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Related papers: Uniform-PAC Guarantees for Model-Based RL with Bou…

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This paper proposes near-optimal algorithms for the pure-exploration linear bandit problem in the fixed confidence and fixed budget settings. Leveraging ideas from the theory of suprema of empirical processes, we provide an algorithm whose…

Machine Learning · Computer Science 2020-06-23 Julian Katz-Samuels , Lalit Jain , Zohar Karnin , Kevin Jamieson

In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

The goal of a learning algorithm is to receive a training data set as input and provide a hypothesis that can generalize to all possible data points from a domain set. The hypothesis is chosen from hypothesis classes with potentially…

Machine Learning · Statistics 2023-03-29 Soosan Beheshti , Mahdi Shamsi

We study the linear bandit problem that accounts for partially observable features. Without proper handling, unobserved features can lead to linear regret in the decision horizon $T$, as their influence on rewards is unknown. To tackle this…

Machine Learning · Statistics 2025-08-19 Wonyoung Kim , Sungwoo Park , Garud Iyengar , Assaf Zeevi , Min-hwan Oh

Bayesian bandit algorithms with approximate Bayesian inference have been widely used in real-world applications. However, there is a large discrepancy between the superior practical performance of these approaches and their theoretical…

Machine Learning · Computer Science 2023-11-13 Ziyi Huang , Henry Lam , Amirhossein Meisami , Haofeng Zhang

When data is scarce or mistakes are costly, average-case metrics fall short. What a practitioner needs is a guarantee: with probability at least $1-\delta$, the learned policy is $\varepsilon$-close to optimal after $N$ episodes. This is…

Machine Learning · Computer Science 2026-03-03 Joshua Steier

Modern Reinforcement Learning (RL) is more than just learning the optimal policy; Alternative learning goals such as exploring the environment, estimating the underlying model, and learning from preference feedback are all of practical…

Machine Learning · Computer Science 2024-12-24 Fan Chen , Song Mei , Yu Bai

We study the task of bandit learning, also known as best-arm identification, under the assumption that the true reward function f belongs to a known, but arbitrary, function class F. We seek a general theory of bandit learnability, akin to…

Machine Learning · Computer Science 2025-06-18 Nataly Brukhim , Aldo Pacchiano , Miroslav Dudik , Robert Schapire

We study the problem of multiclass PAC learning with bandit feedback in the realizable setting. In this framework, there is an unknown data distribution over an instance space $\mathcal{X}$ and a label space $\mathcal{Y}$, as in classical…

Machine Learning · Statistics 2026-05-27 Steve Hanneke , Qinglin Meng , Shay Moran , Amirreza Shaeiri

This work studies linear bandits under a new notion of gap-adjusted misspecification and is an extension of Liu et al. (2023). When the underlying reward function is not linear, existing linear bandits work usually relies on a uniform…

Machine Learning · Computer Science 2025-01-10 Chong Liu , Dan Qiao , Ming Yin , Ilija Bogunovic , Yu-Xiang Wang

The recent work by Dong & Yang (2023) showed for misspecified sparse linear bandits, one can obtain an $O\left(\epsilon\right)$-optimal policy using a polynomial number of samples when the sparsity is a constant, where $\epsilon$ is the…

Machine Learning · Computer Science 2024-07-19 Ally Yalei Du , Lin F. Yang , Ruosong Wang

Value function approximation is important in modern reinforcement learning (RL) problems especially when the state space is (infinitely) large. Despite the importance and wide applicability of value function approximation, its theoretical…

Machine Learning · Computer Science 2023-02-24 Hanlin Zhu , Ruosong Wang , Jason D. Lee

We study a class of adversarial bandit optimization problems in which the loss functions may be non-convex and non-smooth. In each round, the learner observes a loss that consists of an underlying linear component together with an…

Machine Learning · Computer Science 2026-03-30 Zhuoyu Cheng , Kohei Hatano , Eiji Takimoto

A fundamental question in the theory of reinforcement learning is: suppose the optimal $Q$-function lies in the linear span of a given $d$ dimensional feature mapping, is sample-efficient reinforcement learning (RL) possible? The recent and…

Machine Learning · Computer Science 2021-10-22 Yuanhao Wang , Ruosong Wang , Sham M. Kakade

Optimistic algorithms have been extensively studied for regret minimization in episodic tabular MDPs, both from a minimax and an instance-dependent view. However, for the PAC RL problem, where the goal is to identify a near-optimal policy…

Machine Learning · Computer Science 2022-07-14 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

Motivated by high-stakes decision-making domains like personalized medicine where user information is inherently sensitive, we design privacy preserving exploration policies for episodic reinforcement learning (RL). We first provide a…

Machine Learning · Computer Science 2020-09-22 Giuseppe Vietri , Borja Balle , Akshay Krishnamurthy , Zhiwei Steven Wu

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

Machine Learning · Computer Science 2024-05-07 Mengfan Xu , Diego Klabjan

In this work, we initiate a formal study of probably approximately correct (PAC) learning under evasion attacks, where the adversary's goal is to \emph{misclassify} the adversarially perturbed sample point $\widetilde{x}$, i.e.,…

Machine Learning · Computer Science 2019-06-14 Dimitrios I. Diochnos , Saeed Mahloujifar , Mohammad Mahmoody

Contextual bandits are widely used in Internet services from news recommendation to advertising, and to Web search. Generalized linear models (logistical regression in particular) have demonstrated stronger performance than linear models in…

Machine Learning · Computer Science 2017-06-20 Lihong Li , Yu Lu , Dengyong Zhou

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Machine Learning · Computer Science 2022-08-23 Mohamad Kazem Shirani Faradonbeh