing capabilities are formalized by information constraints. One of the consequences of bounded rationality is that…

Machine Learning · Computer Science 2020-06-30 Heinke Hihn , Sebastian Gottwald , Daniel A. Braun

The information ratio offers an approach to assessing the efficacy with which an agent balances between exploration and exploitation. Originally, this was defined to be the ratio between squared expected regret and the mutual information…

Machine Learning · Computer Science 2021-02-19 Adithya M. Devraj , Benjamin Van Roy , Kuang Xu

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

We present an information-theoretic framework for understanding overfitting and underfitting in machine learning and prove the formal undecidability of determining whether an arbitrary classification algorithm will overfit a dataset.…

Machine Learning · Computer Science 2020-11-10 Daniel Bashir , George D. Montanez , Sonia Sehra , Pedro Sandoval Segura , Julius Lauw

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