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Function approximation has been an indispensable component in modern reinforcement learning algorithms designed to tackle problems with large state spaces in high dimensions. This paper reviews recent results on error analysis for these…

Machine Learning · Computer Science 2024-02-27 Jihao Long , Jiequn Han

In the bandits with knapsacks framework (BwK) the learner has $m$ resource-consumption (packing) constraints. We focus on the generalization of BwK in which the learner has a set of general long-term constraints. The goal of the learner is…

Machine Learning · Computer Science 2024-05-13 Martino Bernasconi , Matteo Castiglioni , Andrea Celli

Vanilla Reinforcement Learning (RL) can efficiently solve complex tasks but does not provide any guarantees on system behavior. To bridge this gap, we propose a three-step safe RL procedure for continuous action spaces that provides…

Robotics · Computer Science 2023-09-29 Hanna Krasowski , Prithvi Akella , Aaron D. Ames , Matthias Althoff

We study the stochastic bandit problem with ReLU neural network structure. We show that a $\tilde{O}(\sqrt{T})$ regret guarantee is achievable by considering bandits with one-layer ReLU neural networks; to the best of our knowledge, our…

Machine Learning · Computer Science 2024-05-14 Kan Xu , Hamsa Bastani , Surbhi Goel , Osbert Bastani

In this paper, we study both multi-armed and contextual bandit problems in censored environments. Our goal is to estimate the performance loss due to censorship in the context of classical algorithms designed for uncensored environments.…

Machine Learning · Computer Science 2023-02-15 Gauthier Guinet , Saurabh Amin , Patrick Jaillet

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

We consider the problem of fitting a reinforcement learning (RL) model to some given behavioral data under a multi-armed bandit environment. These models have received much attention in recent years for characterizing human and animal…

Computational Engineering, Finance, and Science · Computer Science 2026-03-27 Hao Zhu , Jasper Hoffmann , Baohe Zhang , Joschka Boedecker

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…

Machine Learning · Statistics 2024-04-16 Jiachun Li , David Simchi-Levi , Yining Wang

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute…

Machine Learning · Computer Science 2023-02-07 Aldo Pacchiano , Aadirupa Saha , Jonathan Lee

We consider a challenging theoretical problem in offline reinforcement learning (RL): obtaining sample-efficiency guarantees with a dataset lacking sufficient coverage, under only realizability-type assumptions for the function…

Machine Learning · Computer Science 2022-06-16 Jinglin Chen , Nan Jiang

We study online learning with bandit feedback across multiple tasks, with the goal of improving average performance across tasks if they are similar according to some natural task-similarity measure. As the first to target the adversarial…

Machine Learning · Computer Science 2022-05-30 Maria-Florina Balcan , Keegan Harris , Mikhail Khodak , Zhiwei Steven Wu

We analytically derive a class of optimal solutions to a linear program (LP) for automated mechanism design that satisfies efficiency, incentive compatibility, strong budget balance (SBB), and individual rationality (IR), where SBB and IR…

Computer Science and Game Theory · Computer Science 2025-05-20 Takayuki Osogami , Hirota Kinoshita , Segev Wasserkrug

In this work, we address the open problem of finding low-complexity near-optimal multi-armed bandit algorithms for sequential decision making problems. Existing bandit algorithms are either sub-optimal and computationally simple (e.g.,…

Machine Learning · Computer Science 2018-04-18 Fang Liu , Sinong Wang , Swapna Buccapatnam , Ness Shroff

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Machine Learning · Computer Science 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Machine Learning · Computer Science 2022-09-05 Anirban Santara , Claudio Gentile , Gaurav Aggarwal , Shuai Li

Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou

In reinforcement learning, the classic objectives of maximizing discounted and finite-horizon cumulative rewards are PAC-learnable: There are algorithms that learn a near-optimal policy with high probability using a finite amount of samples…

Machine Learning · Computer Science 2023-07-04 Cambridge Yang , Michael Littman , Michael Carbin

Linear temporal logic (LTL) and omega-regular objectives -- a superset of LTL -- have seen recent use as a way to express non-Markovian objectives in reinforcement learning. We introduce a model-based probably approximately correct (PAC)…

Machine Learning · Computer Science 2024-02-22 Mateo Perez , Fabio Somenzi , Ashutosh Trivedi

Despite the significant interest and progress in reinforcement learning (RL) problems with adversarial corruption, current works are either confined to the linear setting or lead to an undesired $\tilde{O}(\sqrt{T}\zeta)$ regret bound,…

Machine Learning · Statistics 2024-02-13 Chenlu Ye , Wei Xiong , Quanquan Gu , Tong Zhang

We consider the contextual bandit problem on general action and context spaces, where the learner's rewards depend on their selected actions and an observable context. This generalizes the standard multi-armed bandit to the case where side…

Machine Learning · Statistics 2023-01-03 Moise Blanchard , Steve Hanneke , Patrick Jaillet