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Reinforcement learning (RL) in large or infinite state spaces is notoriously challenging, both theoretically (where worst-case sample and computational complexities must scale with state space cardinality) and experimentally (where function…

Machine Learning · Computer Science 2024-05-28 Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell

Modern reinforcement learning (RL) often faces an enormous state-action space. Existing analytical results are typically for settings with a small number of state-actions, or simple models such as linearly modeled Q-functions. To derive…

Machine Learning · Computer Science 2023-02-03 Sing-Yuan Yeh , Fu-Chieh Chang , Chang-Wei Yueh , Pei-Yuan Wu , Alberto Bernacchia , Sattar Vakili

We study the problem of Reinforcement Learning (RL) with linear function approximation, i.e. assuming the optimal action-value function is linear in a known $d$-dimensional feature mapping. Unfortunately, however, based on only this…

Machine Learning · Computer Science 2022-11-15 Zeyu Jia , Randy Jia , Dhruv Madeka , Dean P. Foster

In this paper we consider the problem of learning an $\epsilon$-optimal policy for a discounted Markov Decision Process (MDP). Given an MDP with $S$ states, $A$ actions, the discount factor $\gamma \in (0,1)$, and an approximation threshold…

Machine Learning · Computer Science 2020-12-25 Zihan Zhang , Yuan Zhou , Xiangyang Ji

This paper is concerned with the problem of policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes. We investigate the sample complexities required to guarantee a predefined estimation…

Machine Learning · Statistics 2024-05-03 Gen Li , Weichen Wu , Yuejie Chi , Cong Ma , Alessandro Rinaldo , Yuting Wei

In reward-free reinforcement learning (RL), an agent explores the environment first without any reward information, in order to achieve certain learning goals afterwards for any given reward. In this paper we focus on reward-free RL under…

Machine Learning · Computer Science 2023-03-21 Yuan Cheng , Ruiquan Huang , Jing Yang , Yingbin Liang

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

This paper is concerned with the sample efficiency of reinforcement learning, assuming access to a generative model (or simulator). We first consider $\gamma$-discounted infinite-horizon Markov decision processes (MDPs) with state space…

Machine Learning · Computer Science 2025-03-18 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

Machine Learning · Computer Science 2023-10-26 Daqian Shao , Marta Kwiatkowska

Reinforcement Learning (RL) has demonstrated tremendous empirical success across numerous challenging domains. However, we lack a strong theoretical understanding of the statistical complexity of RL in environments with large state spaces,…

Machine Learning · Computer Science 2025-06-03 Gene Li

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

Machine Learning · Computer Science 2022-10-11 Viraj Mehta , Ian Char , Joseph Abbate , Rory Conlin , Mark D. Boyer , Stefano Ermon , Jeff Schneider , Willie Neiswanger

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

Machine Learning · Computer Science 2025-11-19 Jiashuo Jiang , Yinyu Ye

We consider the problem of learning the optimal action-value function in the discounted-reward Markov decision processes (MDPs). We prove a new PAC bound on the sample-complexity of model-based value iteration algorithm in the presence of…

Machine Learning · Computer Science 2012-07-03 Mohammad Gheshlaghi Azar , Remi Munos , Bert Kappen

Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by…

Machine Learning · Computer Science 2023-06-23 Yining Li , Peizhong Ju , Ness Shroff

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

We study the problem of exploration in Reinforcement Learning and present a novel model-free solution. We adopt an information-theoretical viewpoint and start from the instance-specific lower bound of the number of samples that have to be…

Machine Learning · Computer Science 2024-07-02 Alessio Russo , Alexandre Proutiere

We consider the problem of reinforcement learning (RL) with unbounded state space motivated by the classical problem of scheduling in a queueing network. Traditional policies as well as error metric that are designed for finite, bounded or…

Machine Learning · Computer Science 2020-06-09 Devavrat Shah , Qiaomin Xie , Zhi Xu