Related papers: A Kernel-Based Approach to Non-Stationary Reinforc…
This work presents a distributed algorithm for nonlinear adaptive learning. In particular, a set of nodes obtain measurements, sequentially one per time step, which are related via a nonlinear function; their goal is to collectively…
In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…
Obtaining first-order regret bounds -- regret bounds scaling not as the worst-case but with some measure of the performance of the optimal policy on a given instance -- is a core question in sequential decision-making. While such bounds…
For multi-agent reinforcement learning systems (MARLS), the problem formulation generally involves investing massive reward engineering effort specific to a given problem. However, this effort often cannot be translated to other problems;…
We propose a diffusion approximation method to the continuous-state Markov Decision Processes (MDPs) that can be utilized to address autonomous navigation and control in unstructured off-road environments. In contrast to most…
We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…
The hallmark of human intelligence is the self-evolving ability to master new skills by learning from past experiences. However, current AI agents struggle to emulate this self-evolution: fine-tuning is computationally expensive and prone…
Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…
State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…
We propose Kernel Predictive Control (KPC), a learning-based predictive control strategy that enjoys deterministic guarantees of safety. Noise-corrupted samples of the unknown system dynamics are used to learn several models through the…
We introduce a new framework of episodic tabular Markov decision processes (MDPs) with adversarial preferences, which we refer to as preference-based MDPs (PbMDPs). Unlike standard episodic MDPs with adversarial losses, where the numerical…
Spatial Transformer Networks (STN) can generate geometric transformations which modify input images to improve the classifier's performance. In this work, we combine the idea of STN with Reinforcement Learning (RL). To this end, we break…
We consider primal-dual-based reinforcement learning (RL) in episodic constrained Markov decision processes (CMDPs) with non-stationary objectives and constraints, which plays a central role in ensuring the safety of RL in time-varying…
Most learning algorithms with formal regret guarantees essentially rely on trying all possible behaviors, which is problematic when some errors cannot be recovered from. Instead, we allow the learning agent to ask for help from a mentor and…
We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…
Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…
We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…
In an episodic Markov Decision Process (MDP) problem, an online algorithm chooses from a set of actions in a sequence of $H$ trials, where $H$ is the episode length, in order to maximize the total payoff of the chosen actions. Q-learning,…
We propose an actor-critic, model-free, and online Reinforcement Learning (RL) framework for continuous-state continuous-action Markov Decision Processes (MDPs) when the reward is highly sparse but encompasses a high-level temporal…
Sequential recommendation models have achieved state-of-the-art performance using self-attention mechanism. It has since been found that moving beyond only using item ID and positional embeddings leads to a significant accuracy boost when…