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Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…

Machine Learning · Computer Science 2021-02-09 Shubhada Agrawal , Sandeep Juneja , Wouter M. Koolen

Reinforcement learning (RL) has traditionally been understood from an episodic perspective; the concept of non-episodic RL, where there is no restart and therefore no reliable recovery, remains elusive. A fundamental question in…

Machine Learning · Computer Science 2021-05-31 Shuang Liu , Hao Su

We present an algorithm based on posterior sampling (aka Thompson sampling) that achieves near-optimal worst-case regret bounds when the underlying Markov Decision Process (MDP) is communicating with a finite, though unknown, diameter. Our…

Machine Learning · Computer Science 2020-04-01 Shipra Agrawal , Randy Jia

We study the regret guarantee for risk-sensitive reinforcement learning (RSRL) via distributional reinforcement learning (DRL) methods. In particular, we consider finite episodic Markov decision processes whose objective is the entropic…

Machine Learning · Computer Science 2024-01-26 Hao Liang , Zhi-Quan Luo

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

To date, distributional reinforcement learning (distributional RL) methods have exclusively focused on the discounted setting, where an agent aims to optimize a discounted sum of rewards over time. In this work, we extend distributional RL…

Machine Learning · Computer Science 2026-01-14 Juan Sebastian Rojas , Chi-Guhn Lee

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

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

Constrained Markov Decision Processes are a class of stochastic decision problems in which the decision maker must select a policy that satisfies auxiliary cost constraints. This paper extends upper confidence reinforcement learning for…

Machine Learning · Computer Science 2020-01-28 Liyuan Zheng , Lillian J. Ratliff

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Ming Jin , Javad Lavaei

Multimodal large language models (MLLMs) struggle with numerical regression under long-tailed target distributions. Token-level supervised fine-tuning (SFT) and point-wise regression rewards bias learning toward high-density regions,…

Computation and Language · Computer Science 2026-05-12 Yao Du , Shanshan Song , Xiaomeng Li

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute…

Machine Learning · Computer Science 2023-02-07 Aldo Pacchiano , Aadirupa Saha , Jonathan Lee

Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results.…

Machine Learning · Computer Science 2024-11-01 Sattar Vakili , Julia Olkhovskaya

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

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 present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

Machine Learning · Computer Science 2020-01-03 Ching-An Cheng , Remi Tachet des Combes , Byron Boots , Geoff Gordon

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

When applying reinforcement learning from human feedback (RLHF), the reward is learned from data and, therefore, always has some error. It is common to mitigate this by regularizing the policy with KL divergence from a base model, with the…

Machine Learning · Computer Science 2024-11-11 Thomas Kwa , Drake Thomas , Adrià Garriga-Alonso

In reinforcement learning, specifying reward functions that capture the intended task can be very challenging. Reward learning aims to address this issue by learning the reward function. However, a learned reward model may have a low error…

Machine Learning · Computer Science 2025-07-09 Lukas Fluri , Leon Lang , Alessandro Abate , Patrick Forré , David Krueger , Joar Skalse