Related papers: Uniform-PAC Guarantees for Model-Based RL with Bou…
Reinforcement learning (RL) with linear function approximation has received increasing attention recently. However, existing work has focused on obtaining $\sqrt{T}$-type regret bound, where $T$ is the number of interactions with the MDP.…
We study a variant of the stochastic linear bandit problem wherein we optimize a linear objective function but rewards are accrued only orthogonal to an unknown subspace (which we interpret as a \textit{protected space}) given only…
This paper presents new \emph{variance-aware} confidence sets for linear bandits and linear mixture Markov Decision Processes (MDPs). With the new confidence sets, we obtain the follow regret bounds: For linear bandits, we obtain an…
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…
This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesise optimal control policies while ensuring safety during the learning process. Policies are synthesised to satisfy a goal,…
Lifelong reinforcement learning (RL) has been developed as a paradigm for extending single-task RL to more realistic, dynamic settings. In lifelong RL, the "life" of an RL agent is modeled as a stream of tasks drawn from a task…
We study the adversarial online learning problem and create a completely online algorithmic framework that has data dependent regret guarantees in both full expert feedback and bandit feedback settings. We study the expected performance of…
We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all…
The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, likes or ratings. In the example of binary rewards, logistic…
This work advances randomized exploration in reinforcement learning (RL) with function approximation modeled by linear mixture MDPs. We establish the first prior-dependent Bayesian regret bound for RL with function approximation; and refine…
A fundamental problem in adversarial machine learning is to quantify how much training data is needed in the presence of evasion attacks. In this paper we address this issue within the framework of PAC learning, focusing on the class of…
In many real-world applications, it is hard to provide a reward signal in each step of a Reinforcement Learning (RL) process and more natural to give feedback when an episode ends. To this end, we study the recently proposed model of RL…
Recently, there has been significant progress in understanding reinforcement learning in discounted infinite-horizon Markov decision processes (MDPs) by deriving tight sample complexity bounds. However, in many real-world applications, an…
We consider an adversarial variant of the classic $K$-armed linear contextual bandit problem where the sequence of loss functions associated with each arm are allowed to change without restriction over time. Under the assumption that the…
We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…
Bayesian bandit algorithms with approximate Bayesian inference have been widely used in real-world applications. Despite the superior practical performance, their theoretical justification is less investigated in the literature, especially…
Upper Confidence Bound (UCB) is arguably the most commonly used method for linear multi-arm bandit problems. While conceptually and computationally simple, this method highly relies on the confidence bounds, failing to strike the optimal…
Recent developments in digital platforms have highlighted the prevalence of open systems, where agents can arrive and depart over time. While bandit learning in open systems has recently received initial attention, existing work imposes…
We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…
Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…