Related papers: Is Reinforcement Learning More Difficult Than Band…
This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…
Learning to plan for long horizons is a central challenge in episodic reinforcement learning problems. A fundamental question is to understand how the difficulty of the problem scales as the horizon increases. Here the natural measure of…
In the classical multi-armed bandit problem, instance-dependent algorithms attain improved performance on "easy" problems with a gap between the best and second-best arm. Are similar guarantees possible for contextual bandits? While…
Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by $1$, and proved regret bounds that have a polylogarithmic dependence on the planning horizon $H$. However, it…
Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…
Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…
The growing interest in complex decision-making and language modeling problems highlights the importance of sample-efficient learning over very long horizons. This work takes a step in this direction by investigating contextual linear…
Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…
In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…
In contextual linear bandits, the reward function is assumed to be a linear combination of an unknown reward vector and a given embedding of context-arm pairs. In practice, the embedding is often learned at the same time as the reward…
Reinforcement learning generalizes multi-armed bandit problems with additional difficulties of a longer planning horizon and unknown transition kernel. We explore a black-box reduction from discounted infinite-horizon tabular reinforcement…
A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…
Recent studies have shown that episodic reinforcement learning (RL) is not more difficult than contextual bandits, even with a long planning horizon and unknown state transitions. However, these results are limited to either tabular Markov…
Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…
We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…
We address the problem of learning in an online, bandit setting where the learner must repeatedly select among $K$ actions, but only receives partial feedback based on its choices. We establish two new facts: First, using a new algorithm…
We study episodic reinforcement learning in Markov decision processes when the agent receives additional feedback per step in the form of several transition observations. Such additional observations are available in a range of tasks…
We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…
We revisit offline reinforcement learning on episodic time-homogeneous Markov Decision Processes (MDP). For tabular MDP with $S$ states and $A$ actions, or linear MDP with anchor points and feature dimension $d$, given the collected $K$…
Recently, there has been significant progress in understanding reinforcement learning in discounted infinite-horizon Markov decision processes (MDPs) by deriving tight sample complexity bounds. However, in many real-world applications, an…