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In this paper, we present a learning algorithm that achieves asymptotically optimal regret for Markov decision processes in average reward under a communicating assumption. That is, given a communicating Markov decision process $M$, our…

Machine Learning · Computer Science 2025-05-26 Victor Boone

In this study, we derive Probably Approximately Correct (PAC) bounds on the asymptotic sample-complexity for RL within the infinite-horizon Markov Decision Process (MDP) setting that are sharper than those in existing literature. The…

Machine Learning · Computer Science 2025-07-17 Mohit Prashant , Arvind Easwaran

In spite of the large literature on reinforcement learning (RL) algorithms for partially observable Markov decision processes (POMDPs), a complete theoretical understanding is still lacking. In a partially observable setting, the history of…

Machine Learning · Computer Science 2023-06-12 Erfan Seyedsalehi , Nima Akbarzadeh , Amit Sinha , Aditya Mahajan

In this paper, we consider model-free federated reinforcement learning for tabular episodic Markov decision processes. Under the coordination of a central server, multiple agents collaboratively explore the environment and learn an optimal…

Machine Learning · Statistics 2025-03-11 Zhong Zheng , Haochen Zhang , Lingzhou Xue

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

Recently, model-free reinforcement learning has attracted research attention due to its simplicity, memory and computation efficiency, and the flexibility to combine with function approximation. In this paper, we propose Exploration…

Machine Learning · Computer Science 2020-12-10 Mehdi Jafarnia-Jahromi , Chen-Yu Wei , Rahul Jain , Haipeng Luo

Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…

Machine Learning · Computer Science 2020-02-26 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Hiteshi Sharma , Rahul Jain

We consider online learning in episodic loop-free Markov decision processes (MDPs), where the loss function can change arbitrarily between episodes, and the transition function is not known to the learner. We show…

Machine Learning · Computer Science 2019-05-21 Aviv Rosenberg , Yishay Mansour

This work studies the problem of learning episodic Markov Decision Processes with known transition and bandit feedback. We develop the first algorithm with a ``best-of-both-worlds'' guarantee: it achieves $\mathcal{O}(log T)$ regret when…

Machine Learning · Computer Science 2020-11-03 Tiancheng Jin , Haipeng Luo

We study reinforcement learning with multinomial logistic (MNL) function approximation where the underlying transition probability kernel of the Markov decision processes (MDPs) is parametrized by an unknown transition core with features of…

Machine Learning · Statistics 2024-11-01 Wooseong Cho , Taehyun Hwang , Joongkyu Lee , Min-hwan Oh

In many applications of Reinforcement Learning (RL), it is critically important that the algorithm performs safely, such that instantaneous hard constraints are satisfied at each step, and unsafe states and actions are avoided. However,…

Machine Learning · Computer Science 2023-02-10 Ming Shi , Yingbin Liang , Ness Shroff

The Adversarial Markov Decision Process (AMDP) is a learning framework that deals with unknown and varying tasks in decision-making applications like robotics and recommendation systems. A major limitation of the AMDP formalism, however, is…

Machine Learning · Statistics 2024-05-06 Sang Bin Moon , Abolfazl Hashemi

We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…

Machine Learning · Computer Science 2019-05-28 Adrian Rivera Cardoso , He Wang , Huan Xu

In online learning problems, exploiting low variance plays an important role in obtaining tight performance guarantees yet is challenging because variances are often not known a priori. Recently, considerable progress has been made by Zhang…

Machine Learning · Statistics 2023-02-07 Yeoneung Kim , Insoon Yang , Kwang-Sung Jun

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

Machine Learning · Computer Science 2024-03-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

In this paper, we propose and study opportunistic reinforcement learning - a new variant of reinforcement learning problems where the regret of selecting a suboptimal action varies under an external environmental condition known as the…

Machine Learning · Computer Science 2022-10-26 Xiaoxiao Wang , Nader Bouacida , Xueying Guo , Xin Liu

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…

Machine Learning · Computer Science 2020-06-26 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

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

While quantum reinforcement learning (RL) has attracted a surge of attention recently, its theoretical understanding is limited. In particular, it remains elusive how to design provably efficient quantum RL algorithms that can address the…

Quantum Physics · Physics 2024-06-14 Han Zhong , Jiachen Hu , Yecheng Xue , Tongyang Li , Liwei Wang

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang
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