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Thompson sampling (TS) is one of the most popular exploration techniques in reinforcement learning (RL). However, most TS algorithms with theoretical guarantees are difficult to implement and not generalizable to Deep RL. While the emerging…

Machine Learning · Computer Science 2024-06-19 Haque Ishfaq , Yixin Tan , Yu Yang , Qingfeng Lan , Jianfeng Lu , A. Rupam Mahmood , Doina Precup , Pan Xu

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

Machine Learning · Computer Science 2024-10-22 Nadav Merlis

Reinforcement learning (RL) provides a naturalistic framing for learning through trial and error, which is appealing both because of its simplicity and effectiveness and because of its resemblance to how humans and animals acquire skills…

Machine Learning · Computer Science 2022-08-09 Archit Sharma , Kelvin Xu , Nikhil Sardana , Abhishek Gupta , Karol Hausman , Sergey Levine , Chelsea Finn

Continuous-time reinforcement learning (CTRL) provides a principled framework for sequential decision-making in environments where interactions evolve continuously over time. Despite its empirical success, the theoretical understanding of…

Machine Learning · Computer Science 2025-05-22 Runze Zhao , Yue Yu , Adams Yiyue Zhu , Chen Yang , Dongruo Zhou

In reinforcement learning (RL), the consideration of multivariate reward signals has led to fundamental advancements in multi-objective decision-making, transfer learning, and representation learning. This work introduces the first…

Machine Learning · Computer Science 2024-09-05 Harley Wiltzer , Jesse Farebrother , Arthur Gretton , Mark Rowland

Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…

Artificial Intelligence · Computer Science 2025-11-26 Dominik Wagner , Leon Witzman , Luke Ong

Exploration in reinforcement learning (RL) remains an open challenge. RL algorithms rely on observing rewards to train the agent, and if informative rewards are sparse the agent learns slowly or may not learn at all. To improve exploration…

Machine Learning · Computer Science 2024-11-12 Simone Parisi , Alireza Kazemipour , Michael Bowling

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…

Machine Learning · Computer Science 2019-11-01 Yonathan Efroni , Nadav Merlis , Mohammad Ghavamzadeh , Shie Mannor

Most of the existing works for reinforcement learning (RL) with general function approximation (FA) focus on understanding the statistical complexity or regret bounds. However, the computation complexity of such approaches is far from being…

Machine Learning · Computer Science 2023-04-19 Dingwen Kong , Ruslan Salakhutdinov , Ruosong Wang , Lin F. Yang

We consider the problem of provably optimal exploration in reinforcement learning for finite horizon MDPs. We show that an optimistic modification to value iteration achieves a regret bound of $\tilde{O}( \sqrt{HSAT} + H^2S^2A+H\sqrt{T})$…

Machine Learning · Statistics 2017-07-04 Mohammad Gheshlaghi Azar , Ian Osband , Rémi Munos

Reinforcement learning (RL) depends critically on the choice of reward functions used to capture the de- sired behavior and constraints of a robot. Usually, these are handcrafted by a expert designer and represent heuristics for relatively…

Artificial Intelligence · Computer Science 2017-03-03 Xiao Li , Cristian-Ioan Vasile , Calin Belta

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

Self-play, where the algorithm learns by playing against itself without requiring any direct supervision, has become the new weapon in modern Reinforcement Learning (RL) for achieving superhuman performance in practice. However, the…

Machine Learning · Computer Science 2020-07-10 Yu Bai , Chi Jin

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

Learning tabula rasa, that is without any prior knowledge, is the prevalent workflow in reinforcement learning (RL) research. However, RL systems, when applied to large-scale settings, rarely operate tabula rasa. Such large-scale systems…

Machine Learning · Computer Science 2022-10-05 Rishabh Agarwal , Max Schwarzer , Pablo Samuel Castro , Aaron Courville , Marc G. Bellemare

Training a deep neural network to maximize a target objective has become the standard recipe for successful machine learning over the last decade. These networks can be optimized with supervised learning, if the target objective is…

Machine Learning · Computer Science 2025-05-12 Bernhard Jaeger , Andreas Geiger

Reinforcement Learning (RL) algorithms are known to suffer from the curse of dimensionality, which refers to the fact that large-scale problems often lead to exponentially high sample complexity. A common solution is to use deep neural…

Machine Learning · Computer Science 2024-11-13 Chenbei Lu , Laixi Shi , Zaiwei Chen , Chenye Wu , Adam Wierman

Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…

Machine Learning · Computer Science 2022-01-03 Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

Mathematical Finance · Quantitative Finance 2023-10-05 Sophia Gu

We study reinforcement learning in an infinite-horizon average-reward setting with linear function approximation, where the transition probability function of the underlying Markov Decision Process (MDP) admits a linear form over a feature…

Machine Learning · Computer Science 2022-05-11 Yue Wu , Dongruo Zhou , Quanquan Gu