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We study the problem of reinforcement learning (RL) with low (policy) switching cost - a problem well-motivated by real-life RL applications in which deployments of new policies are costly and the number of policy updates must be low. In…

Machine Learning · Computer Science 2022-06-07 Dan Qiao , Ming Yin , Ming Min , Yu-Xiang Wang

We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret,…

Machine Learning · Computer Science 2013-06-04 Nicolo Cesa-Bianchi , Ofer Dekel , Ohad Shamir

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

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

Machine Learning · Computer Science 2021-03-23 Guanghui Wang , Yuanyu Wan , Tianbao Yang , Lijun Zhang

In many real-life reinforcement learning (RL) problems, deploying new policies is costly. In those scenarios, algorithms must solve exploration (which requires adaptivity) while switching the deployed policy sparsely (which limits…

Machine Learning · Computer Science 2023-02-27 Dan Qiao , Ming Yin , Yu-Xiang Wang

Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in…

Machine Learning · Computer Science 2022-10-13 Zhiyu Zhang , Ashok Cutkosky , Ioannis Ch. Paschalidis

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions. We start by establishing a lower bound…

Machine Learning · Computer Science 2022-05-27 Liyu Chen , Haipeng Luo

In this paper, we revisit the problem of smoothed online learning, in which the online learner suffers both a hitting cost and a switching cost, and target two performance metrics: competitive ratio and dynamic regret with switching cost.…

Machine Learning · Computer Science 2021-05-19 Lijun Zhang , Wei Jiang , Shiyin Lu , Tianbao Yang

A ubiquitous requirement in many practical reinforcement learning (RL) applications, including medical treatment, recommendation system, education and robotics, is that the deployed policy that actually interacts with the environment cannot…

Machine Learning · Computer Science 2021-12-14 Shusheng Xu , Yancheng Liang , Yunfei Li , Simon Shaolei Du , Yi Wu

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

Machine Learning · Computer Science 2022-04-21 Jiafan He , Dongruo Zhou , Quanquan Gu

This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a…

Machine Learning · Computer Science 2024-10-15 Kihyun Yu , Duksang Lee , William Overman , Dabeen Lee

Motivated by real-world settings where data collection and policy deployment -- whether for a single agent or across multiple agents -- are costly, we study the problem of on-policy single-agent reinforcement learning (RL) and federated RL…

Machine Learning · Statistics 2026-03-11 Haochen Zhang , Zhong Zheng , Lingzhou Xue

We study best-of-both-worlds algorithms for bandits with switching cost, recently addressed by Rouyer, Seldin and Cesa-Bianchi, 2021. We introduce a surprisingly simple and effective algorithm that simultaneously achieves minimax optimal…

Machine Learning · Computer Science 2022-11-03 Idan Amir , Guy Azov , Tomer Koren , Roi Livni

We propose an algorithm for stochastic and adversarial multiarmed bandits with switching costs, where the algorithm pays a price $\lambda$ every time it switches the arm being played. Our algorithm is based on adaptation of the Tsallis-INF…

Machine Learning · Computer Science 2021-02-22 Chloé Rouyer , Yevgeny Seldin , Nicolò Cesa-Bianchi

We study the problem of adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for various adaptive control schemes. More recently, for the average…

Machine Learning · Statistics 2013-03-26 Morteza Ibrahimi , Adel Javanmard , Benjamin Van Roy

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Machine Learning · Computer Science 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

Machine Learning · Computer Science 2024-03-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute…

Machine Learning · Computer Science 2023-02-07 Aldo Pacchiano , Aadirupa Saha , Jonathan Lee

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert
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