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We prove new upper and lower bounds for sample complexity of finding an $\epsilon$-optimal policy of an infinite-horizon average-reward Markov decision process (MDP) given access to a generative model. When the mixing time of the…
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…
The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…
Meta-reinforcement learning (Meta-RL) has attracted attention due to its capability to enhance reinforcement learning (RL) algorithms, in terms of data efficiency and generalizability. In this paper, we develop a bilevel optimization…
We study the sample complexity of learning an $\varepsilon$-optimal policy in an average-reward Markov decision process (MDP) under a generative model. We establish the complexity bound $\widetilde{O}\left(SA\frac{H}{\varepsilon^2}…
In many applications of Reinforcement Learning (RL), it is critically important that the algorithm performs safely, such that instantaneous hard constraints are satisfied at each step, and unsafe states and actions are avoided. However,…
Reinforcement Learning (RL) has been able to solve hard problems such as playing Atari games or solving the game of Go, with a unified approach. Yet modern deep RL approaches are still not widely used in real-world applications. One reason…
We address the issue of safety in reinforcement learning. We pose the problem in an episodic framework of a constrained Markov decision process. Existing results have shown that it is possible to achieve a reward regret of…
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…
Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…
Reinforcement learning usually uses the feedback rewards of environmental to train agents. But the rewards in the actual environment are sparse, and even some environments will not rewards. Most of the current methods are difficult to get…
In many real-world applications of reinforcement learning (RL), performing actions requires consuming certain types of resources that are non-replenishable in each episode. Typical applications include robotic control with limited energy…
We develop a probabilistic framework for analysing model-based reinforcement learning in the episodic setting. We then apply it to study finite-time horizon stochastic control problems with linear dynamics but unknown coefficients and…
We introduce the "inverse bandit" problem of estimating the rewards of a multi-armed bandit instance from observing the learning process of a low-regret demonstrator. Existing approaches to the related problem of inverse reinforcement…
Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper…
Unsupervised reinforcement learning (RL) studies how to leverage environment statistics to learn useful behaviors without the cost of reward engineering. However, a central challenge in unsupervised RL is to extract behaviors that…
During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…
We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…
This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…
We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…