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Replication of experimental results has been a challenge faced by many scientific disciplines, including the field of machine learning. Recent work on the theory of machine learning has formalized replicability as the demand that an…
In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…
We consider model selection for classic Reinforcement Learning (RL) environments -- Multi Armed Bandits (MABs) and Markov Decision Processes (MDPs) -- under general function approximations. In the model selection framework, we do not know…
We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…
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…
The fixed-horizon constrained Markov Decision Process (C-MDP) is a well-known model for planning in stochastic environments under operating constraints. Chance-Constrained MDP (CC-MDP) is a variant that allows bounding the probability of…
Many practical decision-making problems involve tasks whose success depends on the entire system history, rather than on achieving a state with desired properties. Markovian Reinforcement Learning (RL) approaches are not suitable for such…
The problem of reinforcement learning in an unknown and discrete Markov Decision Process (MDP) under the average-reward criterion is considered, when the learner interacts with the system in a single stream of observations, starting from an…
The optimal objective is a fundamental aspect of reinforcement learning (RL), as it determines how policies are evaluated and optimized. While total return maximization is the ideal objective in RL, discounted return maximization is the…
Deployment efficiency is an important criterion for many real-world applications of reinforcement learning (RL). Despite the community's increasing interest, there lacks a formal theoretical formulation for the problem. In this paper, we…
This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…
Balancing exploration and exploitation is crucial in reinforcement learning (RL). In this paper, we study model-based posterior sampling for reinforcement learning (PSRL) in continuous state-action spaces theoretically and empirically.…
Motivated by practical applications where stable long-term performance is critical-such as robotics, operations research, and healthcare-we study the problem of distributionally robust (DR) average-reward reinforcement learning. We propose…
Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…
As representation learning becomes a powerful technique to reduce sample complexity in reinforcement learning (RL) in practice, theoretical understanding of its advantage is still limited. In this paper, we theoretically characterize the…
Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However…
Recent studies have shown that episodic reinforcement learning (RL) is not more difficult than contextual bandits, even with a long planning horizon and unknown state transitions. However, these results are limited to either tabular Markov…
The field of quickest change detection (QCD) focuses on the design and analysis of online algorithms that estimate the time at which a significant event occurs. In this paper, design and analysis are cast in a Bayesian framework, where QCD…
We study upper and lower bounds on the sample-complexity of learning near-optimal behaviour in finite-state discounted Markov Decision Processes (MDPs). For the upper bound we make the assumption that each action leads to at most two…