Related papers: Does Sparsity Help in Learning Misspecified Linear…

We study the problem of deployment efficient reinforcement learning (RL) with linear function approximation under the \emph{reward-free} exploration setting. This is a well-motivated problem because deploying new policies is costly in…

We study stochastic linear bandits with heavy-tailed rewards, where the rewards have a finite $(1+\epsilon)$-absolute central moment bounded by $\upsilon$ for some $\epsilon \in (0,1]$. We improve both upper and lower bounds on the minimax…

Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the…

Contextual bandit with linear reward functions is among one of the most extensively studied models in bandit and online learning research. Recently, there has been increasing interest in designing \emph{locally private} linear contextual…

We propose feature perturbation, a simple yet effective exploration strategy for contextual bandits that injects randomness directly into feature inputs, instead of randomizing unknown parameters or adding noise to rewards. Remarkably, this…

Policy optimization methods are powerful algorithms in Reinforcement Learning (RL) for their flexibility to deal with policy parameterization and ability to handle model misspecification. However, these methods usually suffer from slow…

In modern deep learning, algorithmic choices (such as width, depth, and learning rate) are known to modulate nuanced resource tradeoffs. This work investigates how these complexities necessarily arise for feature learning in the presence of…

We study the problem of sequential learning of the Pareto front in multi-objective multi-armed bandits. An agent is faced with K possible arms to pull. At each turn she picks one, and receives a vector-valued reward. When she thinks she has…

Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…

We design differentially private algorithms for the problem of online linear optimization in the full information and bandit settings with optimal $\tilde{O}(\sqrt{T})$ regret bounds. In the full-information setting, our results demonstrate…

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

Adapting to a priori unknown noise level is a very important but challenging problem in sequential decision-making as efficient exploration typically requires knowledge of the noise level, which is often loosely specified. We report…

We consider the online sparse linear regression problem, which is the problem of sequentially making predictions observing only a limited number of features in each round, to minimize regret with respect to the best sparse linear regressor,…

This paper presents meta-sparsity, a framework for learning model sparsity, basically learning the parameter that controls the degree of sparsity, that allows deep neural networks (DNNs) to inherently generate optimal sparse shared…

In many bandit problems, the maximal reward achievable by a policy is often unknown in advance. We consider the problem of estimating the optimal policy value in the sublinear data regime before the optimal policy is even learnable. We…

A major challenge in real-world reinforcement learning (RL) is the sparsity of reward feedback. Often, what is available is an intuitive but sparse reward function that only indicates whether the task is completed partially or fully.…

We consider the problem of estimating how well a model class is capable of fitting a distribution of labeled data. We show that it is often possible to accurately estimate this "learnability" even when given an amount of data that is too…

Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However…