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We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

Machine Learning · Computer Science 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

The problem of constrained Markov decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its utilities/costs. A new primal-dual approach is…

Optimization and Control · Mathematics 2021-10-22 Tianjiao Li , Ziwei Guan , Shaofeng Zou , Tengyu Xu , Yingbin Liang , Guanghui Lan

We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2024-05-30 Danil Provodin , Maurits Kaptein , Mykola Pechenizkiy

We study online learning in constrained Markov decision processes (CMDPs) in which rewards and constraints may be either stochastic or adversarial. In such settings, Stradi et al.(2024) proposed the first best-of-both-worlds algorithm able…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and…

Machine Learning · Computer Science 2015-10-16 Yao Ma , Hao Zhang , Masashi Sugiyama

The abundance of information in web applications make recommendation essential for users as well as applications. Despite the effectiveness of existing recommender systems, we find two major limitations that reduce their overall…

Information Retrieval · Computer Science 2020-09-01 Dilruk Perera , Roger Zimmermann

Manual spatio-temporal annotation of human action in videos is laborious, requires several annotators and contains human biases. In this paper, we present a weakly supervised approach to automatically obtain spatio-temporal annotations of…

Computer Vision and Pattern Recognition · Computer Science 2016-05-27 Waqas Sultani , Mubarak Shah

Many real-world problems come with action spaces represented as feature vectors. Although high-dimensional control is a largely unsolved problem, there has recently been progress for modest dimensionalities. Here we report on a successful…

Artificial Intelligence · Computer Science 2015-12-17 Peter Sunehag , Richard Evans , Gabriel Dulac-Arnold , Yori Zwols , Daniel Visentin , Ben Coppin

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

Sequential decision making, commonly formalized as optimization of a Markov Decision Process, is a key challenge in artificial intelligence. Two successful approaches to MDP optimization are reinforcement learning and planning, which both…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

We consider a multi-user video streaming service optimization problem over a time-varying and mutually interfering multi-cell wireless network. The key research challenge is to appropriately adapt each user's video streaming rate according…

Multimedia · Computer Science 2019-02-05 Kexin Tang , Nuowen Kan , Junni Zou , Xiao Fu , Mingyi Hong , Hongkai Xiong

Reinforcement learning (RL) has been widely applied in recommendation systems due to its potential in optimizing the long-term engagement of users. From the perspective of RL, recommendation can be formulated as a Markov decision process…

Information Retrieval · Computer Science 2023-10-26 Chengpeng Li , Zhengyi Yang , Jizhi Zhang , Jiancan Wu , Dingxian Wang , Xiangnan He , Xiang Wang

This study addresses the challenges of dynamics and complexity in intelligent human-computer interaction and proposes a reinforcement learning-based optimization framework to improve long-term returns and overall experience. Human-computer…

Human-Computer Interaction · Computer Science 2025-11-03 Rui Liu , Yifan Zhuang , Runsheng Zhang

Consider the following problem faced by an online voting platform: A user is provided with a list of alternatives, and is asked to rank them in order of preference using only drag-and-drop operations. The platform's goal is to recommend an…

Human-Computer Interaction · Computer Science 2019-05-30 Haoming Li , Sujoy Sikdar , Rohit Vaish , Junming Wang , Lirong Xia , Chaonan Ye

We consider the dynamic multichannel access problem, which can be formulated as a partially observable Markov decision process (POMDP). We first propose a model-free actor-critic deep reinforcement learning based framework to explore the…

Information Theory · Computer Science 2018-10-10 Chen Zhong , Ziyang Lu , M. Cenk Gursoy , Senem Velipasalar

In session-based or sequential recommendation, it is important to consider a number of factors like long-term user engagement, multiple types of user-item interactions such as clicks, purchases etc. The current state-of-the-art supervised…

Machine Learning · Computer Science 2020-06-12 Xin Xin , Alexandros Karatzoglou , Ioannis Arapakis , Joemon M. Jose

We propose a reinforcement learning approach for real-time exposure control of a mobile camera that is personalizable. Our approach is based on Markov Decision Process (MDP). In the camera viewfinder or live preview mode, given the current…

Computer Vision and Pattern Recognition · Computer Science 2018-08-07 Huan Yang , Baoyuan Wang , Noranart Vesdapunt , Minyi Guo , Sing Bing Kang

In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…

Optimization and Control · Mathematics 2024-02-16 Jannes Quer , Enric Ribera Borrell

We study session-based recommendation scenarios where we want to recommend items to users during sequential interactions to improve their long-term utility. Optimizing a long-term metric is challenging because the learning signal (whether…

Machine Learning · Computer Science 2021-09-16 Bogdan Mazoure , Paul Mineiro , Pavithra Srinath , Reza Sharifi Sedeh , Doina Precup , Adith Swaminathan