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Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…

Machine Learning · Computer Science 2023-10-27 Tiancheng Jin , Junyan Liu , Chloé Rouyer , William Chang , Chen-Yu Wei , Haipeng Luo

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

In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The…

Machine Learning · Computer Science 2019-05-16 Borislav Mavrin , Shangtong Zhang , Hengshuai Yao , Linglong Kong , Kaiwen Wu , Yaoliang Yu

We study the problem of nonepisodic reinforcement learning (RL) for nonlinear dynamical systems, where the system dynamics are unknown and the RL agent has to learn from a single trajectory, i.e., without resets. We propose Nonepisodic…

Machine Learning · Computer Science 2025-02-12 Bhavya Sukhija , Lenart Treven , Florian Dörfler , Stelian Coros , Andreas Krause

Designing rewards for Reinforcement Learning (RL) is challenging because it needs to convey the desired task, be efficient to optimize, and be easy to compute. The latter is particularly problematic when applying RL to robotics, where…

Machine Learning · Computer Science 2020-05-28 Yiming Ding , Carlos Florensa , Mariano Phielipp , Pieter Abbeel

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

Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…

Machine Learning · Computer Science 2021-10-26 Noah Golowich , Ankur Moitra

Model-based Reinforcement Learning (MBRL) has been widely adapted due to its sample efficiency. However, existing worst-case regret analysis typically requires optimistic planning, which is not realistic in general. In contrast, motivated…

Machine Learning · Statistics 2023-01-10 Lingxiao Wang , Ping Li

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Stochastic multi-armed bandits (MABs) provide a fundamental reinforcement learning model to study sequential decision making in uncertain environments. The upper confidence bounds (UCB) algorithm gave birth to the renaissance of bandit…

Machine Learning · Computer Science 2024-06-11 Ambrus Tamás , Szabolcs Szentpéteri , Balázs Csanád Csáji

Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou

Reinforcement learning (RL) is frequently used to increase performance in text generation tasks, including machine translation (MT), notably through the use of Minimum Risk Training (MRT) and Generative Adversarial Networks (GAN). However,…

Computation and Language · Computer Science 2020-01-16 Leshem Choshen , Lior Fox , Zohar Aizenbud , Omri Abend

Model-free reinforcement learning algorithms have exhibited great potential in solving single-task sequential decision-making problems with high-dimensional observations and long horizons, but are known to be hard to generalize across…

Machine Learning · Computer Science 2023-05-30 Boyuan Chen , Chuning Zhu , Pulkit Agrawal , Kaiqing Zhang , Abhishek Gupta

In this paper, we revisit the regret of undiscounted reinforcement learning in MDPs with a birth and death structure. Specifically, we consider a controlled queue with impatient jobs and the main objective is to optimize a trade-off between…

Machine Learning · Computer Science 2023-02-22 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

Long-term temporal credit assignment is an important challenge in deep reinforcement learning (RL). It refers to the ability of the agent to attribute actions to consequences that may occur after a long time interval. Existing…

Machine Learning · Computer Science 2020-10-27 Tanmay Gangwani , Yuan Zhou , Jian Peng

Deep learning algorithms face great challenges with long-tailed data distribution which, however, is quite a common case in real-world scenarios. Previous methods tackle the problem from either the aspect of input space (re-sampling classes…

Computer Vision and Pattern Recognition · Computer Science 2022-05-13 Jiequan Cui , Shu Liu , Zhuotao Tian , Zhisheng Zhong , Jiaya Jia

Adversarial training in reinforcement learning (RL) is challenging because perturbations cascade through trajectories and compound over time, making fixed-strength attacks either overly destructive or too conservative. We propose…

Machine Learning · Computer Science 2026-01-30 Lucas Schott , Elies Gherbi , Hatem Hajri , Sylvain Lamprier

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

We provide new perspectives and inference algorithms for Maximum Entropy (MaxEnt) Inverse Reinforcement Learning (IRL), which provides a principled method to find a most non-committal reward function consistent with given expert…

Machine Learning · Computer Science 2021-06-08 Aaron J. Snoswell , Surya P. N. Singh , Nan Ye