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We consider the regret minimization problem in reinforcement learning (RL) in the episodic setting. In many real-world RL environments, the state and action spaces are continuous or very large. Existing approaches establish regret…

Machine Learning · Computer Science 2022-06-29 Sayak Ray Chowdhury , Rafael Oliveira

A fundamental challenge in Bayesian inference is efficient representation of a target distribution. Many non-parametric approaches do so by sampling a large number of points using variants of Markov Chain Monte Carlo (MCMC). We propose an…

Machine Learning · Computer Science 2022-04-25 Cole Hawkins , Alec Koppel , Zheng Zhang

Constrained Markov decision processes (CMDPs) model scenarios of sequential decision making with multiple objectives that are increasingly important in many applications. However, the model is often unknown and must be learned online while…

Machine Learning · Computer Science 2023-01-30 Krishna C Kalagarla , Rahul Jain , Pierluigi Nuzzo

Model-based Reinforcement Learning (MBRL) allows data-efficient learning which is required in real world applications such as robotics. However, despite the impressive data-efficiency, MBRL does not achieve the final performance of…

Machine Learning · Computer Science 2019-08-19 Zhang-Wei Hong , Joni Pajarinen , Jan Peters

Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of…

Machine Learning · Statistics 2016-06-03 Seth Flaxman , Dino Sejdinovic , John P. Cunningham , Sarah Filippi

Model-based reinforcement learning (MBRL) is a promising route to sample-efficient policy optimization. However, a known vulnerability of reconstruction-based MBRL consists of scenarios in which detailed aspects of the world are highly…

Machine Learning · Computer Science 2024-12-10 Miles Hutson , Isaac Kauvar , Nick Haber

We analyze the Bayesian regret of the Gaussian process posterior sampling reinforcement learning (GP-PSRL) algorithm. Posterior sampling is an effective heuristic for decision-making under uncertainty that has been used to develop…

Machine Learning · Statistics 2026-03-10 Hamish Flynn , Joe Watson , Ingmar Posner , Jan Peters

Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient exploration, posterior sampling for reinforcement learning…

Machine Learning · Statistics 2013-12-30 Ian Osband , Daniel Russo , Benjamin Van Roy

In this work, we propose KeRNS: an algorithm for episodic reinforcement learning in non-stationary Markov Decision Processes (MDPs) whose state-action set is endowed with a metric. Using a non-parametric model of the MDP built with…

Machine Learning · Computer Science 2022-03-25 Omar Darwiche Domingues , Pierre Ménard , Matteo Pirotta , Emilie Kaufmann , Michal Valko

The intrinsic high dimension of fluid dynamics is an inherent challenge to control of aerodynamic flows, and this is further complicated by a flow's nonlinear response to strong disturbances. Deep reinforcement learning, which takes…

Fluid Dynamics · Physics 2025-07-28 Zhecheng Liu , Diederik Beckers , Jeff D. Eldredge

Symmetry is pervasive in robotics and has been widely exploited to improve sample efficiency in deep reinforcement learning (DRL). However, existing approaches primarily focus on spatial symmetries, such as reflection, rotation, and…

Robotics · Computer Science 2025-10-22 Yunpeng Jiang , Jianshu Hu , Paul Weng , Yutong Ban

Effective planning in model-based reinforcement learning (MBRL) and model-predictive control (MPC) relies on the accuracy of the learned dynamics model. In many instances of MBRL and MPC, this model is assumed to be stationary and is…

Machine Learning · Computer Science 2026-05-27 Yizhou Huang , Kevin Xie , Homanga Bharadhwaj , Florian Shkurti

Reinforcement learning (RL) is a powerful approach for robot learning. However, model-free RL (MFRL) requires a large number of environment interactions to learn successful control policies. This is due to the noisy RL training updates and…

Robotics · Computer Science 2025-02-28 Maria Krinner , Elie Aljalbout , Angel Romero , Davide Scaramuzza

Building on the framework introduced by Xu and Raginksy [1] for supervised learning problems, we study the best achievable performance for model-based Bayesian reinforcement learning problems. With this purpose, we define minimum Bayesian…

Machine Learning · Computer Science 2022-07-19 Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

Approximate Markov chain Monte Carlo (MCMC) offers the promise of more rapid sampling at the cost of more biased inference. Since standard MCMC diagnostics fail to detect these biases, researchers have developed computable Stein discrepancy…

Machine Learning · Statistics 2020-10-16 Jackson Gorham , Lester Mackey

Training neural networks with reinforcement learning (RL) typically relies on backpropagation (BP), necessitating storage of activations from the forward pass for subsequent backward updates. Furthermore, backpropagating error signals…

Machine Learning · Computer Science 2025-07-16 Daniel Tanneberg

Fine-tuning pre-trained robot policies with reinforcement learning (RL) often inherits the bottlenecks introduced by pre-training with behavioral cloning (BC), which produces narrow action distributions that lack the coverage necessary for…

Robotics · Computer Science 2026-05-13 Matthew M. Hong , Jesse Zhang , Anusha Nagabandi , Abhishek Gupta

Deep learning based image reconstruction methods outperform traditional methods. However, neural networks suffer from a performance drop when applied to images from a different distribution than the training images. For example, a model…

Image and Video Processing · Electrical Eng. & Systems 2022-06-22 Mohammad Zalbagi Darestani , Jiayu Liu , Reinhard Heckel

We study task selection to enhance sample efficiency in model-agnostic meta-reinforcement learning (MAML-RL). Traditional meta-RL typically assumes that all available tasks are equally important, which can lead to task redundancy when they…

Optimization and Control · Mathematics 2025-04-15 Donglin Zhan , Leonardo F. Toso , James Anderson

Stein variational gradient descent (SVGD) and its variants have shown promising successes in approximate inference for complex distributions. In practice, we notice that the kernel used in SVGD-based methods has a decisive effect on the…

Machine Learning · Computer Science 2022-11-29 Qingzhong Ai , Shiyu Liu , Lirong He , Zenglin Xu