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We propose novel classical and quantum online algorithms for learning finite-horizon and infinite-horizon average-reward Markov Decision Processes (MDPs). Our algorithms are based on a hybrid exploration-generative reinforcement learning…

Machine Learning · Computer Science 2025-08-12 Andris Ambainis , Joao F. Doriguello , Debbie Lim

We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…

Machine Learning · Computer Science 2023-03-16 Rahul Singh , Abhishek Gupta , Ness B. Shroff

We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits…

Machine Learning · Computer Science 2018-12-20 Ruihao Zhu , Eytan Modiano

We consider the problem of online boosting for regression tasks, when only limited information is available to the learner. We give an efficient regret minimization method that has two implications: an online boosting algorithm with noisy…

Machine Learning · Computer Science 2020-07-24 Nataly Brukhim , Elad Hazan

We consider the problem of imitation learning from a finite set of expert trajectories, without access to reinforcement signals. The classical approach of extracting the expert's reward function via inverse reinforcement learning, followed…

Machine Learning · Computer Science 2019-06-10 Ruohan Wang , Carlo Ciliberto , Pierluigi Amadori , Yiannis Demiris

We consider model-free reinforcement learning (RL) in non-stationary Markov decision processes. Both the reward functions and the state transition functions are allowed to vary arbitrarily over time as long as their cumulative variations do…

Machine Learning · Computer Science 2022-08-23 Weichao Mao , Kaiqing Zhang , Ruihao Zhu , David Simchi-Levi , Tamer Başar

We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…

Artificial Intelligence · Computer Science 2015-01-05 Kevin Waugh , Dustin Morrill , J. Andrew Bagnell , Michael Bowling

We develop a unifying framework for information-theoretic lower bound in statistical estimation and interactive decision making. Classical lower bound techniques -- such as Fano's method, Le Cam's method, and Assouad's lemma -- are central…

Machine Learning · Computer Science 2024-12-10 Fan Chen , Dylan J. Foster , Yanjun Han , Jian Qian , Alexander Rakhlin , Yunbei Xu

In this work, we study the learning theory of reward modeling with pairwise comparison data using deep neural networks. We establish a novel non-asymptotic regret bound for deep reward estimators in a non-parametric setting, which depends…

Machine Learning · Statistics 2025-05-13 Yuanhang Luo , Yeheng Ge , Ruijian Han , Guohao Shen

A long line of works characterizes the sample complexity of regret minimization in sequential decision-making by min-max programs. In the corresponding saddle-point game, the min-player optimizes the sampling distribution against an…

Machine Learning · Computer Science 2024-03-18 Johannes Kirschner , Seyed Alireza Bakhtiari , Kushagra Chandak , Volodymyr Tkachuk , Csaba Szepesvári

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

Machine Learning · Computer Science 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari

Recently, model-free reinforcement learning has attracted research attention due to its simplicity, memory and computation efficiency, and the flexibility to combine with function approximation. In this paper, we propose Exploration…

Machine Learning · Computer Science 2020-12-10 Mehdi Jafarnia-Jahromi , Chen-Yu Wei , Rahul Jain , Haipeng Luo

A default assumption in the design of reinforcement-learning algorithms is that a decision-making agent always explores to learn optimal behavior. In sufficiently complex environments that approach the vastness and scale of the real world,…

Machine Learning · Computer Science 2024-07-23 Dilip Arumugam , Saurabh Kumar , Ramki Gummadi , Benjamin Van Roy

Combining model-based and model-free learning systems has been shown to improve the sample efficiency of learning to perform complex robotic tasks. However, dual-system approaches fail to consider the reliability of the learned model when…

Machine Learning · Computer Science 2020-11-03 Muhammad Burhan Hafez , Cornelius Weber , Matthias Kerzel , Stefan Wermter

Building on the framework introduced by Xu and Raginksy [1] for supervised learning problems, we study the best achievable performance for model-based Bayesian reinforcement learning problems. With this purpose, we define minimum Bayesian…

Machine Learning · Computer Science 2022-07-19 Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

We study reinforcement learning in continuous state and action spaces endowed with a metric. We provide a refined analysis of a variant of the algorithm of Sinclair, Banerjee, and Yu (2019) and show that its regret scales with the…

Machine Learning · Computer Science 2021-10-22 Tongyi Cao , Akshay Krishnamurthy

Most of the existing works for reinforcement learning (RL) with general function approximation (FA) focus on understanding the statistical complexity or regret bounds. However, the computation complexity of such approaches is far from being…

Machine Learning · Computer Science 2023-04-19 Dingwen Kong , Ruslan Salakhutdinov , Ruosong Wang , Lin F. Yang

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

This paper considers an online reinforcement learning algorithm that leverages pre-collected data (passive memory) from the environment for online interaction. We show that using passive memory improves performance and further provide…

Machine Learning · Computer Science 2024-10-21 Anay Pattanaik , Lav R. Varshney
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