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This paper presents a new algorithm for online linear regression whose efficiency guarantees satisfy the requirements of the KWIK (Knows What It Knows) framework. The algorithm improves on the complexity bounds of the current…

Machine Learning · Computer Science 2012-05-14 Thomas J. Walsh , Istvan Szita , Carlos Diuk , Michael L. Littman

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

Constrained Markov Decision Process (CMDP) is a natural framework for reinforcement learning tasks with safety constraints, where agents learn a policy that maximizes the long-term reward while satisfying the constraints on the long-term…

Artificial Intelligence · Computer Science 2018-02-20 Qingkai Liang , Fanyu Que , Eytan Modiano

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,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

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

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

Low-complexity models such as linear function representation play a pivotal role in enabling sample-efficient reinforcement learning (RL). The current paper pertains to a scenario with value-based linear representation, which postulates the…

Machine Learning · Computer Science 2021-10-19 Gen Li , Yuxin Chen , Yuejie Chi , Yuantao Gu , Yuting Wei

Continual learning needs to overcome catastrophic forgetting of the past. Memory replay of representative old training samples has been shown as an effective solution, and achieves the state-of-the-art (SOTA) performance. However, existing…

Machine Learning · Computer Science 2022-03-10 Liyuan Wang , Xingxing Zhang , Kuo Yang , Longhui Yu , Chongxuan Li , Lanqing Hong , Shifeng Zhang , Zhenguo Li , Yi Zhong , Jun Zhu

Reinforcement learning exhibits potential in enhancing the reasoning abilities of large language models, yet it is hard to scale for the low sample efficiency during the rollout phase. Existing methods attempt to improve efficiency by…

Machine Learning · Computer Science 2026-02-02 Deyang Kong , Qi Guo , Xiangyu Xi , Wei Wang , Jingang Wang , Xunliang Cai , Shikun Zhang , Wei Ye

We study the problem of inverse reinforcement learning (IRL), where the learning agent recovers a reward function using expert demonstrations. Most of the existing IRL techniques make the often unrealistic assumption that the agent has…

Machine Learning · Computer Science 2021-12-20 Franck Djeumou , Murat Cubuktepe , Craig Lennon , Ufuk Topcu

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Methodology · Statistics 2024-12-02 Masahiro Tanaka

This technical note presents a new approach to carrying out the kind of exploration achieved by Thompson sampling, but without explicitly maintaining or sampling from posterior distributions. The approach is based on a bootstrap technique…

Machine Learning · Statistics 2015-07-02 Ian Osband , Benjamin Van Roy

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Kim P. Wabersich , Melanie N. Zeilinger

Safety exploration can be regarded as a constrained Markov decision problem where the expected long-term cost is constrained. Previous off-policy algorithms convert the constrained optimization problem into the corresponding unconstrained…

Machine Learning · Computer Science 2024-10-28 Hengrui Zhang , Youfang Lin , Sheng Han , Shuo Wang , Kai Lv

Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…

Machine Learning · Computer Science 2021-03-11 Xiaoyu Chen , Jiachen Hu , Lihong Li , Liwei Wang

Continuous-time reinforcement learning (CTRL) provides a principled framework for sequential decision-making in environments where interactions evolve continuously over time. Despite its empirical success, the theoretical understanding of…

Machine Learning · Computer Science 2025-05-22 Runze Zhao , Yue Yu , Adams Yiyue Zhu , Chen Yang , Dongruo Zhou

In reward-free reinforcement learning (RL), an agent explores the environment first without any reward information, in order to achieve certain learning goals afterwards for any given reward. In this paper we focus on reward-free RL under…

Machine Learning · Computer Science 2023-03-21 Yuan Cheng , Ruiquan Huang , Jing Yang , Yingbin Liang

In most real-world reinforcement learning applications, state information is only partially observable, which breaks the Markov decision process assumption and leads to inferior performance for algorithms that conflate observations with…

Machine Learning · Computer Science 2024-06-12 Hongming Zhang , Tongzheng Ren , Chenjun Xiao , Dale Schuurmans , Bo Dai

Reinforcement Learning algorithms that learn from human feedback (RLHF) need to be efficient in terms of statistical complexity, computational complexity, and query complexity. In this work, we consider the RLHF setting where the feedback…

Machine Learning · Computer Science 2024-03-14 Runzhe Wu , Wen Sun

Optimizing objective functions subject to constraints is fundamental in many real-world applications. However, these constraints are often not readily defined and must be inferred from expert agent behaviors, a problem known as Inverse…

Machine Learning · Computer Science 2025-05-19 Bo Yue , Jian Li , Guiliang Liu