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In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…
We study the reward-free reinforcement learning framework, which is particularly suitable for batch reinforcement learning and scenarios where one needs policies for multiple reward functions. This framework has two phases. In the…
This paper studies high-dimensional additive regression under the transfer learning framework, where one observes samples from a target population together with auxiliary samples from different but potentially related regression models. We…
Reinforcement learning (RL) with linear function approximation has received increasing attention recently. However, existing work has focused on obtaining $\sqrt{T}$-type regret bound, where $T$ is the number of interactions with the MDP.…
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…
We consider online learning when the time horizon is unknown. We apply a minimax analysis, beginning with the fixed horizon case, and then moving on to two unknown-horizon settings, one that assumes the horizon is chosen randomly according…
This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…
In inverse reinforcement learning (IRL), a learning agent infers a reward function encoding the underlying task using demonstrations from experts. However, many existing IRL techniques make the often unrealistic assumption that the agent…
Imitation learning traditionally requires complete state-action demonstrations from optimal or near-optimal experts. These requirements severely limit practical applicability, as many real-world scenarios provide only state observations…
This paper studies reward-agnostic exploration in reinforcement learning (RL) -- a scenario where the learner is unware of the reward functions during the exploration stage -- and designs an algorithm that improves over the state of the…
This work addresses the problem of offline safe imitation learning (IL), where the goal is to learn safe and reward-maximizing policies from demonstrations that do not have per-timestep safety cost or reward information. In many real-world…
We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…
Recent studies have shown that episodic reinforcement learning (RL) is not more difficult than contextual bandits, even with a long planning horizon and unknown state transitions. However, these results are limited to either tabular Markov…
Multi-distribution learning extends agnostic Probably Approximately Correct (PAC) learning to the setting in which a family of $k$ distributions, $\{D_i\}_{i\in[k]}$, is considered and a classifier's performance is measured by its error…
We address the issue of safety in reinforcement learning. We pose the problem in an episodic framework of a constrained Markov decision process. Existing results have shown that it is possible to achieve a reward regret of…
In massive data analysis, training and testing data often come from very different sources, and their probability distributions are not necessarily identical. A feature example is nonparametric classification in posterior drift model where…
We study the sample complexity of finding an $\varepsilon$-optimal policy in average-reward Markov Decision Processes (MDPs) with a generative model. The minimax optimal span-based complexity of $\widetilde{O}(SAH/\varepsilon^2)$, where $H$…
In this paper, we study the contextual multinomial logit (MNL) bandit problem in which a learning agent sequentially selects an assortment based on contextual information, and user feedback follows an MNL choice model. There has been a…
We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…
We study the inverse reinforcement learning (IRL) problem under a transition dynamics mismatch between the expert and the learner. Specifically, we consider the Maximum Causal Entropy (MCE) IRL learner model and provide a tight upper bound…