Related papers: Differentially Private Episodic Reinforcement Lear…
In Markov Decision Processes (MDPs), the reward obtained in a state depends on the properties of the last state and action. This state dependency makes it difficult to reward more interesting long-term behaviors, such as always closing a…
We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…
We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of…
We consider online learning for minimizing regret in unknown, episodic Markov decision processes (MDPs) with continuous states and actions. We develop variants of the UCRL and posterior sampling algorithms that employ nonparametric Gaussian…
Label differential privacy (DP) is designed for learning problems involving private labels and public features. While various methods have been proposed for learning under label DP, the theoretical limits remain largely unexplored. In this…
We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…
A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…
Learning Markov decision processes (MDP) in an adversarial environment has been a challenging problem. The problem becomes even more challenging with function approximation, since the underlying structure of the loss function and transition…
We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…
To date, distributional reinforcement learning (distributional RL) methods have exclusively focused on the discounted setting, where an agent aims to optimize a discounted sum of rewards over time. In this work, we extend distributional RL…
Federated learning is distributed model training across several clients without disclosing raw data. Despite advancements in data privacy, risks still remain. Differential Privacy (DP) is a technique to protect sensitive data by adding…
In this work, we study the low-rank MDPs with adversarially changed losses in the full-information feedback setting. In particular, the unknown transition probability kernel admits a low-rank matrix decomposition \citep{REPUCB22}, and the…
Average-reward Markov decision processes (MDPs) provide a foundational framework for sequential decision-making under uncertainty. However, average-reward MDPs have remained largely unexplored in reinforcement learning (RL) settings, with…
An important problem in deep learning is the privacy and security of neural networks (NNs). Both aspects have long been considered separately. To date, it is still poorly understood how privacy enhancing training affects the robustness of…
We study the estimation of risk-sensitive policies in reinforcement learning problems defined by a Markov Decision Process (MDPs) whose state and action spaces are countably finite. Prior efforts are predominately afflicted by computational…
We present the first gap-dependent analysis of regret and communication cost for on-policy federated $Q$-Learning in tabular episodic finite-horizon Markov decision processes (MDPs). Existing FRL methods focus on worst-case scenarios,…
We study online learning in constrained Markov decision processes (CMDPs) with adversarial losses and stochastic hard constraints, under bandit feedback. We consider three scenarios. In the first one, we address general CMDPs, where we…
Maximising a cumulative reward function that is Markov and stationary, i.e., defined over state-action pairs and independent of time, is sufficient to capture many kinds of goals in a Markov decision process (MDP). However, not all goals…
Heavy-tailed distributions naturally arise in several settings, from finance to telecommunications. While regret minimization under subgaussian or bounded rewards has been widely studied, learning with heavy-tailed distributions only gained…
We study reinforcement learning with delayed state observation, where the agent observes the current state after some random number of time steps. We propose an algorithm that combines the augmentation method and the upper confidence bound…