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This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

Machine Learning · Computer Science 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal

We study episodic linear mixture MDPs with the unknown transition and adversarial rewards under full-information feedback, employing dynamic regret as the performance measure. We start with in-depth analyses of the strengths and limitations…

Machine Learning · Computer Science 2024-11-06 Long-Fei Li , Peng Zhao , Zhi-Hua Zhou

Realtime environments change even as agents perform action inference and learning, thus requiring high interaction frequencies to effectively minimize regret. However, recent advances in machine learning involve larger neural networks with…

Machine Learning · Computer Science 2024-12-20 Matthew Riemer , Gopeshh Subbaraj , Glen Berseth , Irina Rish

Reinforcement Learning (RL) has shown great empirical success in various application domains. The theoretical aspects of the problem have been extensively studied over past decades, particularly under tabular and linear Markov Decision…

Machine Learning · Computer Science 2024-06-24 Sattar Vakili

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

Machine Learning · Computer Science 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez

Dealing with non-stationarity in environments (e.g., in the transition dynamics) and objectives (e.g., in the reward functions) is a challenging problem that is crucial in real-world applications of reinforcement learning (RL). While most…

Machine Learning · Computer Science 2022-10-19 Fan Feng , Biwei Huang , Kun Zhang , Sara Magliacane

Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However…

Machine Learning · Computer Science 2019-06-14 Lin F. Yang , Mengdi Wang

Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results.…

Machine Learning · Computer Science 2024-11-01 Sattar Vakili , Julia Olkhovskaya

Safe control for dynamical systems is critical, yet the presence of unknown dynamics poses significant challenges. In this paper, we present a learning-based control approach for tracking control of a class of high-order systems, operating…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Zewen Yang , Xiaobing Dai , Weijie Yang , Bahar İlgen , Aleksandar Anžel , Georges Hattab

Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable…

Machine Learning · Computer Science 2017-01-11 Tanmay Shankar , Santosha K. Dwivedy , Prithwijit Guha

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 the problem of Non-Stationary Reinforcement Learning (NS-RL) without prior knowledge about the system's non-stationarity. A state-of-the-art, black-box algorithm, known as MASTER, is considered, with a focus on identifying the…

Machine Learning · Computer Science 2025-02-11 Argyrios Gerogiannis , Yu-Han Huang , Venugopal V. Veeravalli

We study variance-dependent regret bounds for Markov decision processes (MDPs). Algorithms with variance-dependent regret guarantees can automatically exploit environments with low variance (e.g., enjoying constant regret on deterministic…

Machine Learning · Computer Science 2023-05-23 Runlong Zhou , Zihan Zhang , Simon S. Du

Despite the wealth of research into provably efficient reinforcement learning algorithms, most works focus on tabular representation and thus struggle to handle exponentially or infinitely large state-action spaces. In this paper, we…

Machine Learning · Computer Science 2020-03-10 Ahmed Touati , Adrien Ali Taiga , Marc G. Bellemare

Reinforcement learning (RL) methods learn optimal decisions in the presence of a stationary environment. However, the stationary assumption on the environment is very restrictive. In many real world problems like traffic signal control,…

Machine Learning · Computer Science 2020-06-08 Sindhu Padakandla , Prabuchandran K. J , Shalabh Bhatnagar

In this paper, we propose new problem-independent lower bounds on the sample complexity and regret in episodic MDPs, with a particular focus on the non-stationary case in which the transition kernel is allowed to change in each stage of the…

Machine Learning · Computer Science 2020-10-09 Omar Darwiche Domingues , Pierre Ménard , Emilie Kaufmann , Michal Valko

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

We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…

Machine Learning · Computer Science 2022-07-19 Yi Xiong , Ningyuan Chen , Xuefeng Gao , Xiang Zhou

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Machine Learning · Computer Science 2026-04-03 Klemens Iten , Bruce Lee , Chenhao Li , Lenart Treven , Andreas Krause , Bhavya Sukhija

This paper introduces kernel continual learning, a simple but effective variant of continual learning that leverages the non-parametric nature of kernel methods to tackle catastrophic forgetting. We deploy an episodic memory unit that…

Machine Learning · Computer Science 2021-07-16 Mohammad Mahdi Derakhshani , Xiantong Zhen , Ling Shao , Cees G. M. Snoek
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