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The theory of reinforcement learning currently suffers from a mismatch between its empirical performance and the theoretical characterization of its performance, with consequences for, e.g., the understanding of sample efficiency, safety,…

Machine Learning · Computer Science 2022-02-14 Feicheng Wang , Lucas Janson

This work tackles the complexities of multi-player scenarios in \emph{unknown games}, where the primary challenge lies in navigating the uncertainty of the environment through bandit feedback alongside strategic decision-making. We…

Machine Learning · Computer Science 2024-02-27 Yingru Li , Liangqi Liu , Wenqiang Pu , Hao Liang , Zhi-Quan Luo

Bandit convex optimization (BCO) is a general framework for online decision making under uncertainty. While tight regret bounds for general convex losses have been established, existing algorithms achieving these bounds have prohibitive…

Machine Learning · Computer Science 2024-10-04 Arun Suggala , Y. Jennifer Sun , Praneeth Netrapalli , Elad Hazan

Reinforcement learning from human feedback (RLHF) replaces hard-to-specify rewards with pairwise trajectory preferences, yet regret-oriented theory often assumes that preference labels are generated consistently from a single ground-truth…

Machine Learning · Computer Science 2026-04-03 Ming Shi , Yingbin Liang , Ness B. Shroff , Ananthram Swami

In this work, we study the low-rank MDPs with adversarially changed losses in the full-information feedback setting. In particular, the unknown transition probability kernel admits a low-rank matrix decomposition \citep{REPUCB22}, and the…

Machine Learning · Computer Science 2023-11-15 Canzhe Zhao , Ruofeng Yang , Baoxiang Wang , Xuezhou Zhang , Shuai Li

We design differentially private algorithms for the problem of online linear optimization in the full information and bandit settings with optimal $\tilde{O}(\sqrt{T})$ regret bounds. In the full-information setting, our results demonstrate…

Machine Learning · Computer Science 2017-06-15 Naman Agarwal , Karan Singh

Restless bandit problems are instances of non-stationary multi-armed bandits. These problems have been studied well from the optimization perspective, where the goal is to efficiently find a near-optimal policy when system parameters are…

Machine Learning · Computer Science 2019-10-29 Young Hun Jung , Ambuj Tewari

We present an algorithm based on posterior sampling (aka Thompson sampling) that achieves near-optimal worst-case regret bounds when the underlying Markov Decision Process (MDP) is communicating with a finite, though unknown, diameter. Our…

Machine Learning · Computer Science 2020-04-01 Shipra Agrawal , Randy Jia

Differentiable reinforcement learning (RL) frameworks like DiffRO offer a powerful approach for controllable text-to-speech (TTS), but are vulnerable to reward hacking, particularly for nuanced tasks like emotion control. The policy model…

Sound · Computer Science 2026-02-17 Cong Wang , Changfeng Gao , Yang Xiang , Zhihao Du , Keyu An , Han Zhao , Qian Chen , Xiangang Li , Yingming Gao , Ya Li

We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel information-theoretic lower bound on the regret of any algorithm,…

Machine Learning · Statistics 2025-02-25 Raymond Zhang , Hedi Hadiji , Richard Combes

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

We propose a black-box reduction that turns a certain reinforcement learning algorithm with optimal regret in a (near-)stationary environment into another algorithm with optimal dynamic regret in a non-stationary environment, importantly…

Machine Learning · Computer Science 2021-09-07 Chen-Yu Wei , Haipeng Luo

We revisit the study of optimal regret rates in bandit combinatorial optimization---a fundamental framework for sequential decision making under uncertainty that abstracts numerous combinatorial prediction problems. We prove that the…

Machine Learning · Computer Science 2017-02-27 Alon Cohen , Tamir Hazan , Tomer Koren

We consider maximizing an unknown monotonic, submodular set function $f: 2^{[n]} \rightarrow [0,1]$ with cardinality constraint under stochastic bandit feedback. At each time $t=1,\dots,T$ the learner chooses a set $S_t \subset [n]$ with…

Machine Learning · Computer Science 2024-12-13 Artin Tajdini , Lalit Jain , Kevin Jamieson

In this paper, we revisit the regret minimization problem in sparse stochastic contextual linear bandits, where feature vectors may be of large dimension $d$, but where the reward function depends on a few, say $s_0\ll d$, of these features…

Machine Learning · Statistics 2022-06-22 Kaito Ariu , Kenshi Abe , Alexandre Proutière

While single-agent policy optimization in a fixed environment has attracted a lot of research attention recently in the reinforcement learning community, much less is known theoretically when there are multiple agents playing in a…

Machine Learning · Computer Science 2022-07-27 Shuang Qiu , Xiaohan Wei , Jieping Ye , Zhaoran Wang , Zhuoran Yang

Standard reinforcement learning from human feedback (RLHF) trains a reward model on pairwise preference data and then uses it for policy optimization. However, while reward models are optimized to capture relative preferences, existing…

Machine Learning · Computer Science 2026-02-05 Kyuseong Choi , Dwaipayan Saha , Woojeong Kim , Anish Agarwal , Raaz Dwivedi

Reinforcement learning with human feedback (RLHF), which learns a reward model from human preference data and then optimizes a policy to favor preferred responses, has emerged as a central paradigm for aligning large language models (LLMs)…

Machine Learning · Statistics 2025-09-29 Gen Li , Yuling Yan

Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…

Machine Learning · Computer Science 2025-09-12 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

We study small-loss bounds for adversarial multi-armed bandits with graph feedback, that is, adaptive regret bounds that depend on the loss of the best arm or related quantities, instead of the total number of rounds. We derive the first…

Machine Learning · Computer Science 2020-06-24 Chung-Wei Lee , Haipeng Luo , Mengxiao Zhang