English
Related papers

Related papers: Learning Near Optimal Policies with Low Inherent B…

200 papers

We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains…

Machine Learning · Computer Science 2026-03-25 Zakaria Mhammedi , Alexander Rakhlin , Nneka Okolo

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear mixture Markov decision processes (MDPs) under the Bellman optimality condition. Our algorithm for linear mixture MDPs achieves a…

Machine Learning · Computer Science 2024-10-22 Woojin Chae , Kihyuk Hong , Yufan Zhang , Ambuj Tewari , Dabeen Lee

We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…

Machine Learning · Computer Science 2025-02-19 Nianli Peng , Muhang Tian , Brandon Fain

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

We study reinforcement learning (RL) with linear function approximation where the underlying transition probability kernel of the Markov decision process (MDP) is a linear mixture model (Jia et al., 2020; Ayoub et al., 2020; Zhou et al.,…

Machine Learning · Computer Science 2021-01-08 Dongruo Zhou , Quanquan Gu , Csaba Szepesvari

In this paper, we study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches. The multi-batch reinforcement learning framework, where the agent…

Machine Learning · Computer Science 2022-10-18 Zihan Zhang , Yuhang Jiang , Yuan Zhou , Xiangyang Ji

Exploration is a crucial and distinctive aspect of reinforcement learning (RL) that remains a fundamental open problem. Several methods have been proposed to tackle this challenge. Commonly used methods inject random noise directly into the…

Machine Learning · Computer Science 2024-11-06 Sebastian Griesbach , Carlo D'Eramo

We study gap-dependent performance guarantees for nearly minimax-optimal algorithms in reinforcement learning with linear function approximation. While prior works have established gap-dependent regret bounds in this setting, existing…

Machine Learning · Statistics 2026-02-25 Haochen Zhang , Zhong Zheng , Lingzhou Xue

Reinforcement learning with function approximation has recently achieved tremendous results in applications with large state spaces. This empirical success has motivated a growing body of theoretical work proposing necessary and sufficient…

Machine Learning · Computer Science 2022-07-05 Daniel Kane , Sihan Liu , Shachar Lovett , Gaurav Mahajan

Exploration is widely regarded as one of the most challenging aspects of reinforcement learning (RL), with many naive approaches succumbing to exponential sample complexity. To isolate the challenges of exploration, we propose a new…

Machine Learning · Computer Science 2020-02-10 Chi Jin , Akshay Krishnamurthy , Max Simchowitz , Tiancheng Yu

We study the statistical limits of Imitation Learning (IL) in episodic Markov Decision Processes (MDPs) with a state space $\mathcal{S}$. We focus on the known-transition setting where the learner is provided a dataset of $N$ length-$H$…

Machine Learning · Computer Science 2021-02-26 Nived Rajaraman , Yanjun Han , Lin F. Yang , Kannan Ramchandran , Jiantao Jiao

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

Machine Learning · Computer Science 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

Model-free algorithms for reinforcement learning typically require a condition called Bellman completeness in order to successfully operate off-policy with function approximation, unless additional conditions are met. However, Bellman…

Machine Learning · Computer Science 2023-06-07 Andrea Zanette

There have been many recent advances on provably efficient Reinforcement Learning (RL) in problems with rich observation spaces. However, all these works share a strong realizability assumption about the optimal value function of the true…

Machine Learning · Computer Science 2021-06-23 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

We investigate the problems of model estimation and reward-free learning in episodic Block MDPs. In these MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states. We are first…

Machine Learning · Computer Science 2023-02-27 Yassir Jedra , Junghyun Lee , Alexandre Proutière , Se-Young Yun

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

This paper studies representation learning for multi-task linear bandits and multi-task episodic RL with linear value function approximation. We first consider the setting where we play $M$ linear bandits with dimension $d$ concurrently,…

Machine Learning · Computer Science 2021-02-09 Jiachen Hu , Xiaoyu Chen , Chi Jin , Lihong Li , Liwei Wang

The exploration-exploitation dilemma in reinforcement learning (RL) is a fundamental challenge to efficient RL algorithms. Existing algorithms for finite state and action discounted RL problems address this by assuming sufficient…

Machine Learning · Computer Science 2025-12-09 Caleb Ju , Guanghui Lan

The use of pessimism, when reasoning about datasets lacking exhaustive exploration has recently gained prominence in offline reinforcement learning. Despite the robustness it adds to the algorithm, overly pessimistic reasoning can be…

Machine Learning · Computer Science 2023-10-25 Tengyang Xie , Ching-An Cheng , Nan Jiang , Paul Mineiro , Alekh Agarwal