Related papers: Uniform-PAC Bounds for Reinforcement Learning with…
We study reinforcement learning (RL) with linear function approximation where the underlying transition probability kernel of the Markov decision process (MDP) is a linear mixture model (Jia et al., 2020; Ayoub et al., 2020; Zhou et al.,…
We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…
We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…
The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…
We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…
A medical policy aims to support decision-making by mapping patient characteristics to individualized treatment recommendations. Standard approaches typically optimize a single outcome criterion. For example, recommending treatment…
We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…
In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately,…
We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…
We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…
In some reinforcement learning problems an agent may be provided with a set of input policies, perhaps learned from prior experience or provided by advisors. We present a reinforcement learning with policy advice (RLPA) algorithm which…
We propose a novel constrained reinforcement learning method for finding optimal policies in Markov Decision Processes while satisfying temporal logic constraints with a desired probability throughout the learning process. An…
We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…
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…
We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…
As a variant of the Area Under the ROC Curve (AUC), the partial AUC (PAUC) focuses on a specific range of false positive rate (FPR) and/or true positive rate (TPR) in the ROC curve. It is a pivotal evaluation metric in real-world scenarios…
In this paper, we develop a method for learning a control policy guaranteed to satisfy an affine state constraint of high relative degree in closed loop with a black-box system. Previous reinforcement learning (RL) approaches to satisfy…
State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…
Despite the numerous advances, reinforcement learning remains away from widespread acceptance for autonomous controller design as compared to classical methods due to lack of ability to effectively tackle the reality gap. The reliance on…
Function approximation has been an indispensable component in modern reinforcement learning algorithms designed to tackle problems with large state spaces in high dimensions. This paper reviews recent results on error analysis for these…