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We study privacy-preserving exploration in sequential decision-making for environments that rely on sensitive data such as medical records. In particular, we focus on solving the problem of reinforcement learning (RL) subject to the…

Machine Learning · Computer Science 2022-06-24 Dung Daniel Ngo , Giuseppe Vietri , Zhiwei Steven Wu

In this paper, we broaden the horizon of online convex optimization (OCO), and consider multi-objective OCO, where there are $K$ distinct loss function sequences, and an algorithm has to choose its action at time $t$, before the $K$ loss…

Machine Learning · Computer Science 2026-02-11 Rahul Vaze , Sumiran Mishra

We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves…

Machine Learning · Computer Science 2020-11-03 Chi Jin , Tiancheng Jin , Haipeng Luo , Suvrit Sra , Tiancheng Yu

Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled…

Machine Learning · Computer Science 2024-06-05 Mirco Mutti , Aviv Tamar

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

Data Structures and Algorithms · Computer Science 2020-06-24 Evripidis Bampis , Dimitris Christou , Bruno Escoffier , Nguyen Kim Thang

We study online meta-learning with bandit feedback, with the goal of improving performance across multiple tasks if they are similar according to some natural similarity measure. As the first to target the adversarial online-within-online…

Machine Learning · Computer Science 2023-11-02 Mikhail Khodak , Ilya Osadchiy , Keegan Harris , Maria-Florina Balcan , Kfir Y. Levy , Ron Meir , Zhiwei Steven Wu

Constrained Markov decision processes (CMDPs) are a common way to model safety constraints in reinforcement learning. State-of-the-art methods for efficiently solving CMDPs are based on primal-dual algorithms. For these algorithms, all…

Machine Learning · Computer Science 2024-07-22 Adrian Müller , Pragnya Alatur , Volkan Cevher , Giorgia Ramponi , Niao He

Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…

Machine Learning · Computer Science 2023-10-27 Tiancheng Jin , Junyan Liu , Chloé Rouyer , William Chang , Chen-Yu Wei , Haipeng Luo

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…

Machine Learning · Computer Science 2019-07-22 Vanessa Kosoy

Meta-reinforcement learning has widely been used as a learning-to-learn framework to solve unseen tasks with limited experience. However, the aspect of constraint violations has not been adequately addressed in the existing works, making…

Machine Learning · Computer Science 2024-05-28 Vanshaj Khattar , Yuhao Ding , Bilgehan Sel , Javad Lavaei , Ming Jin

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

We consider an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations…

Machine Learning · Computer Science 2013-03-19 Odalric-Ambrym Maillard , Phuong Nguyen , Ronald Ortner , Daniil Ryabko

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

We study offline-online reinforcement learning in linear mixture Markov decision processes (MDPs) under environment shift. In the offline phase, data are collected by an unknown behavior policy and may come from a mismatched environment,…

Machine Learning · Computer Science 2026-04-15 Zhongjun Zhang , Sean R. Sinclair

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

We study regret minimization under privacy constraints in episodic inhomogeneous linear Markov Decision Processes (MDPs), motivated by the growing use of reinforcement learning (RL) in personalized decision-making systems that rely on…

Machine Learning · Computer Science 2025-04-29 Sharan Sahu

We study regret minimization in finite horizon tabular Markov decision processes (MDPs) under the constraints of differential privacy (DP). This is motivated by the widespread applications of reinforcement learning (RL) in real-world…

Machine Learning · Computer Science 2021-12-21 Sayak Ray Chowdhury , Xingyu Zhou

We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…

Machine Learning · Computer Science 2021-05-11 Aadirupa Saha , Aditya Gopalan

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara
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