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Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

Reinforcement learning from human feedback (RLHF) replaces hard-to-specify rewards with pairwise trajectory preferences, yet regret-oriented theory often assumes that preference labels are generated consistently from a single ground-truth…

Machine Learning · Computer Science 2026-04-03 Ming Shi , Yingbin Liang , Ness B. Shroff , Ananthram Swami

We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…

Machine Learning · Computer Science 2023-03-16 Rahul Singh , Abhishek Gupta , Ness B. Shroff

The optimization of black-box functions with noisy observations is a fundamental problem with widespread applications, and has been widely studied under the assumption that the function lies in a reproducing kernel Hilbert space (RKHS).…

Machine Learning · Statistics 2025-02-11 Xu Cai , Jonathan Scarlett

Balancing exploration and exploitation is crucial in reinforcement learning (RL). In this paper, we study model-based posterior sampling for reinforcement learning (PSRL) in continuous state-action spaces theoretically and empirically.…

Machine Learning · Computer Science 2021-11-18 Ying Fan , Yifei Ming

We study reinforcement learning in infinite-horizon discounted Markov decision processes with continuous state spaces, where data are generated online from a single trajectory under a Markovian behavior policy. To avoid maintaining an…

Machine Learning · Computer Science 2026-03-05 Shengbo Wang

We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…

Machine Learning · Computer Science 2023-01-10 Arnob Ghosh , Xingyu Zhou , Ness Shroff

In this paper, we consider the problem of black-box optimization with noisy feedback revealed in batches, where the unknown function to optimize has a bounded norm in some Reproducing Kernel Hilbert Space (RKHS). We refer to this as the…

Machine Learning · Statistics 2026-03-16 Chenkai Ma , Keqin Chen , Jonathan Scarlett

This paper delves into the problem of safe reinforcement learning (RL) in a partially observable environment with the aim of achieving safe-reachability objectives. In traditional partially observable Markov decision processes (POMDP),…

Machine Learning · Computer Science 2023-12-04 Xiaoyuan Cheng , Boli Chen , Liz Varga , Yukun Hu

Motivated by real-world settings where data collection and policy deployment -- whether for a single agent or across multiple agents -- are costly, we study the problem of on-policy single-agent reinforcement learning (RL) and federated RL…

Machine Learning · Statistics 2026-03-11 Haochen Zhang , Zhong Zheng , Lingzhou Xue

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at…

Machine Learning · Computer Science 2024-02-21 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

We study time-inhomogeneous episodic reinforcement learning (RL) under general function approximation and sparse rewards. We design a new algorithm, Variance-weighted Optimistic $Q$-Learning (VO$Q$L), based on $Q$-learning and bound its…

Machine Learning · Computer Science 2022-12-13 Alekh Agarwal , Yujia Jin , Tong Zhang

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

A large variety of real-world Reinforcement Learning (RL) tasks is characterized by a complex and heterogeneous structure that makes end-to-end (or flat) approaches hardly applicable or even infeasible. Hierarchical Reinforcement Learning…

Machine Learning · Computer Science 2023-05-12 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

Recent studies have shown that reinforcement learning with KL-regularized objectives can enjoy faster rates of convergence or logarithmic regret, in contrast to the classical $\sqrt{T}$-type regret in the unregularized setting. However, the…

Machine Learning · Computer Science 2026-03-03 Kaixuan Ji , Qingyue Zhao , Heyang Zhao , Qiwei Di , Quanquan Gu

In this work, we propose KeRNS: an algorithm for episodic reinforcement learning in non-stationary Markov Decision Processes (MDPs) whose state-action set is endowed with a metric. Using a non-parametric model of the MDP built with…

Machine Learning · Computer Science 2022-03-25 Omar Darwiche Domingues , Pierre Ménard , Matteo Pirotta , Emilie Kaufmann , Michal Valko

We study a generalization of the problem of online learning in adversarial linear contextual bandits by incorporating loss functions that belong to a reproducing kernel Hilbert space, which allows for a more flexible modeling of complex…

Machine Learning · Statistics 2023-10-04 Gergely Neu , Julia Olkhovskaya , Sattar Vakili

Ridgeless regression has garnered attention among researchers, particularly in light of the ``Benign Overfitting'' phenomenon, where models interpolating noisy samples demonstrate robust generalization. However, kernel ridgeless regression…

Machine Learning · Computer Science 2024-06-04 Fan He , Mingzhen He , Lei Shi , Xiaolin Huang , Johan A. K. Suykens