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We consider off-policy policy evaluation with function approximation (FA) in average-reward MDPs, where the goal is to estimate both the reward rate and the differential value function. For this problem, bootstrapping is necessary and,…

Machine Learning · Computer Science 2022-10-19 Shangtong Zhang , Yi Wan , Richard S. Sutton , Shimon Whiteson

Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…

Machine Learning · Computer Science 2021-07-16 Yuda Song , Wen Sun

There has been growing progress on theoretical analyses for provably efficient learning in MDPs with linear function approximation, but much of the existing work has made strong assumptions to enable exploration by conventional exploration…

Machine Learning · Computer Science 2020-10-23 Andrea Zanette , Alessandro Lazaric , Mykel J. Kochenderfer , Emma Brunskill

We study the design of sample-efficient algorithms for reinforcement learning in the presence of rich, high-dimensional observations, formalized via the Block MDP problem. Existing algorithms suffer from either 1) computational…

Machine Learning · Computer Science 2023-04-13 Zakaria Mhammedi , Dylan J. Foster , Alexander Rakhlin

Efficient exploration is a central problem in reinforcement learning and is often formalized as maximizing the entropy of the state-action occupancy measure. While unconstrained maximum-entropy exploration is relatively well understood,…

Machine Learning · Computer Science 2026-05-01 Florian Wolf , Ilyas Fatkhullin , Niao He

Policy-based reinforcement learning methods suffer from the policy collapse problem. We find valued-based reinforcement learning methods with {\epsilon}-greedy mechanism are capable of enjoying three characteristics, Closed-form Diversity,…

Machine Learning · Computer Science 2021-06-03 Changnan Xiao , Haosen Shi , Jiajun Fan , Shihong Deng

Thompson sampling (TS) is one of the most popular exploration techniques in reinforcement learning (RL). However, most TS algorithms with theoretical guarantees are difficult to implement and not generalizable to Deep RL. While the emerging…

Machine Learning · Computer Science 2024-06-19 Haque Ishfaq , Yixin Tan , Yu Yang , Qingfeng Lan , Jianfeng Lu , A. Rupam Mahmood , Doina Precup , Pan Xu

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

Machine Learning · Computer Science 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu

We study the use of randomized value functions to guide deep exploration in reinforcement learning. This offers an elegant means for synthesizing statistically and computationally efficient exploration with common practical approaches to…

Machine Learning · Statistics 2019-09-25 Ian Osband , Benjamin Van Roy , Daniel Russo , Zheng Wen

We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…

Machine Learning · Computer Science 2024-05-24 Gergely Neu , Nneka Okolo

In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…

Artificial Intelligence · Computer Science 2018-06-26 Daniel S. Brown , Scott Niekum

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

Equipping artificial agents with useful exploration mechanisms remains a challenge to this day. Humans, on the other hand, seem to manage the trade-off between exploration and exploitation effortlessly. In the present article, we put…

Machine Learning · Computer Science 2022-11-15 Marcel Binz , Eric Schulz

A fundamental question in reinforcement learning is whether model-free algorithms are sample efficient. Recently, Jin et al. \cite{jin2018q} proposed a Q-learning algorithm with UCB exploration policy, and proved it has nearly optimal…

Machine Learning · Computer Science 2019-09-30 Kefan Dong , Yuanhao Wang , Xiaoyu Chen , Liwei Wang

The exploration \& exploitation dilemma poses significant challenges in reinforcement learning (RL). Recently, curiosity-based exploration methods achieved great success in tackling hard-exploration problems. However, they necessitate…

Machine Learning · Computer Science 2024-12-06 Yiran Wang , Chenshu Liu , Yunfan Li , Sanae Amani , Bolei Zhou , Lin F. Yang

Although parallelism has been extensively used in reinforcement learning (RL), the quantitative effects of parallel exploration are not well understood theoretically. We study the benefits of simple parallel exploration for reward-free RL…

Machine Learning · Computer Science 2023-03-03 Pedro Cisneros-Velarde , Boxiang Lyu , Sanmi Koyejo , Mladen Kolar

Recent advances have significantly improved our understanding of the sample complexity of learning in average-reward Markov decision processes (AMDPs) under the generative model. However, much less is known about the constrained…

Machine Learning · Computer Science 2025-09-23 Yukuan Wei , Xudong Li , Lin F. Yang

Exploration in reinforcement learning (RL) remains an open challenge. RL algorithms rely on observing rewards to train the agent, and if informative rewards are sparse the agent learns slowly or may not learn at all. To improve exploration…

Machine Learning · Computer Science 2024-11-12 Simone Parisi , Alireza Kazemipour , Michael Bowling

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

Machine Learning · Computer Science 2024-05-07 Mengfan Xu , Diego Klabjan
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