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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,…

Machine Learning · Computer Science 2019-07-11 Xu Zhu

Meta-reinforcement learning (RL) methods can meta-train policies that adapt to new tasks with orders of magnitude less data than standard RL, but meta-training itself is costly and time-consuming. If we can meta-train on offline data, then…

Machine Learning · Computer Science 2022-07-08 Vitchyr H. Pong , Ashvin Nair , Laura Smith , Catherine Huang , Sergey Levine

We consider the adversarial online multi-task reinforcement learning setting, where in each of $K$ episodes the learner is given an unknown task taken from a finite set of $M$ unknown finite-horizon MDP models. The learner's objective is to…

Machine Learning · Computer Science 2023-01-12 Quan Nguyen , Nishant A. Mehta

MDPs with low-rank transitions -- that is, the transition matrix can be factored into the product of two matrices, left and right -- is a highly representative structure that enables tractable learning. The left matrix enables expressive…

Machine Learning · Computer Science 2023-02-07 Audrey Huang , Jinglin Chen , Nan Jiang

Online reinforcement learning (RL) has been widely applied in information processing scenarios, which usually exhibit much uncertainty due to the intrinsic randomness of channels and service demands. In this paper, we consider an…

Machine Learning · Computer Science 2021-06-17 Rongpeng Li

Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness,…

Machine Learning · Computer Science 2025-08-12 Zihan Zhang , Wenhao Zhan , Yuxin Chen , Simon S. Du , Jason D. Lee

This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when…

Machine Learning · Computer Science 2020-06-02 Alex Ayoub , Zeyu Jia , Csaba Szepesvari , Mengdi Wang , Lin F. Yang

We study offline reinforcement learning under $Q^\star$-approximation and partial coverage, a setting that motivates practical algorithms such as Conservative $Q$-Learning (CQL; Kumar et al., 2020) but has received limited theoretical…

Machine Learning · Computer Science 2026-02-13 Haolin Liu , Braham Snyder , Chen-Yu Wei

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

The recent offline reinforcement learning (RL) studies have achieved much progress to make RL usable in real-world systems by learning policies from pre-collected datasets without environment interaction. Unfortunately, existing offline RL…

Artificial Intelligence · Computer Science 2022-04-22 Xianyuan Zhan , Xiangyu Zhu , Haoran Xu

The current paper studies sample-efficient Reinforcement Learning (RL) in settings where only the optimal value function is assumed to be linearly-realizable. It has recently been understood that, even under this seemingly strong assumption…

Machine Learning · Computer Science 2022-07-19 Philip Amortila , Nan Jiang , Dhruv Madeka , Dean P. Foster

We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

Machine Learning · Computer Science 2020-01-03 Ching-An Cheng , Remi Tachet des Combes , Byron Boots , Geoff Gordon

The success of deep reinforcement learning (DRL) lies in its ability to learn a representation that is well-suited for the exploration and exploitation task. To understand how the choice of representation can improve the efficiency of…

Machine Learning · Computer Science 2024-02-15 Weitong Zhang , Jiafan He , Dongruo Zhou , Amy Zhang , Quanquan Gu

Meta-reinforcement learning (meta-RL) is a promising framework for tackling challenging domains requiring efficient exploration. Existing meta-RL algorithms are characterized by low sample efficiency, and mostly focus on low-dimensional…

Machine Learning · Computer Science 2024-03-18 Zohar Rimon , Tom Jurgenson , Orr Krupnik , Gilad Adler , Aviv Tamar

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

This work considers the sample and computational complexity of obtaining an $\epsilon$-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the…

Machine Learning · Computer Science 2020-04-07 Alekh Agarwal , Sham Kakade , Lin F. Yang

Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper…

Machine Learning · Computer Science 2021-02-16 Yuping Luo , Huazhe Xu , Yuanzhi Li , Yuandong Tian , Trevor Darrell , Tengyu Ma

This paper studies reward-agnostic exploration in reinforcement learning (RL) -- a scenario where the learner is unware of the reward functions during the exploration stage -- and designs an algorithm that improves over the state of the…

Machine Learning · Computer Science 2024-05-24 Gen Li , Yuling Yan , Yuxin Chen , Jianqing Fan

We investigate robustness to strong data corruption in offline sparse reinforcement learning (RL). In our setting, an adversary may arbitrarily perturb a fraction of the collected trajectories from a high-dimensional but sparse Markov…

Machine Learning · Statistics 2026-05-13 Nam Phuong Tran , Andi Nika , Goran Radanovic , Long Tran-Thanh , Debmalya Mandal

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang