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We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all…

Machine Learning · Computer Science 2026-05-08 Harin Lee , Min-hwan Oh

The objective of a reinforcement learning agent is to behave so as to maximise the sum of a suitable scalar function of state: the reward. These rewards are typically given and immutable. In this paper, we instead consider the proposition…

Artificial Intelligence · Computer Science 2020-08-25 Zeyu Zheng , Junhyuk Oh , Matteo Hessel , Zhongwen Xu , Manuel Kroiss , Hado van Hasselt , David Silver , Satinder Singh

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

We study tabular reinforcement learning problems with multiple steps of lookahead information. Before acting, the learner observes $\ell$ steps of future transition and reward realizations: the exact state the agent would reach and the…

Machine Learning · Computer Science 2026-01-16 Nadav Merlis

The quintessential model-based reinforcement-learning agent iteratively refines its estimates or prior beliefs about the true underlying model of the environment. Recent empirical successes in model-based reinforcement learning with…

Machine Learning · Computer Science 2022-11-02 Dilip Arumugam , Benjamin Van Roy

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

We study online learning in unknown Markov games, a problem that arises in episodic multi-agent reinforcement learning where the actions of the opponents are unobservable. We show that in this challenging setting, achieving sublinear regret…

Machine Learning · Computer Science 2021-02-09 Yi Tian , Yuanhao Wang , Tiancheng Yu , Suvrit Sra

Multi-agent reinforcement learning (MARL) extends (single-agent) reinforcement learning (RL) by introducing additional agents and (potentially) partial observability of the environment. Consequently, algorithms for solving MARL problems…

Multiagent Systems · Computer Science 2019-09-12 Yilun Zhou , Derrik E. Asher , Nicholas R. Waytowich , Julie A. Shah

We consider algorithms for learning reward functions from human preferences over pairs of trajectory segments, as used in reinforcement learning from human feedback (RLHF). Most recent work assumes that human preferences are generated based…

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…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…

Machine Learning · Computer Science 2023-10-27 Tiancheng Jin , Junyan Liu , Chloé Rouyer , William Chang , Chen-Yu Wei , Haipeng Luo

We derive sublinear regret bounds for undiscounted reinforcement learning in continuous state space. The proposed algorithm combines state aggregation with the use of upper confidence bounds for implementing optimism in the face of…

Machine Learning · Computer Science 2013-02-12 Ronald Ortner , Daniil Ryabko

Reinforcement learning in complex environments may require supervision to prevent the agent from attempting dangerous actions. As a result of supervisor intervention, the executed action may differ from the action specified by the policy.…

Artificial Intelligence · Computer Science 2021-07-01 Eric D. Langlois , Tom Everitt

Realtime environments change even as agents perform action inference and learning, thus requiring high interaction frequencies to effectively minimize regret. However, recent advances in machine learning involve larger neural networks with…

Machine Learning · Computer Science 2024-12-20 Matthew Riemer , Gopeshh Subbaraj , Glen Berseth , Irina Rish

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

We study episodic reinforcement learning with fixed reward and transition functions, but with episode-dependent admissible action sets that are observed at the start of each episode. Performance is measured by cumulative regret against the…

Machine Learning · Computer Science 2026-05-18 Zijun Chen , Zihan Zhang

We study an asynchronous online learning setting with a network of agents. At each time step, some of the agents are activated, requested to make a prediction, and pay the corresponding loss. The loss function is then revealed to these…

Machine Learning · Computer Science 2020-01-16 Nicolò Cesa-Bianchi , Tommaso R. Cesari , Claire Monteleoni

We study learning in a dynamically evolving environment modeled as a Markov game between a learner and a strategic opponent that can adapt to the learner's strategies. While most existing works in Markov games focus on external regret as…

Machine Learning · Computer Science 2024-12-11 Thanh Nguyen-Tang , Raman Arora

In real world settings, numerous constraints are present which are hard to specify mathematically. However, for the real world deployment of reinforcement learning (RL), it is critical that RL agents are aware of these constraints, so that…

Machine Learning · Computer Science 2021-05-24 Usman Anwar , Shehryar Malik , Alireza Aghasi , Ali Ahmed

The standard assumption in reinforcement learning (RL) is that agents observe feedback for their actions immediately. However, in practice feedback is often observed in delay. This paper studies online learning in episodic Markov decision…

Machine Learning · Computer Science 2023-01-24 Tiancheng Jin , Tal Lancewicki , Haipeng Luo , Yishay Mansour , Aviv Rosenberg