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The problem of reinforcement learning in an unknown and discrete Markov Decision Process (MDP) under the average-reward criterion is considered, when the learner interacts with the system in a single stream of observations, starting from an…

Machine Learning · Statistics 2018-03-06 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

We propose a general framework for policy representation for reinforcement learning tasks. This framework involves finding a low-dimensional embedding of the policy on a reproducing kernel Hilbert space (RKHS). The usage of RKHS based…

Machine Learning · Computer Science 2020-10-16 Bogdan Mazoure , Thang Doan , Tianyu Li , Vladimir Makarenkov , Joelle Pineau , Doina Precup , Guillaume Rabusseau

Kernel ridge regression, KRR, is a generalization of linear ridge regression that is non-linear in the data, but linear in the model parameters. Here, we introduce an equivalent formulation of the objective function of KRR, which opens up…

Machine Learning · Statistics 2025-03-10 Oskar Allerbo

In this paper, we study the problem of early stopping for iterative learning algorithms in a reproducing kernel Hilbert space (RKHS) in the nonparametric regression framework. In particular, we work with the gradient descent and (iterative)…

Machine Learning · Statistics 2024-11-26 Yaroslav Averyanov , Alain Celisse

In this paper, we study risk-sensitive Reinforcement Learning (RL), focusing on the objective of Conditional Value at Risk (CVaR) with risk tolerance $\tau$. Starting with multi-arm bandits (MABs), we show the minimax CVaR regret rate is…

Machine Learning · Computer Science 2023-05-26 Kaiwen Wang , Nathan Kallus , Wen Sun

We study risk-sensitive reinforcement learning in episodic Markov decision processes with unknown transition kernels, where the goal is to optimize the total reward under the risk measure of exponential utility. We propose two provably…

Machine Learning · Computer Science 2020-06-25 Yingjie Fei , Zhuoran Yang , Yudong Chen , Zhaoran Wang , Qiaomin Xie

We study reinforcement learning with multinomial logistic (MNL) function approximation where the underlying transition probability kernel of the Markov decision processes (MDPs) is parametrized by an unknown transition core with features of…

Machine Learning · Statistics 2024-11-01 Wooseong Cho , Taehyun Hwang , Joongkyu Lee , Min-hwan Oh

We propose a new point of view for regularizing deep neural networks by using the norm of a reproducing kernel Hilbert space (RKHS). Even though this norm cannot be computed, it admits upper and lower approximations leading to various…

Machine Learning · Statistics 2019-05-15 Alberto Bietti , Grégoire Mialon , Dexiong Chen , Julien Mairal

We propose a policy improvement algorithm for Reinforcement Learning (RL) which is called Rerouted Behavior Improvement (RBI). RBI is designed to take into account the evaluation errors of the Q-function. Such errors are common in RL when…

Machine Learning · Computer Science 2019-07-12 Elad Sarafian , Aviv Tamar , Sarit Kraus

We study dynamic regret in online convex optimization, where the objective is to achieve low cumulative loss relative to an arbitrary benchmark sequence. By observing that competing with an arbitrary sequence of comparators…

Machine Learning · Computer Science 2025-12-12 Andrew Jacobsen , Alessandro Rudi , Francesco Orabona , Nicolo Cesa-Bianchi

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

In many real-world reinforcement learning (RL) problems, the environment exhibits inherent symmetries that can be exploited to improve learning efficiency. This paper develops a theoretical and algorithmic framework for incorporating known…

Machine Learning · Computer Science 2026-04-29 Alexandru Cioba , Aya Kayal , Laura Toni , Sattar Vakili , Alberto Bernacchia

Reinforcement Learning (RL) problems are being considered under increasingly more complex structures. While tabular and linear models have been thoroughly explored, the analytical study of RL under nonlinear function approximation,…

Machine Learning · Computer Science 2025-09-12 Aya Kayal , Sattar Vakili , Laura Toni , Alberto Bernacchia

Specifying reward functions for complex tasks like object manipulation or driving is challenging to do by hand. Reward learning seeks to address this by learning a reward model using human feedback on selected query policies. This shifts…

Machine Learning · Computer Science 2023-02-27 Kush Bhatia , Wenshuo Guo , Jacob Steinhardt

Deep reinforcement learning algorithms that estimate state and state-action value functions have been shown to be effective in a variety of challenging domains, including learning control strategies from raw image pixels. However,…

Machine Learning · Computer Science 2018-10-26 Peter Jin , Kurt Keutzer , Sergey Levine

Under mild assumptions on the kernel, we obtain the best known error rates in a regularized learning scenario taking place in the corresponding reproducing kernel Hilbert space (RKHS). The main novelty in the analysis is a proof that one…

Statistics Theory · Mathematics 2010-01-14 Shahar Mendelson , Joseph Neeman

This is a brief technical note to clarify the state of lower bounds on regret for reinforcement learning. In particular, this paper: - Reproduces a lower bound on regret for reinforcement learning, similar to the result of Theorem 5 in the…

Machine Learning · Statistics 2016-08-10 Ian Osband , Benjamin Van Roy

Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled…

Machine Learning · Computer Science 2024-06-05 Mirco Mutti , Aviv Tamar

Recent advances in Reinforcement Learning from Human Feedback (RLHF) have shown that KL-regularization plays a pivotal role in improving the efficiency of RL fine-tuning for large language models (LLMs). Despite its empirical advantage, the…

Machine Learning · Computer Science 2026-03-12 Heyang Zhao , Chenlu Ye , Wei Xiong , Quanquan Gu , Tong Zhang

Confidence intervals are a crucial building block in the analysis of various online learning problems. The analysis of kernel based bandit and reinforcement learning problems utilize confidence intervals applicable to the elements of a…

Machine Learning · Statistics 2021-11-01 Sattar Vakili , Jonathan Scarlett , Tara Javidi
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