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We propose the Bayes-UCBVI algorithm for reinforcement learning in tabular, stage-dependent, episodic Markov decision process: a natural extension of the Bayes-UCB algorithm by Kaufmann et al. (2012) for multi-armed bandits. Our method uses…

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…

Machine Learning · Computer Science 2023-06-29 Zihan Zhang , Qiaomin Xie

How to efficiently explore in reinforcement learning is an open problem. Many exploration algorithms employ the epistemic uncertainty of their own value predictions -- for instance to compute an exploration bonus or upper confidence bound.…

Machine Learning · Computer Science 2023-03-08 Simon Schmitt , John Shawe-Taylor , Hado van Hasselt

Mastering multiple tasks through exploration and learning in an environment poses a significant challenge in reinforcement learning (RL). Unsupervised RL has been introduced to address this challenge by training policies with intrinsic…

Machine Learning · Computer Science 2024-07-02 Junkai Zhang , Weitong Zhang , Dongruo Zhou , Quanquan Gu

Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by $1$, and proved regret bounds that have a polylogarithmic dependence on the planning horizon $H$. However, it…

Machine Learning · Computer Science 2023-05-16 Kaixuan Ji , Qingyue Zhao , Jiafan He , Weitong Zhang , Quanquan Gu

We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and…

Machine Learning · Statistics 2017-06-15 Ian Osband , Benjamin Van Roy

One principled approach for provably efficient exploration is incorporating the upper confidence bound (UCB) into the value function as a bonus. However, UCB is specified to deal with linear and tabular settings and is incompatible with…

Machine Learning · Computer Science 2021-05-18 Chenjia Bai , Lingxiao Wang , Lei Han , Jianye Hao , Animesh Garg , Peng Liu , Zhaoran Wang

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

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…

Machine Learning · Computer Science 2024-05-24 Gen Li , Yuling Yan , Yuxin Chen , Jianqing Fan

Model-based reinforcement learning algorithms with probabilistic dynamical models are amongst the most data-efficient learning methods. This is often attributed to their ability to distinguish between epistemic and aleatoric uncertainty.…

Machine Learning · Computer Science 2020-12-02 Sebastian Curi , Felix Berkenkamp , Andreas Krause

We present an optimistic Q-learning algorithm for regret minimization in average reward reinforcement learning under an additional assumption on the underlying MDP that for all policies, the time to visit some frequent state $s_0$ is finite…

Machine Learning · Computer Science 2025-06-17 Priyank Agrawal , Shipra Agrawal

Reinforcement learning from human feedback (RLHF) replaces hard-to-specify rewards with pairwise trajectory preferences, yet regret-oriented theory often assumes that preference labels are generated consistently from a single ground-truth…

Machine Learning · Computer Science 2026-04-03 Ming Shi , Yingbin Liang , Ness B. Shroff , Ananthram Swami

We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…

Machine Learning · Computer Science 2020-01-01 Zihan Zhang , Xiangyang Ji

We consider model-free reinforcement learning (RL) in non-stationary Markov decision processes. Both the reward functions and the state transition functions are allowed to vary arbitrarily over time as long as their cumulative variations do…

Machine Learning · Computer Science 2022-08-23 Weichao Mao , Kaiqing Zhang , Ruihao Zhu , David Simchi-Levi , Tamer Başar

We study gap-dependent performance guarantees for nearly minimax-optimal algorithms in reinforcement learning with linear function approximation. While prior works have established gap-dependent regret bounds in this setting, existing…

Machine Learning · Statistics 2026-02-25 Haochen Zhang , Zhong Zheng , Lingzhou Xue

Exploration remains a key challenge in deep reinforcement learning (RL). Optimism in the face of uncertainty is a well-known heuristic with theoretical guarantees in the tabular setting, but how best to translate the principle to deep…

Machine Learning · Computer Science 2023-06-06 Brendan O'Donoghue

In our quest for a reinforcement learning (RL) algorithm that is both practical and provably optimal, we introduce EQO (Exploration via Quasi-Optimism). Unlike existing minimax optimal approaches, EQO avoids reliance on empirical variances…

Machine Learning · Computer Science 2025-07-29 Harin Lee , Min-hwan Oh

Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient exploration, posterior sampling for reinforcement learning…

Machine Learning · Statistics 2013-12-30 Ian Osband , Daniel Russo , Benjamin Van Roy

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…

Machine Learning · Computer Science 2025-06-17 Yan Chen , Qinxun Bai , Yiteng Zhang , Shi Dong , Maria Dimakopoulou , Qi Sun , Zhengyuan Zhou

Efficient exploration in reinforcement learning is a challenging problem commonly addressed through intrinsic rewards. Recent prominent approaches are based on state novelty or variants of artificial curiosity. However, directly applying…

Machine Learning · Computer Science 2022-11-21 Aditya Ramesh , Louis Kirsch , Sjoerd van Steenkiste , Jürgen Schmidhuber