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The shortcomings of maximum likelihood estimation in the context of model-based reinforcement learning have been highlighted by an increasing number of papers. When the model class is misspecified or has a limited representational capacity,…

Machine Learning · Computer Science 2021-06-08 Evgenii Nikishin , Romina Abachi , Rishabh Agarwal , Pierre-Luc Bacon

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

Machine Learning · Computer Science 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

We address the issue of safety in reinforcement learning. We pose the problem in an episodic framework of a constrained Markov decision process. Existing results have shown that it is possible to achieve a reward regret of…

Machine Learning · Computer Science 2023-01-26 Tao Liu , Ruida Zhou , Dileep Kalathil , P. R. Kumar , Chao Tian

We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…

Machine Learning · Computer Science 2023-01-10 Arnob Ghosh , Xingyu Zhou , Ness Shroff

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

A learning based method for obtaining feedback laws for nonlinear optimal control problems is proposed. The learning problem is posed such that the open loop value function is its optimal solution. This infinite dimensional, function space,…

Optimization and Control · Mathematics 2022-10-26 Karl Kunisch , Donato Vásquez-Varas , Daniel Walter

The recent work by Dong & Yang (2023) showed for misspecified sparse linear bandits, one can obtain an $O\left(\epsilon\right)$-optimal policy using a polynomial number of samples when the sparsity is a constant, where $\epsilon$ is the…

Machine Learning · Computer Science 2024-07-19 Ally Yalei Du , Lin F. Yang , Ruosong Wang

We study reinforcement learning under model misspecification, where we do not have access to the true environment but only to a reasonably close approximation to it. We address this problem by extending the framework of robust MDPs to the…

Machine Learning · Computer Science 2017-11-10 Aurko Roy , Huan Xu , Sebastian Pokutta

Reinforcement learning (RL) for reachability specifications is fundamental in sequential decision-making, yet theoretical guarantees remain less explored. A recent work achieves asymptotic convergence to optimal policies. However, this…

Machine Learning · Computer Science 2026-05-26 Amogh Palasamudram , Jakub Svoboda , Suguman Bansal , Krishnendu Chatterjee

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

Reinforcement Learning (RL) remains a central optimisation framework in machine learning. Although RL agents can converge to optimal solutions, the definition of ``optimality'' depends on the environment's statistical properties. The…

Machine Learning · Computer Science 2026-01-14 Bert Verbruggen , Arne Vanhoyweghen , Vincent Ginis

Several recent works have proposed instance-dependent upper bounds on the number of episodes needed to identify, with probability $1-\delta$, an $\varepsilon$-optimal policy in finite-horizon tabular Markov Decision Processes (MDPs). These…

Machine Learning · Statistics 2023-11-13 Aymen Al-Marjani , Andrea Tirinzoni , Emilie Kaufmann

We study model-based reinforcement learning in an unknown finite communicating Markov decision process. We propose a simple algorithm that leverages a variance based confidence interval. We show that the proposed algorithm, UCRL-V, achieves…

Machine Learning · Computer Science 2019-12-12 Aristide Tossou , Debabrota Basu , Christos Dimitrakakis

The practicality of reinforcement learning algorithms has been limited due to poor scaling with respect to the problem size, as the sample complexity of learning an $\epsilon$-optimal policy is $\tilde{\Omega}\left(|S||A|H^3 /…

Machine Learning · Computer Science 2023-06-12 Tyler Sam , Yudong Chen , Christina Lee Yu

Pure exploration in episodic Reinforcement Learning has primarily focused on Best Policy Identification (BPI), which seeks to identify a (near)-optimal policy with high confidence. Motivated by practical settings where a ``good enough''…

Machine Learning · Computer Science 2026-05-25 Zitian Li , Wang Chi Cheung

The exploration-exploitation dilemma has been a central challenge in reinforcement learning (RL) with complex model classes. In this paper, we propose a new algorithm, Monotonic Q-Learning with Upper Confidence Bound (MQL-UCB) for RL with…

Machine Learning · Computer Science 2025-10-06 Heyang Zhao , Jiafan He , Quanquan Gu

While most approaches to the problem of Inverse Reinforcement Learning (IRL) focus on estimating a reward function that best explains an expert agent's policy or demonstrated behavior on a control task, it is often the case that such…

Machine Learning · Computer Science 2020-05-01 Dexter R. R. Scobee , S. Shankar Sastry

We study reinforcement learning with function approximation for large-scale Partially Observable Markov Decision Processes (POMDPs) where the state space and observation space are large or even continuous. Particularly, we consider Hilbert…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

This works handles the inverse reinforcement learning problem in high-dimensional state spaces, which relies on an efficient solution of model-based high-dimensional reinforcement learning problems. To solve the computationally expensive…

Machine Learning · Computer Science 2017-08-28 Kun Li , Joel W. Burdick
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