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Related papers: Posterior Sampling with Delayed Feedback for Reinf…

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Reinforcement learning algorithms often suffer from slow convergence due to sparse reward signals, particularly in complex environments where feedback is delayed or infrequent. This paper introduces the Psychological Regret Model (PRM), a…

Machine Learning · Computer Science 2026-02-04 Zhe Xu

We consider the problem of online reinforcement learning for the Stochastic Shortest Path (SSP) problem modeled as an unknown MDP with an absorbing state. We propose PSRL-SSP, a simple posterior sampling-based reinforcement learning…

Machine Learning · Computer Science 2021-06-11 Mehdi Jafarnia-Jahromi , Liyu Chen , Rahul Jain , Haipeng Luo

Reinforcement Learning algorithms that learn from human feedback (RLHF) need to be efficient in terms of statistical complexity, computational complexity, and query complexity. In this work, we consider the RLHF setting where the feedback…

Machine Learning · Computer Science 2024-03-14 Runzhe Wu , Wen Sun

Sample inefficiency is a long-lasting challenge in deep reinforcement learning (DRL). Despite dramatic improvements have been made, the problem is far from being solved and is especially challenging in environments with sparse or delayed…

Machine Learning · Computer Science 2025-06-17 Federico Malato , Ville Hautamaki

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

In preference-based reinforcement learning (RL), an agent interacts with the environment while receiving preferences instead of absolute feedback. While there is increasing research activity in preference-based RL, the design of formal…

Machine Learning · Computer Science 2020-06-30 Ellen R. Novoseller , Yibing Wei , Yanan Sui , Yisong Yue , Joel W. Burdick

We study a posterior sampling approach to efficient exploration in constrained reinforcement learning. Alternatively to existing algorithms, we propose two simple algorithms that are more efficient statistically, simpler to implement and…

Machine Learning · Computer Science 2022-09-09 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Common assumptions, like linear or RKHS models, and Gaussian or log-concave posteriors over the models, do not explain practical success of RL across a wider range of distributions and models. Thus, we study how to design RL algorithms with…

Machine Learning · Computer Science 2025-02-06 Emilio Jorge , Christos Dimitrakakis , Debabrota Basu

Reinforcement learning (RL) is challenging in the common case of delays between events and their sensory perceptions. State-of-the-art (SOTA) state augmentation techniques either suffer from state space explosion or performance degeneration…

Machine Learning · Computer Science 2024-06-07 Qingyuan Wu , Simon Sinong Zhan , Yixuan Wang , Yuhui Wang , Chung-Wei Lin , Chen Lv , Qi Zhu , Jürgen Schmidhuber , Chao Huang

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

Machine Learning · Computer Science 2022-09-27 Firas Jarboui , Ahmed Akakzia

We present an algorithm based on posterior sampling (aka Thompson sampling) that achieves near-optimal worst-case regret bounds when the underlying Markov Decision Process (MDP) is communicating with a finite, though unknown, diameter. Our…

Machine Learning · Computer Science 2020-04-01 Shipra Agrawal , Randy Jia

We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2024-05-30 Danil Provodin , Maurits Kaptein , Mykola Pechenizkiy

We develop an extension of posterior sampling for reinforcement learning (PSRL) that is suited for a continuing agent-environment interface and integrates naturally into agent designs that scale to complex environments. The approach,…

Machine Learning · Computer Science 2025-10-15 Wanqiao Xu , Shi Dong , Benjamin Van Roy

Delays frequently occur in real-world environments, yet standard reinforcement learning (RL) algorithms often assume instantaneous perception of the environment. We study random sensor delays in POMDPs, where observations may arrive…

Machine Learning · Computer Science 2026-04-17 Armin Karamzade , Kyungmin Kim , JB Lanier , Davide Corsi , Roy Fox

Integrating large language models (LLMs) as priors in reinforcement learning (RL) offers significant advantages but comes with substantial computational costs. We present a principled cache-efficient framework for posterior sampling with…

Machine Learning · Computer Science 2025-09-30 Ibne Farabi Shihab , Sanjeda Akter , Anuj Sharma

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

We develop a reduction-based framework for online learning with delayed feedback that recovers and improves upon existing results for both first-order and bandit convex optimization. Our approach introduces a continuous-time model under…

Machine Learning · Computer Science 2026-02-04 Alexander Ryabchenko , Idan Attias , Daniel M. Roy

Thompson Sampling is one of the most effective methods for contextual bandits and has been generalized to posterior sampling for certain MDP settings. However, existing posterior sampling methods for reinforcement learning are limited by…

Machine Learning · Computer Science 2022-08-24 Christoph Dann , Mehryar Mohri , Tong Zhang , Julian Zimmert

We seek to understand what facilitates sample-efficient learning from historical datasets for sequential decision-making, a problem that is popularly known as offline reinforcement learning (RL). Further, we are interested in algorithms…

Machine Learning · Computer Science 2024-02-07 Thanh Nguyen-Tang , Raman Arora

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye