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Low-complexity models such as linear function representation play a pivotal role in enabling sample-efficient reinforcement learning (RL). The current paper pertains to a scenario with value-based linear representation, which postulates the…

Machine Learning · Computer Science 2021-10-19 Gen Li , Yuxin Chen , Yuejie Chi , Yuantao Gu , Yuting Wei

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…

Machine Learning · Computer Science 2022-03-16 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

We study model-based reinforcement learning in an unknown finite communicating Markov decision process. We propose a simple algorithm that leverages a variance based confidence interval. We show that the proposed algorithm, UCRL-V, achieves…

Machine Learning · Computer Science 2019-12-12 Aristide Tossou , Debabrota Basu , Christos Dimitrakakis

A promising way to improve the sample efficiency of reinforcement learning is model-based methods, in which many explorations and evaluations can happen in the learned models to save real-world samples. However, when the learned model has a…

Machine Learning · Computer Science 2022-09-14 Haoxin Lin , Yihao Sun , Jiaji Zhang , Yang Yu

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

A fundamental challenge in model-based offline reinforcement learning (RL) lies in the trade-off between generalization and robustness against exploitation errors in out-of-distribution (OOD) regions. While OOD samples may capture valid…

Artificial Intelligence · Computer Science 2026-05-11 Hongqiang Lin , Dongxu Zhang , Yiding Sun , Mingzhe Li , Ning Yang , Haijun Zhang

In this work, we study the online convex optimization problem with curved losses and delayed feedback. When losses are strongly convex, existing approaches obtain regret bounds of order $d_{\max} \ln T$, where $d_{\max}$ is the maximum…

Machine Learning · Computer Science 2025-06-10 Hao Qiu , Emmanuel Esposito , Mengxiao Zhang

Reinforcement learning (RL)-based fine-tuning has become a crucial step in post-training language models for advanced mathematical reasoning and coding. Following the success of frontier reasoning models, recent work has demonstrated that…

Machine Learning · Computer Science 2025-08-11 Rosie Zhao , Alexandru Meterez , Sham Kakade , Cengiz Pehlevan , Samy Jelassi , Eran Malach

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

Reinforcement learning (RL) has become the de facto standard practice for sequential decision-making problems by improving future acting policies with feedback. However, RL algorithms may require extensive trial-and-error interactions to…

Machine Learning · Computer Science 2024-02-27 Shenao Zhang , Sirui Zheng , Shuqi Ke , Zhihan Liu , Wanxin Jin , Jianbo Yuan , Yingxiang Yang , Hongxia Yang , Zhaoran Wang

We consider the exploration-exploitation dilemma in finite-horizon reinforcement learning (RL). When the state space is large or continuous, traditional tabular approaches are unfeasible and some form of function approximation is mandatory.…

Machine Learning · Computer Science 2023-09-11 Andrea Zanette , David Brandfonbrener , Emma Brunskill , Matteo Pirotta , Alessandro Lazaric

Most of the existing works for reinforcement learning (RL) with general function approximation (FA) focus on understanding the statistical complexity or regret bounds. However, the computation complexity of such approaches is far from being…

Machine Learning · Computer Science 2023-04-19 Dingwen Kong , Ruslan Salakhutdinov , Ruosong Wang , Lin F. Yang

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

This paper considers a class of reinforcement learning problems, which involve systems with two types of states: stochastic and pseudo-stochastic. In such systems, stochastic states follow a stochastic transition kernel while the…

Machine Learning · Computer Science 2023-11-09 Honghao Wei , Xin Liu , Weina Wang , Lei Ying

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

Machine Learning · Computer Science 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert

Inverse reinforcement learning (IRL) aims to estimate the reward function of optimizing agents by observing their response (estimates or actions). This paper considers IRL when noisy estimates of the gradient of a reward function generated…

Machine Learning · Computer Science 2021-01-19 Vikram Krishnamurthy , George Yin

In recent years, data-driven reinforcement learning (RL), also known as offline RL, have gained significant attention. However, the role of data sampling techniques in offline RL has been overlooked despite its potential to enhance online…

Machine Learning · Computer Science 2025-03-24 Jinyi Liu , Yi Ma , Jianye Hao , Yujing Hu , Yan Zheng , Tangjie Lv , Changjie Fan

Sampling algorithms drive probabilistic machine learning, and recent years have seen an explosion in the diversity of tools for this task. However, the increasing sophistication of sampling algorithms is correlated with an increase in the…

Computation · Statistics 2025-07-02 Congye Wang , Matthew A. Fisher , Heishiro Kanagawa , Wilson Chen , Chris. J. Oates