Related papers: Online Learning for Stochastic Shortest Path Model…
Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…
Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…
We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…
In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…
Despite remarkable successes, deep reinforcement learning algorithms remain sample inefficient: they require an enormous amount of trial and error to find good policies. Model-based algorithms promise sample efficiency by building an…
In this work, we present a new model-free and off-policy reinforcement learning (RL) algorithm, that is capable of finding a near-optimal policy with state-action observations from arbitrary behavior policies. Our algorithm, called the…
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…
We consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$…
The problem of online learning and optimization of unknown Markov jump affine models is considered. An online learning policy, referred to as Markovian simultaneous perturbations stochastic approximation (MSPSA), is proposed for two…
Offline reinforcement learning (RL) aims to learn a policy that maximizes the expected return using a given static dataset of transitions. However, offline RL faces the distribution shift problem. The policy constraint offline RL method is…
We consider the adversarial online multi-task reinforcement learning setting, where in each of $K$ episodes the learner is given an unknown task taken from a finite set of $M$ unknown finite-horizon MDP models. The learner's objective is to…
In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…
This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…
We consider the adaptive routing problem in multihop wireless networks. The link states are assumed to be random variables drawn from unknown distributions, independent and identically distributed across links and time. This model has…
We study \emph{online episodic Constrained Markov Decision Processes} (CMDPs) under both stochastic and adversarial constraints. We provide a novel algorithm whose guarantees greatly improve those of the state-of-the-art best-of-both-worlds…
A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…
We consider the stochastic shortest path (SSP) problem for succinct Markov decision processes (MDPs), where the MDP consists of a set of variables, and a set of nondeterministic rules that update the variables. First, we show that several…
Building on the framework introduced by Xu and Raginksy [1] for supervised learning problems, we study the best achievable performance for model-based Bayesian reinforcement learning problems. With this purpose, we define minimum Bayesian…
The Elementary Shortest-Path Problem(ESPP) seeks a minimum cost path from s to t that visits each vertex at most once. The presence of negative-cost cycles renders the problem NP-hard. We present a probabilistic method for finding…
The problem of sample complexity of online reinforcement learning is often studied in the literature without taking into account any partial knowledge about the system dynamics that could potentially accelerate the learning process. In this…