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We study model-based reinforcement learning with non-linear function approximation where the transition function of the underlying Markov decision process (MDP) is given by a multinomial logistic (MNL) model. We develop a provably efficient…

Machine Learning · Computer Science 2024-10-15 Jaehyun Park , Junyeop Kwon , Dabeen Lee

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

We study the problem of learning optimal policies in finite-horizon Markov Decision Processes (MDPs) using low-rank reinforcement learning (RL) methods. In finite-horizon MDPs, the policies, and therefore the value functions (VFs) are not…

Machine Learning · Computer Science 2026-05-14 Sergio Rozada , Jose Luis Orejuela , Antonio G. Marques

In the predict-then-optimize framework, the objective is to train a predictive model, mapping from environment features to parameters of an optimization problem, which maximizes decision quality when the optimization is subsequently solved.…

Machine Learning · Computer Science 2022-07-19 Kai Wang , Sanket Shah , Haipeng Chen , Andrew Perrault , Finale Doshi-Velez , Milind Tambe

In this paper we consider multi-objective reinforcement learning where the objectives are balanced using preferences. In practice, the preferences are often given in an adversarial manner, e.g., customers can be picky in many applications.…

Machine Learning · Computer Science 2021-10-29 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

Modern Reinforcement Learning (RL) is commonly applied to practical problems with an enormous number of states, where function approximation must be deployed to approximate either the value function or the policy. The introduction of…

Machine Learning · Computer Science 2019-08-09 Chi Jin , Zhuoran Yang , Zhaoran Wang , Michael I. Jordan

We study upper and lower bounds on the sample-complexity of learning near-optimal behaviour in finite-state discounted Markov Decision Processes (MDPs). For the upper bound we make the assumption that each action leads to at most two…

Machine Learning · Computer Science 2013-05-17 Tor Lattimore , Marcus Hutter

We address reinforcement learning problems with finite state and action spaces where the underlying MDP has some known structure that could be potentially exploited to minimize the exploration rates of suboptimal (state, action) pairs. For…

Machine Learning · Computer Science 2018-11-30 Jungseul Ok , Alexandre Proutiere , Damianos Tranos

Offline reinforcement learning promises policy improvement from logged interaction data alone, yet state-of-the-art algorithms remain vulnerable to value over-estimation and to violations of domain knowledge such as monotonicity or…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Ali Baheri

We study offline reinforcement learning in average-reward MDPs, which presents increased challenges from the perspectives of distribution shift and non-uniform coverage, and has been relatively underexamined from a theoretical perspective.…

Machine Learning · Computer Science 2026-04-23 Matthew Zurek , Guy Zamir , Yudong Chen

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…

Machine Learning · Computer Science 2025-07-25 Fan Chen , Zeyu Jia , Alexander Rakhlin , Tengyang Xie

While much progress has been made in understanding the minimax sample complexity of reinforcement learning (RL) -- the complexity of learning on the "worst-case" instance -- such measures of complexity often do not capture the true…

Machine Learning · Computer Science 2023-07-21 Andrew Wagenmaker , Kevin Jamieson

This paper develops an online inverse reinforcement learning algorithm aimed at efficiently recovering a reward function from ongoing observations of an agent's actions. To reduce the computation time and storage space in reward estimation,…

Robotics · Computer Science 2017-08-01 Kun Li , Joel W. Burdick

We introduce the model selection problem in pure exploration linear bandits, where the learner needs to adapt to the instance-dependent complexity measure of the smallest hypothesis class containing the true model. We design algorithms in…

Machine Learning · Statistics 2022-03-18 Yinglun Zhu , Julian Katz-Samuels , Robert Nowak

We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…

Machine Learning · Computer Science 2023-10-11 Wenzhuo Zhou

Theoretical guarantees in reinforcement learning (RL) are known to suffer multiplicative blow-up factors with respect to the misspecification error of function approximation. Yet, the nature of such \emph{approximation factors} --…

Machine Learning · Computer Science 2023-12-18 Philip Amortila , Nan Jiang , Csaba Szepesvári

The current paper studies sample-efficient Reinforcement Learning (RL) in settings where only the optimal value function is assumed to be linearly-realizable. It has recently been understood that, even under this seemingly strong assumption…

Machine Learning · Computer Science 2022-07-19 Philip Amortila , Nan Jiang , Dhruv Madeka , Dean P. Foster

Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer $\Omega(\sqrt{SAT})$ regret on some MDP, where $T$ is the elapsed time and $S$ and $A$ are the cardinalities of the state and action…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

Real-world applications of reinforcement learning often involve environments where agents operate on complex, high-dimensional observations, but the underlying (''latent'') dynamics are comparatively simple. However, outside of restrictive…

Machine Learning · Computer Science 2024-10-24 Philip Amortila , Dylan J. Foster , Nan Jiang , Akshay Krishnamurthy , Zakaria Mhammedi
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