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Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…

Machine Learning · Computer Science 2022-10-18 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi

Balancing exploration and exploitation is crucial in reinforcement learning (RL). In this paper, we study model-based posterior sampling for reinforcement learning (PSRL) in continuous state-action spaces theoretically and empirically.…

Machine Learning · Computer Science 2021-11-18 Ying Fan , Yifei Ming

Motivated by the success of reinforcement learning (RL) for discrete-time tasks such as AlphaGo and Atari games, there has been a recent surge of interest in using RL for continuous-time control of physical systems (cf. many challenging…

Optimization and Control · Mathematics 2018-12-03 Motoya Ohnishi , Masahiro Yukawa , Mikael Johansson , Masashi Sugiyama

While quantum reinforcement learning (RL) has attracted a surge of attention recently, its theoretical understanding is limited. In particular, it remains elusive how to design provably efficient quantum RL algorithms that can address the…

Quantum Physics · Physics 2024-06-14 Han Zhong , Jiachen Hu , Yecheng Xue , Tongyang Li , Liwei Wang

In this paper, we propose a novel Branching Reinforcement Learning (Branching RL) model, and investigate both Regret Minimization (RM) and Reward-Free Exploration (RFE) metrics for this model. Unlike standard RL where the trajectory of each…

Machine Learning · Computer Science 2022-06-16 Yihan Du , Wei Chen

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2026-03-05 Debamita Ghosh , George K. Atia , Yue Wang

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

Machine Learning · Computer Science 2024-03-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

We study time-inhomogeneous episodic reinforcement learning (RL) under general function approximation and sparse rewards. We design a new algorithm, Variance-weighted Optimistic $Q$-Learning (VO$Q$L), based on $Q$-learning and bound its…

Machine Learning · Computer Science 2022-12-13 Alekh Agarwal , Yujia Jin , Tong Zhang

In various control task domains, existing controllers provide a baseline level of performance that -- though possibly suboptimal -- should be maintained. Reinforcement learning (RL) algorithms that rely on extensive exploration of the state…

Machine Learning · Computer Science 2022-09-21 Sheelabhadra Dey , Sumedh Pendurkar , Guni Sharon , Josiah P. Hanna

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

Value function approximation has demonstrated phenomenal empirical success in reinforcement learning (RL). Nevertheless, despite a handful of recent progress on developing theory for RL with linear function approximation, the understanding…

Machine Learning · Computer Science 2020-06-22 Ruosong Wang , Ruslan Salakhutdinov , Lin F. Yang

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

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 study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

We consider online learning for minimizing regret in unknown, episodic Markov decision processes (MDPs) with continuous states and actions. We develop variants of the UCRL and posterior sampling algorithms that employ nonparametric Gaussian…

Machine Learning · Computer Science 2019-01-04 Sayak Ray Chowdhury , Aditya Gopalan

Markov decision processes (MDPs) are a well studied framework for solving sequential decision making problems under uncertainty. Exact methods for solving MDPs based on dynamic programming such as policy iteration and value iteration are…

Artificial Intelligence · Computer Science 2015-09-09 Yanping Huang

We propose an (offline) multi-dimensional distributional reinforcement learning framework (KE-DRL) that leverages Hilbert space mappings to estimate the kernel mean embedding of the multi-dimensional value distribution under a proposed…

Machine Learning · Computer Science 2026-01-28 Mehrdad Mohammadi , Qi Zheng , Ruoqing Zhu

Online Reinforcement Learning (RL) is typically framed as the process of minimizing cumulative regret (CR) through interactions with an unknown environment. However, real-world RL applications usually involve a sequence of tasks, and the…

Machine Learning · Statistics 2024-10-28 Ziping Xu , Kelly W. Zhang , Susan A. Murphy

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Motivated by the growing interest in representation learning approaches that uncover the latent structure of high-dimensional data, this work proposes new algorithms for reconstruction-based manifold learning within Reproducing-Kernel…

Machine Learning · Computer Science 2026-05-07 Enrique Feito-Casares , Francisco M. Melgarejo-Meseguer , José-Luis Rojo-Álvarez