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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

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

In standard RL, a learner attempts to learn an optimal policy for a Markov Decision Process whose structure (e.g. state space) is known. In online model selection, a learner attempts to learn an optimal policy for an MDP knowing only that…

Machine Learning · Computer Science 2024-11-12 Alireza Masoumian , James R. Wright

We present the first regret bound for classical online Q-learning in infinite-horizon discounted Markov decision processes (MDPs), without relying on optimism or bonus terms. We first analyze Boltzmann Q-learning with decaying temperature…

Machine Learning · Computer Science 2026-05-18 Rahul Singh , Siddharth Chandak , Eric Moulines , Vivek S. Borkar , Nicholas Bambos

Switching costs, which capture the costs for changing policies, are regarded as a critical metric in reinforcement learning (RL), in addition to the standard metric of losses (or rewards). However, existing studies on switching costs (with…

Machine Learning · Computer Science 2023-02-10 Ming Shi , Yingbin Liang , Ness Shroff

In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…

Machine Learning · Statistics 2024-08-21 Xiaofeng Lin , Xuezhou Zhang

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

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.…

Machine Learning · Computer Science 2021-02-19 Jiafan He , Dongruo Zhou , Quanquan Gu

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses…

Machine Learning · Computer Science 2023-06-06 Tomáš Kocák , Alexandra Carpentier

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

We study the problem of planning under model uncertainty in an online meta-reinforcement learning (RL) setting where an agent is presented with a sequence of related tasks with limited interactions per task. The agent can use its experience…

Artificial Intelligence · Computer Science 2023-01-02 Khimya Khetarpal , Claire Vernade , Brendan O'Donoghue , Satinder Singh , Tom Zahavy

Model-free reinforcement learning (RL) algorithms, such as Q-learning, directly parameterize and update value functions or policies without explicitly modeling the environment. They are typically simpler, more flexible to use, and thus more…

Machine Learning · Computer Science 2018-07-11 Chi Jin , Zeyuan Allen-Zhu , Sebastien Bubeck , Michael I. Jordan

The classical theory of reinforcement learning (RL) has focused on tabular and linear representations of value functions. Further progress hinges on combining RL with modern function approximators such as kernel functions and deep neural…

Machine Learning · Computer Science 2021-01-01 Zhuoran Yang , Chi Jin , Zhaoran Wang , Mengdi Wang , Michael I. Jordan

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

Machine Learning · Computer Science 2026-01-21 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by $1$, and proved regret bounds that have a polylogarithmic dependence on the planning horizon $H$. However, it…

Machine Learning · Computer Science 2023-05-16 Kaixuan Ji , Qingyue Zhao , Jiafan He , Weitong Zhang , Quanquan Gu

In this paper we consider multi-objective reinforcement learning where the objectives are balanced using preferences. In practice, the preferences are often given in an adversarial manner, e.g., customers can be picky in many applications.…

Machine Learning · Computer Science 2021-10-29 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

Machine Learning · Computer Science 2023-11-14 Changlong Wu , Ananth Grama , Wojciech Szpankowski

Training models to effectively use test-time compute is crucial for improving the reasoning performance of LLMs. Current methods mostly do so via fine-tuning on search traces or running RL with 0/1 outcome reward, but do these approaches…