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Online reinforcement learning (RL) algorithms are often difficult to deploy in complex human-facing applications as they may learn slowly and have poor early performance. To address this, we introduce a practical algorithm for incorporating…

Artificial Intelligence · Computer Science 2022-01-03 Tong Mu , Georgios Theocharous , David Arbour , Emma Brunskill

In many learning tasks, certain requirements on the processing of individual data samples should arguably be formalized as strict constraints in the underlying optimization problem, rather than by means of arbitrary penalties. We show that,…

Machine Learning · Computer Science 2026-01-26 Francesca Lanzillotta , Chiara Albisani , Davide Pucci , Daniele Baracchi , Alessandro Piva , Matteo Lapucci

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger

Sampling-based algorithms are widely used for motion planning in high-dimensional configuration spaces. However, due to low sampling efficiency, their performance often diminishes in complex configuration spaces with narrow corridors.…

Robotics · Computer Science 2025-07-22 Lu Huang , Lingxiao Meng , Jiankun Wang , Xingjian Jing

We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and…

Machine Learning · Statistics 2017-06-15 Ian Osband , Benjamin Van Roy

This is a brief technical note to clarify some of the issues with applying the application of the algorithm posterior sampling for reinforcement learning (PSRL) in environments without fixed episodes. In particular, this paper aims to: -…

Machine Learning · Statistics 2016-08-10 Ian Osband , Benjamin Van Roy

We consider a constrained Markov Decision Problem (CMDP) where the goal of an agent is to maximize the expected discounted sum of rewards over an infinite horizon while ensuring that the expected discounted sum of costs exceeds a certain…

Machine Learning · Computer Science 2024-11-01 Washim Uddin Mondal , Vaneet Aggarwal

We consider primal-dual-based reinforcement learning (RL) in episodic constrained Markov decision processes (CMDPs) with non-stationary objectives and constraints, which plays a central role in ensuring the safety of RL in time-varying…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Javad Lavaei

Model-free deep-reinforcement-based learning algorithms have been applied to a range of COPs~\cite{bello2016neural}~\cite{kool2018attention}~\cite{nazari2018reinforcement}. However, these approaches suffer from two key challenges when…

Machine Learning · Computer Science 2022-06-01 Nasrin Sultana , Jeffrey Chan , Tabinda Sarwar , A. K. Qin

Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Machine Learning · Computer Science 2022-09-16 Yue Wang , Fei Miao , Shaofeng Zou

Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Ivan Gavran , Daniel Neider

This paper addresses the problem of learning optimal control policies for systems with uncertain dynamics and high-level control objectives specified as Linear Temporal Logic (LTL) formulas. Uncertainty is considered in the workspace…

Robotics · Computer Science 2024-10-17 Yiannis Kantaros , Jun Wang

Collision checking is a computational bottleneck in motion planning, requiring lazy algorithms that explicitly reason about when to perform this computation. Optimism in the face of collision uncertainty minimizes the number of checks…

Robotics · Computer Science 2020-03-23 Brian Hou , Sanjiban Choudhury , Gilwoo Lee , Aditya Mandalika , Siddhartha S. Srinivasa

Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial…

Machine Learning · Computer Science 2022-02-09 Yonathan Efroni , Chi Jin , Akshay Krishnamurthy , Sobhan Miryoosefi

Thompson Sampling provides an efficient technique to introduce prior knowledge in the multi-armed bandit problem, along with providing remarkable empirical performance. In this paper, we revisit the Thompson Sampling algorithm under rewards…

Machine Learning · Computer Science 2019-12-09 Abhimanyu Dubey , Alex Pentland

Deep reinforcement learning (DRL) has significantly advanced the field of combinatorial optimization (CO). However, its practicality is hindered by the necessity for a large number of reward evaluations, especially in scenarios involving…

Machine Learning · Computer Science 2024-07-18 Hyeonah Kim , Minsu Kim , Sungsoo Ahn , Jinkyoo Park

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

Deep reinforcement learning enables algorithms to learn complex behavior, deal with continuous action spaces and find good strategies in environments with high dimensional state spaces. With deep reinforcement learning being an active area…

Machine Learning · Computer Science 2018-10-17 Winfried Lötzsch

The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

Optimization and Control · Mathematics 2021-01-01 Yuchen Xie , Raghu Bollapragada , Richard Byrd , Jorge Nocedal

We propose an algorithm for tabular episodic reinforcement learning with constraints. We provide a modular analysis with strong theoretical guarantees for settings with concave rewards and convex constraints, and for settings with hard…