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We propose the Bayes-UCBVI algorithm for reinforcement learning in tabular, stage-dependent, episodic Markov decision process: a natural extension of the Bayes-UCB algorithm by Kaufmann et al. (2012) for multi-armed bandits. Our method uses…

This work advances randomized exploration in reinforcement learning (RL) with function approximation modeled by linear mixture MDPs. We establish the first prior-dependent Bayesian regret bound for RL with function approximation; and refine…

Machine Learning · Statistics 2024-03-19 Yingru Li , Zhi-Quan Luo

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

This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a…

Machine Learning · Computer Science 2024-10-15 Kihyun Yu , Duksang Lee , William Overman , Dabeen Lee

We study the reinforcement learning problem for discounted Markov Decision Processes (MDPs) under the tabular setting. We propose a model-based algorithm named UCBVI-$\gamma$, which is based on the \emph{optimism in the face of uncertainty…

Machine Learning · Computer Science 2022-01-04 Jiafan He , Dongruo Zhou , Quanquan Gu

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

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

In many real-life reinforcement learning (RL) problems, deploying new policies is costly. In those scenarios, algorithms must solve exploration (which requires adaptivity) while switching the deployed policy sparsely (which limits…

Machine Learning · Computer Science 2023-02-27 Dan Qiao , Ming Yin , Yu-Xiang Wang

We derive instance-dependent tail bounds for the regret of optimism-based reinforcement learning in finite-horizon tabular Markov decision processes with unknown transition dynamics. We first study a UCBVI-type (model-based) algorithm and…

Machine Learning · Computer Science 2026-03-18 Sajad Khodadadian , Mehrdad Moharrami

We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves…

Machine Learning · Computer Science 2020-11-03 Chi Jin , Tiancheng Jin , Haipeng Luo , Suvrit Sra , Tiancheng Yu

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

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

The success of reinforcement learning (RL) crucially depends on effective function approximation when dealing with complex ground-truth models. Existing sample-efficient RL algorithms primarily employ three approaches to function…

Machine Learning · Computer Science 2024-01-09 Yunfan Li , Lin Yang

Provably efficient and robust equilibrium computation in general-sum Markov games remains a core challenge in multi-agent reinforcement learning. Nash equilibrium is computationally intractable in general and brittle due to equilibrium…

Machine Learning · Computer Science 2026-03-11 Jake Gonzales , Max Horwitz , Eric Mazumdar , Lillian J. Ratliff

This paper studies regret minimization with randomized value functions in reinforcement learning. In tabular finite-horizon Markov Decision Processes, we introduce a clipping variant of one classical Thompson Sampling (TS)-like algorithm,…

Machine Learning · Computer Science 2021-11-10 Priyank Agrawal , Jinglin Chen , Nan Jiang

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However…

Machine Learning · Computer Science 2019-06-14 Lin F. Yang , Mengdi Wang

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…

Machine Learning · Computer Science 2019-07-22 Vanessa Kosoy

We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon $H$ with $S$ states, and $A$ actions. The performance of an agent is measured by the regret after…