Related papers: Online Reinforcement Learning with Uncertain Episo…
A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…
We study a theory of reinforcement learning (RL) in which the learner receives binary feedback only once at the end of an episode. While this is an extreme test case for theory, it is also arguably more representative of real-world…
We consider the setting of online linear regression for arbitrary deterministic sequences, with the square loss. We are interested in the aim set by Bartlett et al. (2015): obtain regret bounds that hold uniformly over all competitor…
Episodic reinforcement learning and contextual bandits are two widely studied sequential decision-making problems. Episodic reinforcement learning generalizes contextual bandits and is often perceived to be more difficult due to long…
Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…
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…
We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather…
Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…
We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…
In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…
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…
In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the…
Designing an effective reward function has long been a challenge in reinforcement learning, particularly for complex tasks in unstructured environments. To address this, various learning paradigms have emerged that leverage different forms…
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…
A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…
We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…
The theory of deep learning focuses almost exclusively on supervised learning, non-convex optimization using stochastic gradient descent, and overparametrized neural networks. It is common belief that the optimizer dynamics, network…
In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…
We consider online learning when the time horizon is unknown. We apply a minimax analysis, beginning with the fixed horizon case, and then moving on to two unknown-horizon settings, one that assumes the horizon is chosen randomly according…
Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…