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We develop a probabilistic framework for analysing model-based reinforcement learning in the episodic setting. We then apply it to study finite-time horizon stochastic control problems with linear dynamics but unknown coefficients and…

Machine Learning · Computer Science 2021-12-22 Lukasz Szpruch , Tanut Treetanthiploet , Yufei Zhang

We study tabular reinforcement learning problems with multiple steps of lookahead information. Before acting, the learner observes $\ell$ steps of future transition and reward realizations: the exact state the agent would reach and the…

Machine Learning · Computer Science 2026-01-16 Nadav Merlis

We design a new provably efficient algorithm for episodic reinforcement learning with generalized linear function approximation. We analyze the algorithm under a new expressivity assumption that we call "optimistic closure," which is…

Machine Learning · Statistics 2019-12-10 Yining Wang , Ruosong Wang , Simon S. Du , Akshay Krishnamurthy

Autonomous 3D environment exploration is a fundamental task for various applications such as navigation. The goal of exploration is to investigate a new environment and build its occupancy map efficiently. In this paper, we propose a new…

Artificial Intelligence · Computer Science 2021-11-03 Liu Juncheng , McCane Brendan , Mills Steven

We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…

Machine Learning · Computer Science 2020-12-25 Aldo Pacchiano , Christoph Dann , Claudio Gentile , Peter Bartlett

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

Progress in deep reinforcement learning (RL) research is largely enabled by benchmark task environments. However, analyzing the nature of those environments is often overlooked. In particular, we still do not have agreeable ways to measure…

Machine Learning · Computer Science 2021-06-01 Hiroki Furuta , Tatsuya Matsushima , Tadashi Kozuno , Yutaka Matsuo , Sergey Levine , Ofir Nachum , Shixiang Shane Gu

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

The study of the fundamental limits of information systems is a central theme in information theory. Both the traditional analytical approach and the recently proposed computational approach have significant limitations, where the former is…

Information Theory · Computer Science 2022-05-04 Wenjing Chen , Chao Tian

We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…

Machine Learning · Computer Science 2024-07-03 Xuefeng Gao , Xun Yu Zhou

In model-based solution approaches to the problem of learning in an unknown environment, exploring to learn the model parameters takes a toll on the regret. The optimal performance with respect to regret or PAC bounds is achievable, if the…

Machine Learning · Computer Science 2015-10-13 P. Prasanna , Sarath Chandar , Balaraman Ravindran

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

Machine Learning · Computer Science 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when…

Machine Learning · Computer Science 2020-06-02 Alex Ayoub , Zeyu Jia , Csaba Szepesvari , Mengdi Wang , Lin F. Yang

Consider the sequential optimization of an expensive to evaluate and possibly non-convex objective function $f$ from noisy feedback, that can be considered as a continuum-armed bandit problem. Upper bounds on the regret performance of…

Machine Learning · Statistics 2021-03-11 Sattar Vakili , Kia Khezeli , Victor Picheny

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Reinforcement learning for embodied agents is a challenging problem. The accumulated reward to be optimized is often a very rugged function, and gradient methods are impaired by many local optimizers. We demonstrate, in an experimental…

Artificial Intelligence · Computer Science 2016-06-01 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

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

In networked environments, users frequently share recommendations about content, products, services, and courses of action with others. The extent to which such recommendations are successful and adopted is highly contextual, dependent on…

Machine Learning · Computer Science 2025-10-23 Ahmed Sayeed Faruk , Mohammad Shahverdikondori , Elena Zheleva

In this work, we address the challenge of data-efficient exploration in reinforcement learning by examining existing principled, information-theoretic approaches to intrinsic motivation. Specifically, we focus on a class of exploration…

Machine Learning · Computer Science 2025-07-04 Alberto Caron , Chris Hicks , Vasilios Mavroudis

The performance of a reinforcement learning algorithm can vary drastically during learning because of exploration. Existing algorithms provide little information about the quality of their current policy before executing it, and thus have…

Machine Learning · Computer Science 2019-05-29 Christoph Dann , Lihong Li , Wei Wei , Emma Brunskill