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Related papers: Towards Instance-Optimal Offline Reinforcement Lea…

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This paper investigates a hybrid learning framework for reinforcement learning (RL) in which the agent can leverage both an offline dataset and online interactions to learn the optimal policy. We present a unified algorithm and analysis and…

Machine Learning · Computer Science 2025-07-01 Ruiquan Huang , Donghao Li , Chengshuai Shi , Cong Shen , Jing Yang

We seek to understand what facilitates sample-efficient learning from historical datasets for sequential decision-making, a problem that is popularly known as offline reinforcement learning (RL). Further, we are interested in algorithms…

Machine Learning · Computer Science 2024-02-07 Thanh Nguyen-Tang , Raman Arora

We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions. We start by establishing a lower bound…

Machine Learning · Computer Science 2022-05-27 Liyu Chen , Haipeng Luo

We study the reinforcement learning problem for discounted Markov Decision Processes (MDPs) under the tabular setting. We propose a model-based algorithm named UCBVI-$\gamma$, which is based on the \emph{optimism in the face of uncertainty…

Machine Learning · Computer Science 2022-01-04 Jiafan He , Dongruo Zhou , Quanquan Gu

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

Offline reinforcement learning (RL) represents a significant shift in RL research, allowing agents to learn from pre-collected datasets without further interaction with the environment. A key, yet underexplored, challenge in offline RL is…

Machine Learning · Computer Science 2025-02-27 Yiqin Yang , Quanwei Wang , Chenghao Li , Hao Hu , Chengjie Wu , Yuhua Jiang , Dianyu Zhong , Ziyou Zhang , Qianchuan Zhao , Chongjie Zhang , Xu Bo

This work studies offline Reinforcement Learning (RL) in a class of non-Markovian environments called Regular Decision Processes (RDPs). In RDPs, the unknown dependency of future observations and rewards from the past interactions can be…

Machine Learning · Computer Science 2024-09-05 Ahana Deb , Roberto Cipollone , Anders Jonsson , Alessandro Ronca , Mohammad Sadegh Talebi

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

We consider the adversarial online multi-task reinforcement learning setting, where in each of $K$ episodes the learner is given an unknown task taken from a finite set of $M$ unknown finite-horizon MDP models. The learner's objective is to…

Machine Learning · Computer Science 2023-01-12 Quan Nguyen , Nishant A. Mehta

Optimistic algorithms have been extensively studied for regret minimization in episodic tabular MDPs, both from a minimax and an instance-dependent view. However, for the PAC RL problem, where the goal is to identify a near-optimal policy…

Machine Learning · Computer Science 2022-07-14 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

We investigate the fundamental problem of leveraging offline data to accelerate online reinforcement learning - a direction with strong potential but limited theoretical grounding. Our study centers on how to learn and apply value envelopes…

Machine Learning · Statistics 2025-10-23 Sebastian Reboul , Hélène Halconruy , Randal Douc

A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…

Machine Learning · Computer Science 2022-10-20 Chengqian Gao , Ke Xu , Liu Liu , Deheng Ye , Peilin Zhao , Zhiqiang Xu

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Machine Learning · Computer Science 2023-10-31 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…

Machine Learning · Computer Science 2023-11-21 Yulai Zhao , Wenhao Zhan , Xiaoyan Hu , Ho-fung Leung , Farzan Farnia , Wen Sun , Jason D. Lee

We study online learning in episodic finite-horizon Markov decision processes (MDPs) with convex objective functions, known as the concave utility reinforcement learning (CURL) problem. This setting generalizes RL from linear to convex…

Machine Learning · Computer Science 2025-05-13 Bianca Marin Moreno , Khaled Eldowa , Pierre Gaillard , Margaux Brégère , Nadia Oudjane

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

Offline reinforcement learning (RL) aims to learn an optimal policy from pre-collected data. However, it faces challenges of distributional shift, where the learned policy may encounter unseen scenarios not covered in the offline data.…

Machine Learning · Computer Science 2025-05-27 Jin Zhu , Xin Zhou , Jiaang Yao , Gholamali Aminian , Omar Rivasplata , Simon Little , Lexin Li , Chengchun Shi

We study the problem of offline learning in automated decision systems under the contextual bandits model. We are given logged historical data consisting of contexts, (randomized) actions, and (nonnegative) rewards. A common goal is to…

Machine Learning · Computer Science 2019-01-16 Yifei Ma , Yu-Xiang Wang , Balakrishnan , Narayanaswamy

Offline reinforcement learning (RL) learns effective policies from pre-collected datasets, offering a practical solution for applications where online interactions are risky or costly. Model-based approaches are particularly advantageous…

Machine Learning · Computer Science 2026-05-14 Xuyang Chen , Keyu Yan , Guojian Wang , Lin Zhao

Offline reinforcement learning (RL) leverages previously collected data for policy optimization without any further active exploration. Despite the recent interest in this problem, its theoretical results in neural network function…

Machine Learning · Statistics 2022-12-15 Thanh Nguyen-Tang , Sunil Gupta , Hung Tran-The , Svetha Venkatesh