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Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

Machine Learning · Computer Science 2025-03-13 Tejaram Sangadi , L. A. Prashanth , Krishna Jagannathan

The proximal policy optimization (PPO) algorithm stands as one of the most prosperous methods in the field of reinforcement learning (RL). Despite its success, the theoretical understanding of PPO remains deficient. Specifically, it is…

Machine Learning · Computer Science 2023-06-09 Han Zhong , Tong Zhang

We study the problem of deployment efficient reinforcement learning (RL) with linear function approximation under the \emph{reward-free} exploration setting. This is a well-motivated problem because deploying new policies is costly in…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

We consider offline reinforcement learning (RL) in $H$-horizon Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where the action-value function of every policy is linear with respect to a given…

Machine Learning · Computer Science 2024-05-28 Volodymyr Tkachuk , Gellért Weisz , Csaba Szepesvári

Markov Decision Processes (MDPs) are the most common model for decision making under uncertainty in the Machine Learning community. An MDP captures non-determinism, probabilistic uncertainty, and an explicit model of action. A Reinforcement…

Artificial Intelligence · Computer Science 2025-06-10 Alena Makarova , Houssam Abbas

We consider problems in sequential decision making with natural multi-level structure, where sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure has remained a…

Machine Learning · Computer Science 2026-03-11 Sichen Yang , Mauro Maggioni

In this work, we evaluate the effectiveness of representation learning approaches for decision making in visually complex environments. Representation learning is essential for effective reinforcement learning (RL) from high-dimensional…

Machine Learning · Computer Science 2022-04-26 Jun Yamada , Karl Pertsch , Anisha Gunjal , Joseph J. Lim

In this study, we derive Probably Approximately Correct (PAC) bounds on the asymptotic sample-complexity for RL within the infinite-horizon Markov Decision Process (MDP) setting that are sharper than those in existing literature. The…

Machine Learning · Computer Science 2025-07-17 Mohit Prashant , Arvind Easwaran

The article proposes and theoretically analyses a \emph{computationally efficient} multi-task learning (MTL) extension of popular principal component analysis (PCA)-based supervised learning schemes…

Machine Learning · Statistics 2021-11-02 Malik Tiomoko , Romain Couillet , Frédéric Pascal

This work studies the question of Representation Learning in RL: how can we learn a compact low-dimensional representation such that on top of the representation we can perform RL procedures such as exploration and exploitation, in a sample…

Machine Learning · Computer Science 2022-01-07 Masatoshi Uehara , Xuezhou Zhang , Wen Sun

Network Markov Decision Processes (MDPs), a popular model for multi-agent control, pose a significant challenge to efficient learning due to the exponential growth of the global state-action space with the number of agents. In this work,…

Multiagent Systems · Computer Science 2024-11-19 Zhaolin Ren , Runyu Zhang , Bo Dai , Na Li

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

This paper proposes an intent-aware multi-agent planning framework as well as a learning algorithm. Under this framework, an agent plans in the goal space to maximize the expected utility. The planning process takes the belief of other…

Artificial Intelligence · Computer Science 2018-03-07 Siyuan Qi , Song-Chun Zhu

Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…

Machine Learning · Computer Science 2019-03-21 Kate Rakelly , Aurick Zhou , Deirdre Quillen , Chelsea Finn , Sergey Levine

Despite the recent success of representation learning in sequential decision making, the study of the pure exploration scenario (i.e., identify the best option and minimize the sample complexity) is still limited. In this paper, we study…

Machine Learning · Computer Science 2023-05-31 Yihan Du , Longbo Huang , Wen Sun

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

Recent papers on the theory of representation learning has shown the importance of a quantity called diversity when generalizing from a set of source tasks to a target task. Most of these papers assume that the function mapping shared…

Machine Learning · Statistics 2021-06-01 Ziping Xu , Ambuj Tewari

In lifelong learning, a learner faces a sequence of tasks with shared structure and aims to identify and leverage it to accelerate learning. We study the setting where such structure is captured by a common representation of data. Unlike…

Machine Learning · Computer Science 2025-11-04 Zhi Wang , Chicheng Zhang , Ramya Korlakai Vinayak

We are interested in how to design reinforcement learning agents that provably reduce the sample complexity for learning new tasks by transferring knowledge from previously-solved ones. The availability of solutions to related problems…

Machine Learning · Computer Science 2020-07-03 Andrea Tirinzoni , Riccardo Poiani , Marcello Restelli

One major limitation to the applicability of Reinforcement Learning (RL) to many practical domains is the large number of samples required to learn an optimal policy. To address this problem and improve learning efficiency, we consider a…

Machine Learning · Computer Science 2023-08-07 Roberto Cipollone , Giuseppe De Giacomo , Marco Favorito , Luca Iocchi , Fabio Patrizi