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We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang

We study model-based reinforcement learning in an unknown finite communicating Markov decision process. We propose a simple algorithm that leverages a variance based confidence interval. We show that the proposed algorithm, UCRL-V, achieves…

Machine Learning · Computer Science 2019-12-12 Aristide Tossou , Debabrota Basu , Christos Dimitrakakis

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

The performance of many algorithms in the fields of hard combinatorial problem solving, machine learning or AI in general depends on tuned hyperparameter configurations. Automated methods have been proposed to alleviate users from the…

Machine Learning · Computer Science 2019-08-23 André Biedenkapp , H. Furkan Bozkurt , Frank Hutter , Marius Lindauer

To tackle long planning horizon problems in reinforcement learning with general function approximation, we propose the first algorithm, termed as UCRL-WVTR, that achieves both \emph{horizon-free} and \emph{instance-dependent}, since it…

Machine Learning · Computer Science 2023-12-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…

Machine Learning · Computer Science 2021-03-19 Sebastian Curi , Ilija Bogunovic , Andreas Krause

In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Machine Learning · Computer Science 2025-10-22 Nadir Farhi

Goal-conditioned reinforcement learning (RL) concerns the problem of training an agent to maximize the probability of reaching target goal states. This paper presents an analysis of the goal-conditioned setting based on optimal control. In…

Machine Learning · Computer Science 2026-05-15 Nathan P. Lawrence , Ali Mesbah

Inverse reinforcement learning (IRL) aims to recover the reward function and the associated optimal policy that best fits observed sequences of states and actions implemented by an expert. Many algorithms for IRL have an inherently nested…

Machine Learning · Computer Science 2022-11-02 Siliang Zeng , Chenliang Li , Alfredo Garcia , Mingyi Hong

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Machine Learning · Statistics 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled…

Machine Learning · Computer Science 2024-06-05 Mirco Mutti , Aviv Tamar

Robust machine learning formulations have emerged to address the prevalent vulnerability of deep neural networks to adversarial examples. Our work draws the connection between optimal robust learning and the privacy-utility tradeoff…

Machine Learning · Computer Science 2021-05-20 Ye Wang , Shuchin Aeron , Adnan Siraj Rakin , Toshiaki Koike-Akino , Pierre Moulin

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

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

Machine Learning · Computer Science 2019-08-19 Daniel S. Brown , Scott Niekum

Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…

Interest in reinforcement learning (RL) for large-scale systems, comprising extensive populations of intelligent agents interacting with heterogeneous environments, has surged significantly across diverse scientific domains in recent years.…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Wei Zhang , Jr-Shin Li

The offline reinforcement learning (RL) problem is often motivated by the need to learn data-driven decision policies in financial, legal and healthcare applications. However, the learned policy could retain sensitive information of…

Machine Learning · Computer Science 2023-01-04 Dan Qiao , Yu-Xiang Wang

Learning high-performance control policies that remain consistent with expert behavior is a fundamental challenge in robotics. Reinforcement learning can discover high-performing strategies but often departs from desirable human behavior,…

Robotics · Computer Science 2026-04-06 Siwei Ju , Jan Tauberschmidt , Oleg Arenz , Peter van Vliet , Jan Peters

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo