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In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Machine Learning · Computer Science 2025-10-22 Nadir Farhi

We study the use of randomized value functions to guide deep exploration in reinforcement learning. This offers an elegant means for synthesizing statistically and computationally efficient exploration with common practical approaches to…

Machine Learning · Statistics 2019-09-25 Ian Osband , Benjamin Van Roy , Daniel Russo , Zheng Wen

This paper considers batch Reinforcement Learning (RL) with general value function approximation. Our study investigates the minimal assumptions to reliably estimate/minimize Bellman error, and characterizes the generalization performance…

Machine Learning · Computer Science 2021-03-26 Yaqi Duan , Chi Jin , Zhiyuan Li

In Reinforcement Learning (RL), tasks with instantaneous hard constraints present significant challenges, particularly when the decision space is non-convex or non-star-convex. This issue is especially relevant in domains like autonomous…

Machine Learning · Computer Science 2025-02-27 Amirhossein Roknilamouki , Arnob Ghosh , Ming Shi , Fatemeh Nourzad , Eylem Ekici , Ness B. Shroff

Batch reinforcement learning (RL) is important to apply RL algorithms to many high stakes tasks. Doing batch RL in a way that yields a reliable new policy in large domains is challenging: a new decision policy may visit states and actions…

Machine Learning · Computer Science 2020-07-23 Yao Liu , Adith Swaminathan , Alekh Agarwal , Emma Brunskill

Self-play, where the algorithm learns by playing against itself without requiring any direct supervision, has become the new weapon in modern Reinforcement Learning (RL) for achieving superhuman performance in practice. However, the…

Machine Learning · Computer Science 2020-07-10 Yu Bai , Chi Jin

This paper studies model-based bandit and reinforcement learning (RL) with nonlinear function approximations. We propose to study convergence to approximate local maxima because we show that global convergence is statistically intractable…

Machine Learning · Computer Science 2022-08-04 Kefan Dong , Jiaqi Yang , Tengyu Ma

Estimating the value function for a fixed policy is a fundamental problem in reinforcement learning. Policy evaluation algorithms---to estimate value functions---continue to be developed, to improve convergence rates, improve stability and…

Machine Learning · Statistics 2018-08-29 Touqir Sajed , Wesley Chung , Martha White

In deep Reinforcement Learning (RL), value functions are typically approximated using deep neural networks and trained via mean squared error regression objectives to fit the true value functions. Recent research has proposed an alternative…

Machine Learning · Computer Science 2024-11-19 Denis Tarasov , Kirill Brilliantov , Dmitrii Kharlapenko

In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy…

Machine Learning · Computer Science 2021-02-26 Nevena Lazic , Dong Yin , Yasin Abbasi-Yadkori , Csaba Szepesvari

This paper studies a recent proposal to use randomized value functions to drive exploration in reinforcement learning. These randomized value functions are generated by injecting random noise into the training data, making the approach…

Machine Learning · Computer Science 2024-09-23 Daniel Russo

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

In this paper, we study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches. The multi-batch reinforcement learning framework, where the agent…

Machine Learning · Computer Science 2022-10-18 Zihan Zhang , Yuhang Jiang , Yuan Zhou , Xiangyang Ji

We consider the offline reinforcement learning problem, where the aim is to learn a decision making policy from logged data. Offline RL -- particularly when coupled with (value) function approximation to allow for generalization in large or…

Machine Learning · Computer Science 2022-08-31 Dylan J. Foster , Akshay Krishnamurthy , David Simchi-Levi , Yunzong Xu

We study online reinforcement learning for finite-horizon deterministic control systems with {\it arbitrary} state and action spaces. Suppose that the transition dynamics and reward function is unknown, but the state and action space is…

Machine Learning · Computer Science 2019-05-07 Lin F. Yang , Chengzhuo Ni , Mengdi Wang

We consider the reinforcement learning (RL) problem with general utilities which consists in maximizing a function of the state-action occupancy measure. Beyond the standard cumulative reward RL setting, this problem includes as particular…

Machine Learning · Computer Science 2023-06-06 Anas Barakat , Ilyas Fatkhullin , Niao He

In some reinforcement learning problems an agent may be provided with a set of input policies, perhaps learned from prior experience or provided by advisors. We present a reinforcement learning with policy advice (RLPA) algorithm which…

Machine Learning · Statistics 2013-07-19 Mohammad Gheshlaghi Azar , Alessandro Lazaric , Emma Brunskill

State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…

Machine Learning · Computer Science 2019-11-01 Yonathan Efroni , Nadav Merlis , Mohammad Ghavamzadeh , Shie Mannor

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 reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

Machine Learning · Computer Science 2024-10-22 Nadav Merlis
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