Related papers: Optimistic PAC Reinforcement Learning: the Instanc…
This paper presents a systematic study on gap-dependent sample complexity in offline reinforcement learning. Prior work showed when the density ratio between an optimal policy and the behavior policy is upper bounded (the optimal policy…
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…
At the boundary between the known and the unknown, an agent inevitably confronts the dilemma of whether to explore or to exploit. Epistemic uncertainty reflects such boundaries, representing systematic uncertainty due to limited knowledge.…
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…
We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient…
Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…
Recent advances in the binary classification setting by Hanneke [2016b] and Larsen [2023] have resulted in optimal PAC learners. These learners leverage, respectively, a clever deterministic subsampling scheme and the classic heuristic of…
Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…
In inverse reinforcement learning (IRL), a learning agent infers a reward function encoding the underlying task using demonstrations from experts. However, many existing IRL techniques make the often unrealistic assumption that the agent…
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…
In light of the burgeoning success of reinforcement learning (RL) in diverse real-world applications, considerable focus has been directed towards ensuring RL policies are robust to adversarial attacks during test time. Current approaches…
Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…
We study the problem of adaptive control of the stochastic linear quadratic regulator (LQR) with constraints that must be satisfied at every time step. Prior work on the multidimensional problem has shown $\tilde{O}(T^{2/3})$ regret and…
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…
Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the $K$-armed bandit problem. Despite extensive research over the past decades aimed at understanding their asymptotic and (near) minimax…
We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…
We present two alternative ways to apply PAC-Bayesian analysis to sequences of dependent random variables. The first is based on a new lemma that enables to bound expectations of convex functions of certain dependent random variables by…
In reinforcement learning, the classic objectives of maximizing discounted and finite-horizon cumulative rewards are PAC-learnable: There are algorithms that learn a near-optimal policy with high probability using a finite amount of samples…
Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. We study this problem from the perspective of a broker, in a regret…
This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…