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The classical theory of reinforcement learning (RL) has focused on tabular and linear representations of value functions. Further progress hinges on combining RL with modern function approximators such as kernel functions and deep neural…

Machine Learning · Computer Science 2021-01-01 Zhuoran Yang , Chi Jin , Zhaoran Wang , Mengdi Wang , Michael I. Jordan

In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…

Machine Learning · Computer Science 2011-09-13 P. Geibel , F. Wysotzki

Contextual Markov decision processes (CMDPs) describe a class of reinforcement learning problems in which the transition kernels and reward functions can change over time with different MDPs indexed by a context variable. While CMDPs serve…

Machine Learning · Computer Science 2024-02-06 Junze Deng , Yuan Cheng , Shaofeng Zou , Yingbin Liang

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

In this work, we consider the problem of collaborative multi-user reinforcement learning. In this setting there are multiple users with the same state-action space and transition probabilities but with different rewards. Under the…

Machine Learning · Computer Science 2023-05-23 Naman Agarwal , Prateek Jain , Suhas Kowshik , Dheeraj Nagaraj , Praneeth Netrapalli

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…

Machine Learning · Computer Science 2019-12-13 Simon Ramstedt , Christopher Pal

In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…

Machine Learning · Statistics 2024-08-21 Xiaofeng Lin , Xuezhou Zhang

Reinforcement learning (RL) agents are commonly trained and evaluated in the same environment. In contrast, humans often train in a specialized environment before being evaluated, such as studying a book before taking an exam. The potential…

Machine Learning · Computer Science 2024-06-19 Jarek Liesen , Chris Lu , Andrei Lupu , Jakob N. Foerster , Henning Sprekeler , Robert T. Lange

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

Machine Learning · Computer Science 2024-03-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

This paper investigates search in model-based reinforcement learning (RL). Conventional wisdom holds that long-term predictions and compounding errors are the primary obstacles for model-based RL. We challenge this view, showing that search…

Machine Learning · Computer Science 2026-05-25 Wei-Di Chang , Mikael Henaff , Brandon Amos , Gregory Dudek , Scott Fujimoto

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

Machine Learning · Computer Science 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar

A promising way to improve the sample efficiency of reinforcement learning is model-based methods, in which many explorations and evaluations can happen in the learned models to save real-world samples. However, when the learned model has a…

Machine Learning · Computer Science 2022-09-14 Haoxin Lin , Yihao Sun , Jiaji Zhang , Yang Yu

Selecting the best large language model (LLM) for a fixed benchmark is often expensive, since exhaustive evaluation requires running every model on every example. Multi-armed bandit (MAB) algorithms can reduce the number of LLM calls by…

Machine Learning · Computer Science 2026-05-12 Elad Tolochinsky , Yaniv Tenzer , Yaniv Romano

We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…

Machine Learning · Computer Science 2021-06-15 Gergely Neu , Julia Olkhovskaya

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

This paper introduces the framework of multi-armed sampling, which serves as the sampling counterpart to the optimization problem of multi-armed bandits. Our primary motivation is to rigorously examine the exploration-exploitation trade-off…

Machine Learning · Computer Science 2026-05-14 Mohammad Pedramfar , Siamak Ravanbakhsh

Reinforcement learning with function approximation has recently achieved tremendous results in applications with large state spaces. This empirical success has motivated a growing body of theoretical work proposing necessary and sufficient…

Machine Learning · Computer Science 2022-07-05 Daniel Kane , Sihan Liu , Shachar Lovett , Gaurav Mahajan

Model selection in the context of bandit optimization is a challenging problem, as it requires balancing exploration and exploitation not only for action selection, but also for model selection. One natural approach is to rely on online…

Machine Learning · Statistics 2023-11-14 Parnian Kassraie , Nicolas Emmenegger , Andreas Krause , Aldo Pacchiano

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Machine Learning · Computer Science 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

Reinforcement Learning is divided in two main paradigms: model-free and model-based. Each of these two paradigms has strengths and limitations, and has been successfully applied to real world domains that are appropriate to its…

Machine Learning · Computer Science 2017-10-19 Somil Bansal , Roberto Calandra , Kurtland Chua , Sergey Levine , Claire Tomlin