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We study online learning and equilibrium computation in games with polyhedral decision sets, a property shared by both normal-form games and extensive-form games (EFGs), when the learning agent is restricted to using a best-response oracle.…

Computer Science and Game Theory · Computer Science 2023-12-07 Darshan Chakrabarti , Gabriele Farina , Christian Kroer

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

We explore whether quantum advantages can be found for the zeroth-order feedback online exp-concave optimization problem, which is also known as bandit exp-concave optimization with multi-point feedback. We present quantum online…

Quantum Physics · Physics 2024-10-28 Jianhao He , Chengchang Liu , Xutong Liu , Lvzhou Li , John C. S. Lui

We present an architecture where a feedback controller derived on an approximate model of the environment assists the learning process to enhance its data efficiency. This architecture, which we term as Control-Tutored Q-learning (CTQL), is…

Machine Learning · Computer Science 2021-12-14 F. De Lellis , M. Coraggio , G. Russo , M. Musolesi , M. di Bernardo

Offline reinforcement learning requires reconciling two conflicting aims: learning a policy that improves over the behavior policy that collected the dataset, while at the same time minimizing the deviation from the behavior policy so as to…

Machine Learning · Computer Science 2021-10-13 Ilya Kostrikov , Ashvin Nair , Sergey Levine

Reinforcement learning is a popular method of finding optimal solutions to complex problems. Algorithms like Q-learning excel at learning to solve stochastic problems without a model of their environment. However, they take longer to solve…

Artificial Intelligence · Computer Science 2024-04-25 Jan Diekhoff , Jörn Fischer

We present the first computationally-efficient algorithm with $\widetilde O(\sqrt{T})$ regret for learning in Linear Quadratic Control systems with unknown dynamics. By that, we resolve an open question of Abbasi-Yadkori and Szepesv\'ari…

Machine Learning · Computer Science 2019-02-26 Alon Cohen , Tomer Koren , Yishay Mansour

In our quest for a reinforcement learning (RL) algorithm that is both practical and provably optimal, we introduce EQO (Exploration via Quasi-Optimism). Unlike existing minimax optimal approaches, EQO avoids reliance on empirical variances…

Machine Learning · Computer Science 2025-07-29 Harin Lee , Min-hwan Oh

In Federated Learning (FL), forgetting, or the loss of knowledge across rounds, hampers algorithm convergence, particularly in the presence of severe data heterogeneity among clients. This study explores the nuances of this issue,…

Machine Learning · Computer Science 2024-02-09 Mohammed Aljahdali , Ahmed M. Abdelmoniem , Marco Canini , Samuel Horváth

Imitation learning (IL) is a general learning paradigm for tackling sequential decision-making problems. Interactive imitation learning, where learners can interactively query for expert demonstrations, has been shown to achieve provably…

Machine Learning · Computer Science 2022-09-27 Yichen Li , Chicheng Zhang

Offline reinforcement learning (RL) enables policy learning from fixed datasets without further environment interaction, making it particularly valuable in high-risk or costly domains. Extreme $Q$-Learning (XQL) is a recent offline RL…

Machine Learning · Computer Science 2026-04-15 Xinming Gao , Shangzhe Li , Yujin Cai , Wenwu Yu

We derive a new analysis of Follow The Regularized Leader (FTRL) for online learning with delayed bandit feedback. By separating the cost of delayed feedback from that of bandit feedback, our analysis allows us to obtain new results in…

Machine Learning · Computer Science 2023-05-16 Dirk van der Hoeven , Lukas Zierahn , Tal Lancewicki , Aviv Rosenberg , Nicoló Cesa-Bianchi

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

We consider the problem of online stochastic optimization in a distributed setting with $M$ clients connected through a central server. We develop a distributed online learning algorithm that achieves order-optimal cumulative regret with…

Machine Learning · Computer Science 2023-06-07 Sudeep Salgia , Qing Zhao , Tamir Gabay , Kobi Cohen

The trade-off between regret and computational cost is a fundamental problem for online kernel regression, and previous algorithms worked on the trade-off can not keep optimal regret bounds at a sublinear computational complexity. In this…

Machine Learning · Computer Science 2023-06-16 Junfan Li , Shizhong Liao

In this paper, we consider the problem of finding a meta-learning online control algorithm that can learn across the tasks when faced with a sequence of $N$ (similar) control tasks. Each task involves controlling a linear dynamical system…

Machine Learning · Computer Science 2022-08-23 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar

In this paper, we present a novel algorithm named synchronous integral Q-learning, which is based on synchronous policy iteration, to solve the continuous-time infinite horizon optimal control problems of input-affine system dynamics. The…

Systems and Control · Electrical Eng. & Systems 2021-05-20 Lei Guo , Han Zhao

We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves…

Machine Learning · Computer Science 2020-11-03 Chi Jin , Tiancheng Jin , Haipeng Luo , Suvrit Sra , Tiancheng Yu

Despite remarkable successes in solving various complex decision-making tasks, training an imitation learning (IL) algorithm with deep neural networks (DNNs) suffers from the high computation burden. In this work, we propose quantum…

Quantum Physics · Physics 2023-04-06 Zhihao Cheng , Kaining Zhang , Li Shen , Dacheng Tao