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This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when…

Machine Learning · Computer Science 2020-06-02 Alex Ayoub , Zeyu Jia , Csaba Szepesvari , Mengdi Wang , Lin F. Yang

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

As representation learning becomes a powerful technique to reduce sample complexity in reinforcement learning (RL) in practice, theoretical understanding of its advantage is still limited. In this paper, we theoretically characterize the…

Machine Learning · Computer Science 2022-06-14 Yuan Cheng , Songtao Feng , Jing Yang , Hong Zhang , Yingbin Liang

We consider prediction with expert advice when data are generated from distributions varying arbitrarily within an unknown constraint set. This semi-adversarial setting includes (at the extremes) the classical i.i.d. setting, when the…

Machine Learning · Statistics 2022-07-25 Blair Bilodeau , Jeffrey Negrea , Daniel M. Roy

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra

Motivated by practical applications where stable long-term performance is critical-such as robotics, operations research, and healthcare-we study the problem of distributionally robust (DR) average-reward reinforcement learning. We propose…

Machine Learning · Computer Science 2026-02-03 Zijun Chen , Shengbo Wang , Nian Si

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

Regularized Markov Decision Processes serve as models of sequential decision making under uncertainty wherein the decision maker has limited information processing capacity and/or aversion to model ambiguity. With functional approximation,…

Artificial Intelligence · Computer Science 2025-02-11 Jiachen Xi , Alfredo Garcia , Petar Momcilovic

In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…

Machine Learning · Statistics 2024-08-21 Xiaofeng Lin , Xuezhou Zhang

We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…

Machine Learning · Computer Science 2024-02-26 Zhishuai Liu , Pan Xu

In this paper, we propose a max-min entropy framework for reinforcement learning (RL) to overcome the limitation of the soft actor-critic (SAC) algorithm implementing the maximum entropy RL in model-free sample-based learning. Whereas the…

Machine Learning · Computer Science 2021-12-21 Seungyul Han , Youngchul Sung

This paper investigates conservative exploration in reinforcement learning where the performance of the learning agent is guaranteed to be above a certain threshold throughout the learning process. It focuses on the tabular episodic Markov…

Machine Learning · Computer Science 2023-06-14 Donghao Li , Ruiquan Huang , Cong Shen , Jing Yang

This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

Machine Learning · Computer Science 2025-09-09 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Matthieu Geist , Yuejie Chi

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy…

Machine Learning · Computer Science 2021-02-26 Nevena Lazic , Dong Yin , Yasin Abbasi-Yadkori , Csaba Szepesvari

We give novel algorithms for multi-task and lifelong linear bandits with shared representation. Specifically, we consider the setting where we play $M$ linear bandits with dimension $d$, each for $T$ rounds, and these $M$ bandit tasks share…

Machine Learning · Computer Science 2022-03-30 Jiaqi Yang , Qi Lei , Jason D. Lee , Simon S. Du

For the misspecified linear Markov decision process (MLMDP) model of Jin et al. [2020], we propose an algorithm with three desirable properties. (P1) Its regret after $K$ episodes scales as $K \max \{ \varepsilon_{\text{mis}},…

Machine Learning · Computer Science 2022-03-02 Daniel Vial , Advait Parulekar , Sanjay Shakkottai , R. Srikant

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

Machine Learning · Computer Science 2022-02-14 Tengyang Xie , Nan Jiang , Huan Wang , Caiming Xiong , Yu Bai

Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

Machine Learning · Computer Science 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

Reinforcement Learning from Verifiable Rewards (RLVR) has emerged as the standard paradigm for improving reasoning capability of large language models, while Multi-Token Prediction (MTP) has been a widely adopted module in pretraining.…

Machine Learning · Computer Science 2026-05-28 Zili Wang , Jiajun Chai , Lin Chen , Xiaohan Wang , Shiming Xiang , Guojun Yin