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We consider the problem of provably optimal exploration in reinforcement learning for finite horizon MDPs. We show that an optimistic modification to value iteration achieves a regret bound of $\tilde{O}( \sqrt{HSAT} + H^2S^2A+H\sqrt{T})$…

Machine Learning · Statistics 2017-07-04 Mohammad Gheshlaghi Azar , Ian Osband , Rémi Munos

Reinforcement Learning (RL) has achieved tremendous success in recent years. However, the classical foundations of RL do not account for the risk sensitivity of the objective function, which is critical in various fields, including…

Machine Learning · Computer Science 2025-11-14 Mohammad Alipour-Vaezi , Huaiyang Zhong , Kwok-Leung Tsui , Sajad Khodadadian

Reinforcement learning algorithms typically assume rewards to be sampled from light-tailed distributions, such as Gaussian or bounded. However, a wide variety of real-world systems generate rewards that follow heavy-tailed distributions. We…

Machine Learning · Computer Science 2021-02-26 Vincent Zhuang , Yanan Sui

We study learning in periodic Markov Decision Process(MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2022-07-26 Ayush Aniket , Arpan Chattopadhyay

Online reinforcement learning (RL) has been widely applied in information processing scenarios, which usually exhibit much uncertainty due to the intrinsic randomness of channels and service demands. In this paper, we consider an…

Machine Learning · Computer Science 2021-06-17 Rongpeng Li

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

Conveying complex objectives to reinforcement learning (RL) agents often requires meticulous reward engineering. Preference-based RL methods are able to learn a more flexible reward model based on human preferences by actively incorporating…

Machine Learning · Computer Science 2022-05-26 Xinran Liang , Katherine Shu , Kimin Lee , Pieter Abbeel

One principled approach for provably efficient exploration is incorporating the upper confidence bound (UCB) into the value function as a bonus. However, UCB is specified to deal with linear and tabular settings and is incompatible with…

Machine Learning · Computer Science 2021-05-18 Chenjia Bai , Lingxiao Wang , Lei Han , Jianye Hao , Animesh Garg , Peng Liu , Zhaoran Wang

We study algorithms for average-cost reinforcement learning problems with value function approximation. Our starting point is the recently proposed POLITEX algorithm, a version of policy iteration where the policy produced in each iteration…

Machine Learning · Computer Science 2019-08-29 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari , Gellert Weisz

This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a…

Machine Learning · Computer Science 2024-10-15 Kihyun Yu , Duksang Lee , William Overman , Dabeen Lee

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

Recent advances in reinforcement learning (RL) have improved the reasoning capabilities of large language models (LLMs) and vision-language models (VLMs). However, the widely used Group Relative Policy Optimization (GRPO) consistently…

Artificial Intelligence · Computer Science 2026-04-20 Chen Wang , Lai Wei , Yanzhi Zhang , Chenyang Shao , Zedong Dan , Weiran Huang , Ge Lan , Yue Wang

Balancing exploration and exploitation remains a key challenge in reinforcement learning (RL). State-of-the-art RL algorithms suffer from high sample complexity, particularly in the sparse reward case, where they can do no better than to…

Machine Learning · Computer Science 2020-01-22 Philippe Morere , Gilad Francis , Tom Blau , Fabio Ramos

This paper investigates a hybrid learning framework for reinforcement learning (RL) in which the agent can leverage both an offline dataset and online interactions to learn the optimal policy. We present a unified algorithm and analysis and…

Machine Learning · Computer Science 2025-07-01 Ruiquan Huang , Donghao Li , Chengshuai Shi , Cong Shen , Jing Yang

In this paper, we investigate the problem of \textit{episodic reinforcement learning} with quantum oracles for state evolution. To this end, we propose an \textit{Upper Confidence Bound} (UCB) based quantum algorithmic framework to…

Machine Learning · Computer Science 2023-02-20 Bhargav Ganguly , Yulian Wu , Di Wang , Vaneet Aggarwal

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

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

Reinforcement learning (RL) algorithms aim to balance exploiting the current best strategy with exploring new options that could lead to higher rewards. Most common RL algorithms use undirected exploration, i.e., select random sequences of…

Machine Learning · Computer Science 2025-08-01 Bhavya Sukhija , Stelian Coros , Andreas Krause , Pieter Abbeel , Carmelo Sferrazza

Continuous-time reinforcement learning (CTRL) provides a natural framework for sequential decision-making in dynamic environments where interactions evolve continuously over time. While CTRL has shown growing empirical success, its ability…

Machine Learning · Computer Science 2025-12-04 Runze Zhao , Yue Yu , Ruhan Wang , Chunfeng Huang , Dongruo Zhou

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