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Related papers: Reinforcement Learning in Reward-Mixing MDPs

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Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

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…

Machine Learning · Computer Science 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as…

Machine Learning · Computer Science 2019-01-29 Elad Hazan , Sham M. Kakade , Karan Singh , Abby Van Soest

In model-based reinforcement learning it is typical to decouple the problems of learning the dynamics model and learning the reward function. However, when the dynamics model is flawed, it may generate erroneous states that would never…

Machine Learning · Computer Science 2018-06-12 Erik Talvitie

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

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

This paper proposes an observer-based framework for solving Partially Observable Markov Decision Processes (POMDPs) when an accurate model is not available. We first propose to use a Moving Horizon Estimation-Model Predictive Control…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Hossein Nejatbakhsh Esfahani , Arash Bahari Kordabad , Sebastien Gros

We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chain, and the {\em empirical} state-action-next-state…

Optimization and Control · Mathematics 2025-03-18 Mengmeng Li , Daniel Kuhn , Tobias Sutter

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 present an efficient algorithm for model-free episodic reinforcement learning on large (potentially continuous) state-action spaces. Our algorithm is based on a novel $Q$-learning policy with adaptive data-driven discretization. The…

Machine Learning · Computer Science 2019-12-20 Sean R. Sinclair , Siddhartha Banerjee , Christina Lee Yu

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

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…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Partial observability is a notorious challenge in reinforcement learning (RL), due to the need to learn complex, history-dependent policies. Recent empirical successes have used privileged expert distillation--which leverages availability…

Machine Learning · Computer Science 2025-10-06 Yuda Song , Dhruv Rohatgi , Aarti Singh , J. Andrew Bagnell

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

The aim of this paper is to study the reward based policy exploration problem in a supervised learning approach and enable robots to form complex movement trajectories in challenging reward settings and search spaces. For this, the…

Robotics · Computer Science 2020-11-10 M. Tuluhan Akbulut , Utku Bozdogan , Ahmet Tekden , Emre Ugur

Imitation learning is an effective alternative approach to learn a policy when the reward function is sparse. In this paper, we consider a challenging setting where an agent and an expert use different actions from each other. We assume…

Machine Learning · Computer Science 2019-08-27 Konrad Zolna , Negar Rostamzadeh , Yoshua Bengio , Sungjin Ahn , Pedro O. Pinheiro

Real-world applications of reinforcement learning often involve environments where agents operate on complex, high-dimensional observations, but the underlying (''latent'') dynamics are comparatively simple. However, outside of restrictive…

Machine Learning · Computer Science 2024-10-24 Philip Amortila , Dylan J. Foster , Nan Jiang , Akshay Krishnamurthy , Zakaria Mhammedi

Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…

Machine Learning · Computer Science 2021-03-11 Xiaoyu Chen , Jiachen Hu , Lihong Li , Liwei Wang

In the predict-then-optimize framework, the objective is to train a predictive model, mapping from environment features to parameters of an optimization problem, which maximizes decision quality when the optimization is subsequently solved.…

Machine Learning · Computer Science 2022-07-19 Kai Wang , Sanket Shah , Haipeng Chen , Andrew Perrault , Finale Doshi-Velez , Milind Tambe
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