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In a wide range of statistical learning problems such as ranking, clustering or metric learning among others, the risk is accurately estimated by $U$-statistics of degree $d\geq 1$, i.e. functionals of the training data with low variance…

Machine Learning · Statistics 2019-01-25 Stéphan Clémençon , Aurélien Bellet , Igor Colin

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

Value function learning plays a central role in many state-of-the-art reinforcement-learning algorithms. Many popular algorithms like Q-learning do not optimize any objective function, but are fixed-point iterations of some variant of…

Machine Learning · Computer Science 2020-01-10 Yihao Feng , Lihong Li , Qiang Liu

The Mean Square Error (MSE) is commonly utilized to estimate the solution of the optimal value function in the vast majority of offline reinforcement learning (RL) models and has achieved outstanding performance. However, we find that its…

Machine Learning · Computer Science 2024-06-06 Yu Zhang , Rui Yu , Zhipeng Yao , Wenyuan Zhang , Jun Wang , Liming Zhang

We study Empirical Risk Minimizers (ERM) and Regularized Empirical Risk Minimizers (RERM) for regression problems with convex and $L$-Lipschitz loss functions. We consider a setting where $|\cO|$ malicious outliers contaminate the labels.…

Statistics Theory · Mathematics 2020-09-28 Geoffrey Chinot

The quintessential learning algorithm of empirical risk minimization (ERM) is known to fail in various settings for which uniform convergence does not characterize learning. It is therefore unsurprising that the practice of machine learning…

Machine Learning · Computer Science 2024-06-26 Julian Asilis , Siddartha Devic , Shaddin Dughmi , Vatsal Sharan , Shang-Hua Teng

A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

Machine Learning · Computer Science 2023-10-03 Ido Greenberg , Shie Mannor , Gal Chechik , Eli Meirom

In many signal detection and classification problems, we have knowledge of the distribution under each hypothesis, but not the prior probabilities. This paper is aimed at providing theory to quantify the performance of detection via…

Information Theory · Computer Science 2016-11-17 Jiantao Jiao , Lin Zhang , Robert Nowak

This paper is concerned with the sample efficiency of reinforcement learning, assuming access to a generative model (or simulator). We first consider $\gamma$-discounted infinite-horizon Markov decision processes (MDPs) with state space…

Machine Learning · Computer Science 2025-03-18 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

We construct data dependent bounds on the risk in function learning problems. The bounds are based on the local norms of the Rademacher process indexed by the underlying function class and they do not require prior knowledge about the…

Probability · Mathematics 2007-05-23 Vladimir Koltchinskii , Dmitry Panchenko

In reinforcement learning, experience replay stores past samples for further reuse. Prioritized sampling is a promising technique to better utilize these samples. Previous criteria of prioritization include TD error, recentness and…

Machine Learning · Computer Science 2021-11-10 Xu-Hui Liu , Zhenghai Xue , Jing-Cheng Pang , Shengyi Jiang , Feng Xu , Yang Yu

In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the…

Machine Learning · Computer Science 2021-01-29 Sobhan Miryoosefi , Kianté Brantley , Hal Daumé , Miroslav Dudik , Robert Schapire

Scaling test-time computation with reinforcement learning (RL) has emerged as a reliable path to improve large language models (LLM) reasoning ability. Yet, outcome-based reward often incentivizes models to be overconfident, leading to…

Machine Learning · Computer Science 2026-04-28 Liaoyaqi Wang , Chunsheng Zuo , William Jurayj , Benjamin Van Durme , Anqi Liu

Learning an appropriate (dis)similarity function from the available data is a central problem in machine learning, since the success of many machine learning algorithms critically depends on the choice of a similarity function to compare…

Machine Learning · Computer Science 2013-08-30 Zheng-Chu Guo , Yiming Ying

Reinforcement learning tasks are typically specified as Markov decision processes. This formalism has been highly successful, though specifications often couple the dynamics of the environment and the learning objective. This lack of…

Artificial Intelligence · Computer Science 2021-09-21 Martha White

Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…

Artificial Intelligence · Computer Science 2025-11-26 Dominik Wagner , Leon Witzman , Luke Ong

Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Machine Learning · Computer Science 2024-12-11 Koby Bibas

This paper proposes a suite of rationality measures and associated theory for reinforcement learning agents, a property increasingly critical yet rarely explored. We define an action in deployment to be perfectly rational if it maximises…

Machine Learning · Computer Science 2026-05-05 Kejiang Qian , Amos Storkey , Fengxiang He

Reinforcement learning (RL) is a powerful framework for decision-making in uncertain environments, but it often requires large amounts of data to learn an optimal policy. We address this challenge by incorporating prior model knowledge to…

Machine Learning · Computer Science 2026-01-29 J. S. van Hulst , W. P. M. H. Heemels , D. J. Antunes

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set G up to the smallest possible additive term, called the convergence rate. When the reference set…

Statistics Theory · Mathematics 2008-03-04 Jean-Yves Audibert