Related papers: Variance-aware robust reinforcement learning with …

This paper studies tabular reinforcement learning (RL) in the hybrid setting, which assumes access to both an offline dataset and online interactions with the unknown environment. A central question boils down to how to efficiently utilize…

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…

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

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…

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…

Adaptive gradient methods have become recently very popular, in particular as they have been shown to be useful in the training of deep neural networks. In this paper we have analyzed RMSProp, originally proposed for the training of deep…

This paper revisits the temporal difference (TD) learning algorithm for the policy evaluation tasks in reinforcement learning. Typically, the performance of TD(0) and TD($\lambda$) is very sensitive to the choice of stepsizes. Oftentimes,…

We consider the problem setting of prediction with expert advice with possibly heavy-tailed losses, i.e. the only assumption on the losses is an upper bound on their second moments, denoted by $\theta$. We develop adaptive algorithms that…

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

We study the corrupted bandit problem, i.e. a stochastic multi-armed bandit problem with $k$ unknown reward distributions, which are heavy-tailed and corrupted by a history-independent adversary or Nature. To be specific, the reward…

In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

When multi-armed bandit (MAB) algorithms allocate pulls among competing arms, the resulting allocation can exhibit huge variation. This is particularly harmful in modern applications such as learning-enhanced platform operations and…

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

We study reinforcement learning with multinomial logistic (MNL) function approximation where the underlying transition probability kernel of the Markov decision processes (MDPs) is parametrized by an unknown transition core with features of…

Reinforcement Learning from Verifier Rewards (RLVR) has emerged as a widely used approach for post-training large language models on reasoning tasks, with group-based methods such as GRPO and its variants gaining broad adoption. These…

In online learning from non-stationary data streams, it is necessary to learn robustly to outliers and to adapt quickly to changes in the underlying data generating mechanism. In this paper, we refer to the former attribute of online…

While Bayesian-based exploration often demonstrates superior empirical performance compared to bonus-based methods in model-based reinforcement learning (RL), its theoretical understanding remains limited for model-free settings. Existing…

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

Existing episodic reinforcement algorithms assume that the length of an episode is fixed across time and known a priori. In this paper, we consider a general framework of episodic reinforcement learning when the length of each episode is…