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Training reinforcement learning (RL) agents using scalar reward signals is often infeasible when an environment has sparse and non-Markovian rewards. Moreover, handcrafting these reward functions before training is prone to…

Machine Learning · Computer Science 2023-10-04 Alessandro Abate , Yousif Almulla , James Fox , David Hyland , Michael Wooldridge

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

Machine Learning · Computer Science 2018-12-18 Maria Dimakopoulou , Zhengyuan Zhou , Susan Athey , Guido Imbens

Traditional imitation learning focuses on modeling the behavioral mechanisms of experts, which requires a large amount of interaction history generated by some fixed expert. However, in many streaming applications, such as streaming…

Machine Learning · Computer Science 2025-04-04 Yi Xu , Weiran Shen , Xiao Zhang , Jun Xu

We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…

Machine Learning · Computer Science 2021-06-29 Damianos Tranos , Alexandre Proutiere

We consider the task of Inverse Reinforcement Learning in Contextual Markov Decision Processes (MDPs). In this setting, contexts, which define the reward and transition kernel, are sampled from a distribution. In addition, although the…

Machine Learning · Computer Science 2021-01-01 Stav Belogolovsky , Philip Korsunsky , Shie Mannor , Chen Tessler , Tom Zahavy

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

Large transformer models trained on diverse datasets have shown a remarkable ability to learn in-context, achieving high few-shot performance on tasks they were not explicitly trained to solve. In this paper, we study the in-context…

Machine Learning · Computer Science 2023-06-27 Jonathan N. Lee , Annie Xie , Aldo Pacchiano , Yash Chandak , Chelsea Finn , Ofir Nachum , Emma Brunskill

Bandit algorithms sequentially accumulate data using adaptive sampling policies, offering flexibility for real-world applications. However, excessive sampling can be costly, motivating the devolopment of early stopping methods and reliable…

Statistics Theory · Mathematics 2025-02-06 Zihan Cui

Motivated by the goal of endowing robots with a means for focusing attention in order to operate reliably in complex, uncertain, and time-varying environments, we consider how a robot can (i) determine which portions of its environment to…

Robotics · Computer Science 2022-11-14 Meghan Booker , Anirudha Majumdar

Adversary emulation is an offensive exercise that provides a comprehensive assessment of a system's resilience against cyber attacks. However, adversary emulation is typically a manual process, making it costly and hard to deploy in…

Machine Learning · Computer Science 2020-11-10 Arnab Bhattacharya , Thiagarajan Ramachandran , Sandeep Banik , Chase P. Dowling , Shaunak D. Bopardikar

We consider a context-dependent Reinforcement Learning (RL) setting, which is characterized by: a) an unknown finite number of not directly observable contexts; b) abrupt (discontinuous) context changes occurring during an episode; and c)…

Machine Learning · Computer Science 2022-02-15 Hang Ren , Aivar Sootla , Taher Jafferjee , Junxiao Shen , Jun Wang , Haitham Bou-Ammar

Bandit and reinforcement learning (RL) problems can often be framed as optimization problems where the goal is to maximize average performance while having access only to stochastic estimates of the true gradient. Traditionally, stochastic…

Machine Learning · Computer Science 2021-02-22 Wesley Chung , Valentin Thomas , Marlos C. Machado , Nicolas Le Roux

We study agents acting in an unknown environment where the agent's goal is to find a robust policy. We consider robust policies as policies that achieve high cumulative rewards for all possible environments. To this end, we consider agents…

Machine Learning · Computer Science 2024-10-22 Raghav Bongole , Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…

Machine Learning · Statistics 2022-02-03 Hongju Park , Mohamad Kazem Shirani Faradonbeh

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

Machine Learning · Computer Science 2024-04-09 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…

Machine Learning · Computer Science 2017-12-11 Mohammadreza Mohaghegh Neyshabouri , Kaan Gokcesu , Huseyin Ozkan , Suleyman S. Kozat

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

In several realistic situations, an interactive learning agent can practice and refine its strategy before going on to be evaluated. For instance, consider a student preparing for a series of tests. She would typically take a few practice…

Machine Learning · Computer Science 2017-06-08 Sudeep Raja Putta , Theja Tulabandhula

Contextual policy search allows adapting robotic movement primitives to different situations. For instance, a locomotion primitive might be adapted to different terrain inclinations or desired walking speeds. Such an adaptation is often…

Machine Learning · Statistics 2015-11-17 Jan Hendrik Metzen

Episodic reinforcement learning and contextual bandits are two widely studied sequential decision-making problems. Episodic reinforcement learning generalizes contextual bandits and is often perceived to be more difficult due to long…

Machine Learning · Computer Science 2021-07-01 Zihan Zhang , Xiangyang Ji , Simon S. Du
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