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Learning in POMDPs is known to be significantly harder than in MDPs. In this paper, we consider the online learning problem for episodic POMDPs with unknown transition and observation models. We propose a Posterior Sampling-based…

Machine Learning · Computer Science 2024-10-24 Dengwang Tang , Dongze Ye , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Real-world decision-making systems operate in environments where state transitions depend not only on the agent's actions, but also on \textbf{exogenous factors outside its control}--competing agents, environmental disturbances, or…

Machine Learning · Computer Science 2026-04-20 Sourav Ganguly , Kartik Pandit , Arnob Ghosh

For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…

Machine Learning · Computer Science 2022-03-16 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

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…

Machine Learning · Computer Science 2022-01-04 Tianhao Wang , Dongruo Zhou , Quanquan Gu

Imbalanced and small data regimes are pervasive in domains such as rare disease imaging, genomics, and disaster response, where labeled samples are scarce and naive augmentation often introduces artifacts. Existing solutions such as…

Machine Learning · Computer Science 2025-09-17 J. Cha , J. Lee , J. Cho , J. Shin

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

We seek to understand what facilitates sample-efficient learning from historical datasets for sequential decision-making, a problem that is popularly known as offline reinforcement learning (RL). Further, we are interested in algorithms…

Machine Learning · Computer Science 2024-02-07 Thanh Nguyen-Tang , Raman Arora

This paper presents the first non-asymptotic result showing that a model-free algorithm can achieve a logarithmic cumulative regret for episodic tabular reinforcement learning if there exists a strictly positive sub-optimality gap in the…

Machine Learning · Computer Science 2021-02-24 Kunhe Yang , Lin F. Yang , Simon S. Du

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

In this paper, we address the following problem: Given an offline demonstration dataset from an imperfect expert, what is the best way to leverage it to bootstrap online learning performance in MDPs. We first propose an Informed Posterior…

Machine Learning · Computer Science 2023-07-18 Botao Hao , Rahul Jain , Dengwang Tang , Zheng Wen

Recently, adversarial imitation learning has shown a scalable reward acquisition method for inverse reinforcement learning (IRL) problems. However, estimated reward signals often become uncertain and fail to train a reliable statistical…

Machine Learning · Computer Science 2023-01-06 Dong-Sig Han , Hyunseo Kim , Hyundo Lee , Je-Hwan Ryu , Byoung-Tak Zhang

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang

In real-world reinforcement learning (RL) systems, various forms of {\it impaired observability} can complicate matters. These situations arise when an agent is unable to observe the most recent state of the system due to latency or lossy…

Machine Learning · Computer Science 2023-10-30 Minshuo Chen , Jie Meng , Yu Bai , Yinyu Ye , H. Vincent Poor , Mengdi Wang

We study the problem of Offline Safe Reinforcement Learning (OSRL), where the goal is to learn a reward-maximizing policy from fixed data under a cumulative cost constraint. We propose a novel OSRL approach that frames the problem as a…

Machine Learning · Computer Science 2025-10-28 Yassine Chemingui , Aryan Deshwal , Alan Fern , Thanh Nguyen-Tang , Janardhan Rao Doppa

We study a variant of the stochastic linear bandit problem wherein we optimize a linear objective function but rewards are accrued only orthogonal to an unknown subspace (which we interpret as a \textit{protected space}) given only…

Machine Learning · Computer Science 2021-03-03 Advait Parulekar , Soumya Basu , Aditya Gopalan , Karthikeyan Shanmugam , Sanjay Shakkottai

Understanding how to efficiently learn while adhering to safety constraints is essential for using online reinforcement learning in practical applications. However, proving rigorous regret bounds for safety-constrained reinforcement…

Machine Learning · Statistics 2025-04-29 Benjamin Schiffer , Lucas Janson

We revisit the Follow the Regularized Leader (FTRL) framework for Online Convex Optimization (OCO) over compact sets, focusing on achieving dynamic regret guarantees. Prior work has highlighted the framework's limitations in dynamic…

Machine Learning · Computer Science 2026-03-19 Naram Mhaisen , George Iosifidis

Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by $1$, and proved regret bounds that have a polylogarithmic dependence on the planning horizon $H$. However, it…

Machine Learning · Computer Science 2023-05-16 Kaixuan Ji , Qingyue Zhao , Jiafan He , Weitong Zhang , Quanquan Gu

Reinforcement learning (RL) has traditionally been understood from an episodic perspective; the concept of non-episodic RL, where there is no restart and therefore no reliable recovery, remains elusive. A fundamental question in…

Machine Learning · Computer Science 2021-05-31 Shuang Liu , Hao Su
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