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We study reinforcement learning problems where state observations are stochastically triggered by actions, a constraint common in many real-world applications. This framework is formulated as Action-Triggered Sporadically Traceable Markov…
Reinforcement learning algorithms are commonly analyzed (and designed) under the Markov assumption. This is unrealistic, as most environments encountered in practice are either partially observable, or require function approximation that…
This paper investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by \emph{general}, we mean that many stationary stochastic processes can be included. We show that…
In recent work it is shown that Q-learning with linear function approximation is stable, in the sense of bounded parameter estimates, under the $(\varepsilon,\kappa)$-tamed Gibbs policy; $\kappa$ is inverse temperature, and $\varepsilon>0$…
We study the problem of learning communities in the presence of modeling errors and give robust recovery algorithms for the Stochastic Block Model (SBM). This model, which is also known as the Planted Partition Model, is widely used for…
The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…
Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…
Parameter estimation in Markov random fields (MRFs) is a difficult task, in which inference over the network is run in the inner loop of a gradient descent procedure. Replacing exact inference with approximate methods such as loopy belief…
In an episodic Markov Decision Process (MDP) problem, an online algorithm chooses from a set of actions in a sequence of $H$ trials, where $H$ is the episode length, in order to maximize the total payoff of the chosen actions. Q-learning,…
Offline reinforcement learning, which seeks to utilize offline/historical data to optimize sequential decision-making strategies, has gained surging prominence in recent studies. Due to the advantage that appropriate function approximators…
This paper addresses the challenge of integrating sequentially arriving data within the quantile regression framework, where the number of features is allowed to grow with the number of observations, the horizon is unknown, and memory is…
The paper introduces the first formulation of convex Q-learning for Markov decision processes with function approximation. The algorithms and theory rest on a relaxation of a dual of Manne's celebrated linear programming characterization of…
When the data used for reinforcement learning (RL) are collected by multiple agents in a distributed manner, federated versions of RL algorithms allow collaborative learning without the need for agents to share their local data. In this…
Contrastive learning has recently achieved remarkable success in many domains including graphs. However contrastive loss, especially for graphs, requires a large number of negative samples which is unscalable and computationally prohibitive…
Motivated by decentralized approaches to machine learning, we propose a collaborative Bayesian learning algorithm taking the form of decentralized Langevin dynamics in a non-convex setting. Our analysis show that the initial KL-divergence…
In many learning tasks, certain requirements on the processing of individual data samples should arguably be formalized as strict constraints in the underlying optimization problem, rather than by means of arbitrary penalties. We show that,…
Recent advance in deep offline reinforcement learning (RL) has made it possible to train strong robotic agents from offline datasets. However, depending on the quality of the trained agents and the application being considered, it is often…
Quantum Machine Learning (QML) aims to leverage the principles of quantum mechanics to speed up the process of solving machine learning problems or improve the quality of solutions. Among these principles, entanglement with an auxiliary…
We propose a novel distributionally robust $Q$-learning algorithm for the non-tabular case accounting for continuous state spaces where the state transition of the underlying Markov decision process is subject to model uncertainty. The…
Zap Q-learning is a recent class of reinforcement learning algorithms, motivated primarily as a means to accelerate convergence. Stability theory has been absent outside of two restrictive classes: the tabular setting, and optimal stopping.…