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In this paper, we provide two new stable online algorithms for the problem of prediction in reinforcement learning, \emph{i.e.}, estimating the value function of a model-free Markov reward process using the linear function approximation…

Machine Learning · Computer Science 2018-06-19 Ajin George Joseph , Shalabh Bhatnagar

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

Machine Learning · Computer Science 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert

We study the problem of deployment efficient reinforcement learning (RL) with linear function approximation under the \emph{reward-free} exploration setting. This is a well-motivated problem because deploying new policies is costly in…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

This paper studies model-based bandit and reinforcement learning (RL) with nonlinear function approximations. We propose to study convergence to approximate local maxima because we show that global convergence is statistically intractable…

Machine Learning · Computer Science 2022-08-04 Kefan Dong , Jiaqi Yang , Tengyu Ma

We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient…

Machine Learning · Computer Science 2022-01-04 Tianhao Wang , Dongruo Zhou , Quanquan Gu

We study episodic reinforcement learning with fixed reward and transition functions, but with episode-dependent admissible action sets that are observed at the start of each episode. Performance is measured by cumulative regret against the…

Machine Learning · Computer Science 2026-05-18 Zijun Chen , Zihan Zhang

Training models to effectively use test-time compute is crucial for improving the reasoning performance of LLMs. Current methods mostly do so via fine-tuning on search traces or running RL with 0/1 outcome reward, but do these approaches…

Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…

Machine Learning · Computer Science 2025-07-25 Fan Chen , Zeyu Jia , Alexander Rakhlin , Tengyang Xie

Reinforcement learning algorithms often suffer from slow convergence due to sparse reward signals, particularly in complex environments where feedback is delayed or infrequent. This paper introduces the Psychological Regret Model (PRM), a…

Machine Learning · Computer Science 2026-02-04 Zhe Xu

We study the stochastic shortest path (SSP) problem in reinforcement learning with linear function approximation, where the transition kernel is represented as a linear mixture of unknown models. We call this class of SSP problems as linear…

Machine Learning · Computer Science 2022-07-06 Yifei Min , Jiafan He , Tianhao Wang , Quanquan Gu

Achieving the no-regret property for Reinforcement Learning (RL) problems in continuous state and action-space environments is one of the major open problems in the field. Existing solutions either work under very specific assumptions or…

Machine Learning · Computer Science 2024-11-01 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restelli

We study the role of the representation of state-action value functions in regret minimization in finite-horizon Markov Decision Processes (MDPs) with linear structure. We first derive a necessary condition on the representation, called…

Machine Learning · Computer Science 2021-10-29 Matteo Papini , Andrea Tirinzoni , Aldo Pacchiano , Marcello Restelli , Alessandro Lazaric , Matteo Pirotta

Despite the fact that deep reinforcement learning (RL) has surpassed human-level performances in various tasks, it still has several fundamental challenges. First, most RL methods require intensive data from the exploration of the…

Machine Learning · Computer Science 2021-07-06 Zhe Xu , Bo Wu , Aditya Ojha , Daniel Neider , Ufuk Topcu

The upper confidence reinforcement learning (UCRL2) algorithm introduced in (Jaksch et al., 2010) is a popular method to perform regret minimization in unknown discrete Markov Decision Processes under the average-reward criterion. Despite…

Machine Learning · Computer Science 2021-04-14 Hippolyte Bourel , Odalric-Ambrym Maillard , Mohammad Sadegh Talebi

We are interested in a framework of online learning with kernels for low-dimensional but large-scale and potentially adversarial datasets. We study the computational and theoretical performance of online variations of kernel Ridge…

Machine Learning · Statistics 2019-05-30 Rémi Jézéquel , Pierre Gaillard , Alessandro Rudi

Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…

Machine Learning · Computer Science 2026-03-03 Klemens Iten , Lenart Treven , Bhavya Sukhija , Florian Dörfler , Andreas Krause

The problem of reinforcement learning in an unknown and discrete Markov Decision Process (MDP) under the average-reward criterion is considered, when the learner interacts with the system in a single stream of observations, starting from an…

Machine Learning · Statistics 2018-03-06 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

We consider the problem where $M$ agents interact with $M$ identical and independent environments with $S$ states and $A$ actions using reinforcement learning for $T$ rounds. The agents share their data with a central server to minimize…

Machine Learning · Computer Science 2021-02-23 Mridul Agarwal , Bhargav Ganguly , Vaneet Aggarwal

We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…

Machine Learning · Computer Science 2021-06-25 Zengyi Qin , Yuxiao Chen , Chuchu Fan