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Bounded rationality, that is, decision-making and planning under resource limitations, is widely regarded as an important open problem in artificial intelligence, reinforcement learning, computational neuroscience and economics. This paper…

Machine Learning · Statistics 2015-12-22 Pedro A. Ortega , Daniel A. Braun , Justin Dyer , Kee-Eung Kim , Naftali Tishby

State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

Machine Learning · Computer Science 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

We consider the problem of reinforcement learning under safety requirements, in which an agent is trained to complete a given task, typically formalized as the maximization of a reward signal over time, while concurrently avoiding…

Machine Learning · Computer Science 2018-09-25 Tu-Hoa Pham , Giovanni De Magistris , Don Joven Agravante , Subhajit Chaudhury , Asim Munawar , Ryuki Tachibana

This paper addresses the exploration-exploitation dilemma inherent in decision-making, focusing on multi-armed bandit problems. The problems involve an agent deciding whether to exploit current knowledge for immediate gains or explore new…

Machine Learning · Statistics 2023-07-06 Alex Barbier-Chebbah , Christian L. Vestergaard , Jean-Baptiste Masson

This paper studies a recent proposal to use randomized value functions to drive exploration in reinforcement learning. These randomized value functions are generated by injecting random noise into the training data, making the approach…

Machine Learning · Computer Science 2024-09-23 Daniel Russo

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

Machine Learning · Computer Science 2024-10-22 Nadav Merlis

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

We study algorithms for average-cost reinforcement learning problems with value function approximation. Our starting point is the recently proposed POLITEX algorithm, a version of policy iteration where the policy produced in each iteration…

Machine Learning · Computer Science 2019-08-29 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari , Gellert Weisz

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…

Artificial Intelligence · Computer Science 2018-06-26 Daniel S. Brown , Scott Niekum

The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

Information Theory · Computer Science 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

All reinforcement learning algorithms must handle the trade-off between exploration and exploitation. Many state-of-the-art deep reinforcement learning methods use noise in the action selection, such as Gaussian noise in policy gradient…

Machine Learning · Computer Science 2018-04-05 Trevor Barron , Oliver Obst , Heni Ben Amor

Thompson Sampling is one of the most effective methods for contextual bandits and has been generalized to posterior sampling for certain MDP settings. However, existing posterior sampling methods for reinforcement learning are limited by…

Machine Learning · Computer Science 2022-08-24 Christoph Dann , Mehryar Mohri , Tong Zhang , Julian Zimmert

We introduce an information-theoretic framework that views learning as universal prediction under log loss, characterized through regret bounds. Central to the framework is an effective notion of architecture-based model complexity, defined…

Machine Learning · Computer Science 2025-11-04 Meir Feder , Ruediger Urbanke , Yaniv Fogel

We propose an epoch-based reinforcement learning algorithm for infinite-horizon average-cost Markov decision processes (MDPs) that leverages a partial order over a policy class. In this structure, $\pi' \leq \pi$ if data collected under…

Machine Learning · Statistics 2025-08-07 Zhongjun Zhang , Shipra Agrawal , Ilan Lobel , Sean R. Sinclair , Christina Lee Yu

How do you incentivize self-interested agents to $\textit{explore}$ when they prefer to $\textit{exploit}$? We consider complex exploration problems, where each agent faces the same (but unknown) MDP. In contrast with traditional…

Machine Learning · Computer Science 2023-02-21 Max Simchowitz , Aleksandrs Slivkins

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

Learning in environments with sparse rewards remains a fundamental challenge in reinforcement learning. Artificial curiosity addresses this limitation through intrinsic rewards to guide exploration, however, the precise formulation of these…

Machine Learning · Computer Science 2026-04-20 Alexander Nedergaard , Pablo A. Morales

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

Machine Learning · Computer Science 2021-10-19 Shuang Qiu , Xiaohan Wei , Zhuoran Yang , Jieping Ye , Zhaoran Wang