Related papers: Transfer Q-learning
This paper addresses the challenges of low scheduling efficiency, unbalanced resource allocation, and poor adaptability in ETL (Extract-Transform-Load) processes under heterogeneous data environments by proposing an intelligent scheduling…
We study the problem of representation transfer in offline Reinforcement Learning (RL), where a learner has access to episodic data from a number of source tasks collected a priori, and aims to learn a shared representation to be used in…
Risk-averse total-reward Markov Decision Processes (MDPs) offer a promising framework for modeling and solving undiscounted infinite-horizon objectives. Existing model-based algorithms for risk measures like the entropic risk measure (ERM)…
This work provides a novel interpretation of Markov Decision Processes (MDP) from the online optimization viewpoint. In such an online optimization context, the policy of the MDP is viewed as the decision variable while the corresponding…
We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…
Many real-world machine learning applications involve several learning tasks which are inter-related. For example, in healthcare domain, we need to learn a predictive model of a certain disease for many hospitals. The models for each…
Q-learning is a popular reinforcement learning algorithm. This algorithm has however been studied and analysed mainly in the infinite horizon setting. There are several important applications which can be modeled in the framework of finite…
We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…
Tensor network (TN) techniques - often used in the context of quantum many-body physics - have shown promise as a tool for tackling machine learning (ML) problems. The application of TNs to ML, however, has mostly focused on supervised and…
Online reinforcement learning in non-episodic, finite-horizon MDPs remains underexplored and is challenged by the need to estimate returns to a fixed terminal time. Existing infinite-horizon methods, which often rely on discounted…
Deep reinforcement learning (RL) algorithms have achieved great success on a wide variety of sequential decision-making tasks. However, many of these algorithms suffer from high sample complexity when learning from scratch using…
We study contextual dynamic pricing when a target market can leverage K auxiliary markets -- offline logs or concurrent streams -- whose mean utilities differ by a structured preference shift. We propose Cross-Market Transfer Dynamic…
We study the Non-Stationary Reinforcement Learning (RL) under distribution shifts in both finite-horizon episodic and infinite-horizon discounted Markov Decision Processes (MDPs). In the finite-horizon case, the transition functions may…
Q-learning is a popular Reinforcement Learning (RL) algorithm which is widely used in practice with function approximation (Mnih et al., 2015). In contrast, existing theoretical results are pessimistic about Q-learning. For example, (Baird,…
Transfer reinforcement learning aims to improve the sample efficiency of solving unseen new tasks by leveraging experiences obtained from previous tasks. We consider the setting where all tasks (MDPs) share the same environment dynamic…
In this paper, we study the Tiered Reinforcement Learning setting, a parallel transfer learning framework, where the goal is to transfer knowledge from the low-tier (source) task to the high-tier (target) task to reduce the exploration risk…
This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…
Transferring high-level knowledge from a source task to a target task is an effective way to expedite reinforcement learning (RL). For example, propositional logic and first-order logic have been used as representations of such knowledge.…
Distance metric learning (DML) plays a crucial role in diverse machine learning algorithms and applications. When the labeled information in target domain is limited, transfer metric learning (TML) helps to learn the metric by leveraging…
The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…