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A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the…

Statistics Theory · Mathematics 2018-02-20 Meimei Liu , Zuofeng Shang , Guang Cheng

Off-Policy reinforcement learning (RL) is an important class of methods for many problem domains, such as robotics, where the cost of collecting data is high and on-policy methods are consequently intractable. Standard methods for applying…

Artificial Intelligence · Computer Science 2019-07-03 Riley Simmons-Edler , Ben Eisner , Eric Mitchell , Sebastian Seung , Daniel Lee

Various algorithms in reinforcement learning exhibit dramatic variability in their convergence rates and ultimate accuracy as a function of the problem structure. Such instance-specific behavior is not captured by existing global minimax…

Machine Learning · Statistics 2021-06-29 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

This paper introduces an approach to Reinforcement Learning Algorithm by comparing their immediate rewards using a variation of Q-Learning algorithm. Unlike the conventional Q-Learning, the proposed algorithm compares current reward with…

Machine Learning · Computer Science 2010-09-15 Punit Pandey , Deepshikha Pandey , Shishir Kumar

Off-policy Reinforcement Learning (RL) holds the promise of better data efficiency as it allows sample reuse and potentially enables safe interaction with the environment. Current off-policy policy gradient methods either suffer from high…

Machine Learning · Computer Science 2021-06-09 Samuele Tosatto , João Carvalho , Jan Peters

Improvement of statistical learning models in order to increase efficiency in solving classification or regression problems is still a goal pursued by the scientific community. In this way, the support vector machine model is one of the…

Machine Learning · Statistics 2019-11-22 Anderson Ara , Mateus Maia , Samuel Macêdo , Francisco Louzada

We consider the off-policy evaluation problem of reinforcement learning using deep convolutional neural networks. We analyze the deep fitted Q-evaluation method for estimating the expected cumulative reward of a target policy, when the data…

Machine Learning · Computer Science 2022-10-05 Xiang Ji , Minshuo Chen , Mengdi Wang , Tuo Zhao

Reinforcement Learning (RL) is a well-established framework for sequential decision-making in complex environments. However, state-of-the-art Deep RL (DRL) algorithms typically require large training datasets and often struggle to…

Artificial Intelligence · Computer Science 2026-04-13 Celeste Veronese , Alessandro Farinelli , Daniele Meli

Q-learning is a regression-based approach that is widely used to formalize the development of an optimal dynamic treatment strategy. Finite dimensional working models are typically used to estimate certain nuisance parameters, and…

Methodology · Statistics 2020-03-30 Ashkan Ertefaie , James R. McKay , David Oslin , Robert L. Strawderman

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

Machine Learning · Computer Science 2026-02-03 Soumyadeep Roy , Shashwat Kushwaha , Ambedkar Dukkipati

Function approximation has been an indispensable component in modern reinforcement learning algorithms designed to tackle problems with large state spaces in high dimensions. This paper reviews recent results on error analysis for these…

Machine Learning · Computer Science 2024-02-27 Jihao Long , Jiequn Han

Many supervised learning problems involve high-dimensional data such as images, text, or graphs. In order to make efficient use of data, it is often useful to leverage certain geometric priors in the problem at hand, such as invariance to…

Machine Learning · Statistics 2021-11-08 Alberto Bietti , Luca Venturi , Joan Bruna

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

As representation learning becomes a powerful technique to reduce sample complexity in reinforcement learning (RL) in practice, theoretical understanding of its advantage is still limited. In this paper, we theoretically characterize the…

Machine Learning · Computer Science 2022-06-14 Yuan Cheng , Songtao Feng , Jing Yang , Hong Zhang , Yingbin Liang

Reinforcement Learning (RL) has achieved tremendous development in recent years, but still faces significant obstacles in addressing complex real-life problems due to the issues of poor system generalization, low sample efficiency as well…

Artificial Intelligence · Computer Science 2025-02-25 Chao Yu , Shicheng Ye , Hankz Hankui Zhuo

Several works have addressed the problem of incorporating constraints in the reinforcement learning (RL) framework, however majority of them can only guarantee the satisfaction of soft constraints. In this work, we address the problem of…

Machine Learning · Computer Science 2020-06-16 Kwangyeon Kim , Akshita Gupta , Hong-Cheol Choi , Inseok Hwang

Kernel methods provide a principled approach to nonparametric learning. While their basic implementations scale poorly to large problems, recent advances showed that approximate solvers can efficiently handle massive datasets. A shortcoming…

Machine Learning · Computer Science 2022-01-19 Giacomo Meanti , Luigi Carratino , Ernesto De Vito , Lorenzo Rosasco

Over the past decade, there is a growing interest in collaborative learning that can enhance AI models of multiple parties. However, it is still challenging to enhance performance them without sharing private data and models from individual…

Machine Learning · Computer Science 2024-10-31 Sejun Park , Kihun Hong , Ganguk Hwang

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

Distributional reinforcement learning (distributional RL) has seen empirical success in complex Markov Decision Processes (MDPs) in the setting of nonlinear function approximation. However, there are many different ways in which one can…

Machine Learning · Statistics 2018-07-24 Thang Doan , Bogdan Mazoure , Clare Lyle