Related papers: Near-Minimax-Optimal Risk-Sensitive Reinforcement …

We consider a novel multi-arm bandit (MAB) setup, where a learner needs to communicate the actions to distributed agents over erasure channels, while the rewards for the actions are directly available to the learner through external…

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

We study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the…

Online safe reinforcement learning (RL) plays a key role in dynamic environments, with applications in autonomous driving, robotics, and cybersecurity. The objective is to learn optimal policies that maximize rewards while satisfying safety…

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

As reinforcement learning algorithms are being applied to increasingly complicated and realistic tasks, it is becoming increasingly difficult to solve such problems within a practical time frame. Hence, we focus on a \textit{satisficing}…

In recommender system or crowdsourcing applications of online learning, a human's preferences or abilities are often a function of the algorithm's recent actions. Motivated by this, a significant line of work has formalized settings where…

We study reinforcement learning for continuous-time Markov decision processes (MDPs) in the finite-horizon episodic setting. In contrast to discrete-time MDPs, the inter-transition times of a continuous-time MDP are exponentially…

We investigate the piecewise-stationary combinatorial semi-bandit problem. Compared to the original combinatorial semi-bandit problem, our setting assumes the reward distributions of base arms may change in a piecewise-stationary manner at…

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

We study the fixed-confidence best arm identification (BAI) problem within the multi-armed bandit (MAB) framework under the Entropic Value-at-Risk (EVaR) criterion. Our analysis considers a nonparametric setting, allowing for general reward…

We study the offline reinforcement learning (offline RL) problem, where the goal is to learn a reward-maximizing policy in an unknown Markov Decision Process (MDP) using the data coming from a policy $\mu$. In particular, we consider the…

We study private and robust multi-armed bandits (MABs), where the agent receives Huber's contaminated heavy-tailed rewards and meanwhile needs to ensure differential privacy. We first present its minimax lower bound, characterizing the…

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Online reinforcement learning in non-episodic, finite-horizon MDPs remains underexplored and is challenged by the need to estimate returns to a fixed terminal time. Existing infinite-horizon methods, which often rely on discounted…

We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches,…

We study online learning in episodic finite-horizon Markov decision processes (MDPs) with convex objective functions, known as the concave utility reinforcement learning (CURL) problem. This setting generalizes RL from linear to convex…

We present a polynomial-time online algorithm for maximizing the conditional value at risk (CVaR) of a monotone stochastic submodular function. Given $T$ i.i.d. samples from an underlying distribution arriving online, our algorithm produces…

In this work, we improve on the upper and lower bounds for the regret of online learning with strongly observable undirected feedback graphs. The best known upper bound for this problem is $\mathcal{O}\bigl(\sqrt{\alpha T\ln K}\bigr)$,…

We study risk-sensitive reinforcement learning in finite discounted MDPs, where a generative model of the MDP is assumed to be available. We consider a family or risk measures called the optimized certainty equivalent (OCE), which includes…