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In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…

Machine Learning · Computer Science 2025-11-03 Junfan Li , Shizhong Liao , Zenglin Xu , Liqiang Nie

We study the offline reinforcement learning (RL) in the face of unmeasured confounders. Due to the lack of online interaction with the environment, offline RL is facing the following two significant challenges: (i) the agent may be…

Machine Learning · Computer Science 2022-09-20 Zuyue Fu , Zhengling Qi , Zhaoran Wang , Zhuoran Yang , Yanxun Xu , Michael R. Kosorok

Current Reinforcement Learning (RL) is often limited by the large amount of data needed to learn a successful policy. Offline RL aims to solve this issue by using transitions collected by a different behavior policy. We address a novel…

Machine Learning · Computer Science 2024-05-29 Johannes Ackermann , Takayuki Osa , Masashi Sugiyama

Applying reinforcement learning (RL) to real-world problems is often made challenging by the inability to interact with the environment and the difficulty of designing reward functions. Offline RL addresses the first challenge by…

Machine Learning · Computer Science 2025-03-03 Alizée Pace , Bernhard Schölkopf , Gunnar Rätsch , Giorgia Ramponi

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

In this paper, we study a novel episodic risk-sensitive Reinforcement Learning (RL) problem, named Iterated CVaR RL, which aims to maximize the tail of the reward-to-go at each step, and focuses on tightly controlling the risk of getting…

Machine Learning · Computer Science 2023-05-12 Yihan Du , Siwei Wang , Longbo Huang

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Machine Learning · Computer Science 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

Recently, Offline Reinforcement Learning (RL) has achieved remarkable progress with the emergence of various algorithms and datasets. However, these methods usually focus on algorithmic advancements, ignoring that many low-level…

Machine Learning · Computer Science 2023-06-02 Bingyi Kang , Xiao Ma , Yirui Wang , Yang Yue , Shuicheng Yan

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

Machine Learning · Computer Science 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

We propose a distributional framework for offline Inverse Reinforcement Learning (IRL) that jointly models uncertainty over reward functions and full distributions of returns. Unlike conventional IRL approaches that recover a deterministic…

Machine Learning · Computer Science 2026-05-29 Feiyang Wu , Ye Zhao , Anqi Wu

Reinforcement learning (RL) has shown empirical success in various real world settings with complex models and large state-action spaces. The existing analytical results, however, typically focus on settings with a small number of…

Machine Learning · Computer Science 2024-03-15 Sattar Vakili , Julia Olkhovskaya

Offline-to-online reinforcement learning (RL) leverages both pre-trained offline policies and online policies trained for downstream tasks, aiming to improve data efficiency and accelerate performance enhancement. An existing approach,…

Machine Learning · Computer Science 2024-11-01 JaeYoon Kim , Junyu Xuan , Christy Liang , Farookh Hussain

The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…

Machine Learning · Computer Science 2025-11-03 Cheng Tang , Zhishuai Liu , Pan Xu

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

Machine Learning · Computer Science 2024-03-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

We consider the offline constrained reinforcement learning (RL) problem, in which the agent aims to compute a policy that maximizes expected return while satisfying given cost constraints, learning only from a pre-collected dataset. This…

Machine Learning · Computer Science 2022-04-20 Jongmin Lee , Cosmin Paduraru , Daniel J. Mankowitz , Nicolas Heess , Doina Precup , Kee-Eung Kim , Arthur Guez

Model-based offline reinforcement learning (RL) is a compelling approach that addresses the challenge of learning from limited, static data by generating imaginary trajectories using learned models. However, these approaches often struggle…

Machine Learning · Computer Science 2024-12-04 Kwanyoung Park , Youngwoon Lee

Offline Reinforcement Learning (RL) is structured to derive policies from static trajectory data without requiring real-time environment interactions. Recent studies have shown the feasibility of framing offline RL as a sequence modeling…

Machine Learning · Computer Science 2023-09-01 Abdelghani Ghanem , Philippe Ciblat , Mounir Ghogho

Offline reinforcement learning (RL) presents distinct challenges as it relies solely on observational data. A central concern in this context is ensuring the safety of the learned policy by quantifying uncertainties associated with various…

Machine Learning · Computer Science 2025-07-03 Xiaocong Chen , Siyu Wang , Tong Yu , Lina Yao

Inverse reinforcement learning (IRL) aims to recover the reward function of an expert agent from demonstrations of behavior. It is well-known that the IRL problem is fundamentally ill-posed, i.e., many reward functions can explain the…

Machine Learning · Computer Science 2024-06-07 Filippo Lazzati , Mirco Mutti , Alberto Maria Metelli

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong