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Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Gabriel Diaz , Lucky Li , Wenhao Zhang

Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…

Machine Learning · Computer Science 2022-05-31 Leonardo Cella , Karim Lounici , Massimiliano Pontil

We study online learning in constrained Markov decision processes (CMDPs) in which rewards and constraints may be either stochastic or adversarial. In such settings, Stradi et al.(2024) proposed the first best-of-both-worlds algorithm able…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…

Saddle-point optimization problems are an important class of optimization problems with applications to game theory, multi-agent reinforcement learning and machine learning. A majority of the rich literature available for saddle-point…

Optimization and Control · Mathematics 2019-12-05 Abhishek Roy , Yifang Chen , Krishnakumar Balasubramanian , Prasant Mohapatra

In numerous reinforcement learning (RL) problems involving safety-critical systems, a key challenge lies in balancing multiple objectives while simultaneously meeting all stringent safety constraints. To tackle this issue, we propose a…

Artificial Intelligence · Computer Science 2024-05-28 Shangding Gu , Bilgehan Sel , Yuhao Ding , Lu Wang , Qingwei Lin , Alois Knoll , Ming Jin

Reinforcement Learning (RL) for training Large Language Models is notoriously unstable. While recent studies attribute this to "training inference mismatch stemming" from inconsistent hybrid engines, standard remedies, such as Importance…

Machine Learning · Computer Science 2026-02-03 Yaxiang Zhang , Yingru Li , Jiacai Liu , Jiawei Xu , Ziniu Li , Qian Liu , Haoyuan Li

We study online meta-learning with bandit feedback, with the goal of improving performance across multiple tasks if they are similar according to some natural similarity measure. As the first to target the adversarial online-within-online…

Machine Learning · Computer Science 2023-11-02 Mikhail Khodak , Ilya Osadchiy , Keegan Harris , Maria-Florina Balcan , Kfir Y. Levy , Ron Meir , Zhiwei Steven Wu

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

Machine Learning · Computer Science 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel

In recent years, by leveraging more data, computation, and diverse tasks, learned optimizers have achieved remarkable success in supervised learning, outperforming classical hand-designed optimizers. Reinforcement learning (RL) is…

Machine Learning · Computer Science 2024-06-05 Qingfeng Lan , A. Rupam Mahmood , Shuicheng Yan , Zhongwen Xu

In modern ML Ops environments, model deployment is a critical process that traditionally relies on static heuristics such as validation error comparisons and A/B testing. However, these methods require human intervention to adapt to…

Machine Learning · Computer Science 2025-03-31 S. Aaron McClendon , Vishaal Venkatesh , Juan Morinelli

This study presents two new algorithms for solving linear stochastic bandit problems. The proposed methods use an approach from non-parametric statistics called bootstrapping to create confidence bounds. This is achieved without making any…

Machine Learning · Statistics 2016-05-05 Nandan Sudarsanam , Balaraman Ravindran

Reinforcement Learning, particularly through policy gradient methods, has played a central role in enabling reasoning capabilities of Large Language Models. However, the optimization stability of policy gradients in this setting remains…

Machine Learning · Computer Science 2026-03-03 Luckeciano C. Melo , Alessandro Abate , Yarin Gal

The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…

Machine Learning · Computer Science 2019-06-11 Hossein Aboutalebi , Doina Precup , Tibor Schuster

In this work we investigate meta-learning (or learning-to-learn) approaches in multi-task linear stochastic bandit problems that can originate from multiple environments. Inspired by the work of [1] on meta-learning in a sequence of linear…

Recently, the study of linear misspecified bandits has generated intriguing implications of the hardness of learning in bandits and reinforcement learning (RL). In particular, Du et al. (2020) show that even if a learner is given linear…

Machine Learning · Computer Science 2023-03-31 Jialin Dong , Lin F. Yang

Parametric, feature-based reward models are employed by a variety of algorithms in decision-making settings such as bandits and Markov decision processes (MDPs). The typical assumption under which the algorithms are analysed is…

Machine Learning · Computer Science 2024-02-23 Debangshu Banerjee , Aditya Gopalan

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

Machine Learning · Computer Science 2018-12-04 Jun Geng , Lifeng Lai

The problem of stochastic convex optimization with bandit feedback (in the learning community) or without knowledge of gradients (in the optimization community) has received much attention in recent years, in the form of algorithms and…

Machine Learning · Computer Science 2013-04-30 Ohad Shamir