Related papers: Sublinear Least-Squares Value Iteration via Locali…
We propose randomized least-squares value iteration (RLSVI) -- a new reinforcement learning algorithm designed to explore and generalize efficiently via linearly parameterized value functions. We explain why versions of least-squares value…
We consider the exploration-exploitation dilemma in finite-horizon reinforcement learning (RL). When the state space is large or continuous, traditional tabular approaches are unfeasible and some form of function approximation is mandatory.…
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,…
Modern Reinforcement Learning (RL) is commonly applied to practical problems with an enormous number of states, where function approximation must be deployed to approximate either the value function or the policy. The introduction of…
A Locality-Sensitive Hash (LSH) function is called $(r,cr,p_1,p_2)$-sensitive, if two data-points with a distance less than $r$ collide with probability at least $p_1$ while data points with a distance greater than $cr$ collide with…
Offline reinforcement learning (RL), where the agent aims to learn the optimal policy based on the data collected by a behavior policy, has attracted increasing attention in recent years. While offline RL with linear function approximation…
The Indyk-Motwani Locality-Sensitive Hashing (LSH) framework (STOC 1998) is a general technique for constructing a data structure to answer approximate near neighbor queries by using a distribution $\mathcal{H}$ over locality-sensitive hash…
A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…
Designing learning agents that explore efficiently in a complex environment has been widely recognized as a fundamental challenge in reinforcement learning. While a number of works have demonstrated the effectiveness of techniques based on…
We show the existence of a Locality-Sensitive Hashing (LSH) family for the angular distance that yields an approximate Near Neighbor Search algorithm with the asymptotically optimal running time exponent. Unlike earlier algorithms with this…
We present the first provably sublinear time algorithm for approximate \emph{Maximum Inner Product Search} (MIPS). Our proposal is also the first hashing algorithm for searching with (un-normalized) inner product as the underlying…
Many real-world reinforcement learning tasks require control of complex dynamical systems that involve both costly data acquisition processes and large state spaces. In cases where the transition dynamics can be readily evaluated at…
Locality-sensitive hashing (LSH), introduced by Indyk and Motwani in STOC '98, has been an extremely influential framework for nearest neighbor search in high-dimensional data sets. While theoretical work has focused on the approximate…
Locality sensitive hashing (LSH) was introduced by Indyk and Motwani (STOC `98) to give the first sublinear time algorithm for the c-approximate nearest neighbor (ANN) problem using only polynomial space. At a high level, an LSH family…
We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient…
We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches,…
Similarity search in high-dimensional spaces is an important task for many multimedia applications. Due to the notorious curse of dimensionality, approximate nearest neighbor techniques are preferred over exact searching techniques since…
Mirror descent value iteration (MDVI), an abstraction of Kullback-Leibler (KL) and entropy-regularized reinforcement learning (RL), has served as the basis for recent high-performing practical RL algorithms. However, despite the use of…
Symbolic regression (SR) searches for parametric models that accurately fit a dataset, prioritizing simplicity and interpretability. Despite this secondary objective, studies point out that the models are often overly complex due to…
Reinforcement learning algorithms are usually stated without theoretical guarantees regarding their performance. Recently, Jin, Yang, Wang, and Jordan (COLT 2020) showed a polynomial-time reinforcement learning algorithm (namely, LSVI-UCB)…