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We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

We study the problem of exploration in Reinforcement Learning and present a novel model-free solution. We adopt an information-theoretical viewpoint and start from the instance-specific lower bound of the number of samples that have to be…

Machine Learning · Computer Science 2024-07-02 Alessio Russo , Alexandre Proutiere

We study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…

Machine Learning · Computer Science 2023-03-13 Honghao Wei , Arnob Ghosh , Ness Shroff , Lei Ying , Xingyu Zhou

We study reinforcement learning in non-episodic factored Markov decision processes (FMDPs). We propose two near-optimal and oracle-efficient algorithms for FMDPs. Assuming oracle access to an FMDP planner, they enjoy a Bayesian and a…

Machine Learning · Statistics 2020-06-09 Ziping Xu , Ambuj Tewari

Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…

Machine Learning · Computer Science 2020-02-26 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Hiteshi Sharma , Rahul Jain

What data or environments to use for training to improve downstream performance is a longstanding and very topical question in reinforcement learning. In particular, Unsupervised Environment Design (UED) methods have gained recent attention…

Machine Learning · Computer Science 2024-10-31 Alexander Rutherford , Michael Beukman , Timon Willi , Bruno Lacerda , Nick Hawes , Jakob Foerster

Reinforcement learning is a promising paradigm for solving sequential decision-making problems, but low data efficiency and weak generalization across tasks are bottlenecks in real-world applications. Model-based meta reinforcement learning…

Machine Learning · Computer Science 2021-02-17 Qi Wang , Herke van Hoof

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

General function approximation is a powerful tool to handle large state and action spaces in a broad range of reinforcement learning (RL) scenarios. However, theoretical understanding of non-stationary MDPs with general function…

Machine Learning · Computer Science 2023-06-02 Songtao Feng , Ming Yin , Ruiquan Huang , Yu-Xiang Wang , Jing Yang , Yingbin Liang

Reinforcement learning is able to solve complex sequential decision-making tasks but is currently limited by sample efficiency and required computation. To improve sample efficiency, recent work focuses on model-based RL which interleaves…

Machine Learning · Computer Science 2023-06-19 Yi Zhao , Wenshuai Zhao , Rinu Boney , Juho Kannala , Joni Pajarinen

Although recent model-free reinforcement learning algorithms have been shown to be capable of mastering complicated decision-making tasks, the sample complexity of these methods has remained a hurdle to utilizing them in many real-world…

Machine Learning · Computer Science 2020-04-21 Saeed Moazami , Peggy Doerschuk

Time-varying systems are a challenge in many scientific and engineering areas. Usually, estimation of time-varying parameters or signals must be performed online, which calls for the development of responsive online algorithms. In this…

Optimization and Control · Mathematics 2018-09-10 Sophie M. Fosson

In model-based reinforcement learning, most algorithms rely on simulating trajectories from one-step models of the dynamics learned on data. A critical challenge of this approach is the compounding of one-step prediction errors as the…

Machine Learning · Computer Science 2024-02-06 Abdelhakim Benechehab , Albert Thomas , Giuseppe Paolo , Maurizio Filippone , Balázs Kégl

Algorithmic recourse seeks to provide individuals with actionable recommendations that increase their chances of receiving favorable outcomes from automated decision systems (e.g., loan approvals). While prior research has emphasized…

Machine Learning · Computer Science 2026-02-03 Marina Ceccon , Alessandro Fabris , Goran Radanović , Asia J. Biega , Gian Antonio Susto

Learning in POMDPs is known to be significantly harder than in MDPs. In this paper, we consider the online learning problem for episodic POMDPs with unknown transition and observation models. We propose a Posterior Sampling-based…

Machine Learning · Computer Science 2024-10-24 Dengwang Tang , Dongze Ye , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

Model-based reinforcement learning (MBRL) is believed to have higher sample efficiency compared with model-free reinforcement learning (MFRL). However, MBRL is plagued by dynamics bottleneck dilemma. Dynamics bottleneck dilemma is the…

Machine Learning · Computer Science 2021-06-25 Xiyao Wang , Junge Zhang , Wenzhen Huang , Qiyue Yin

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

Model-based reinforcement learning aims to increase sample efficiency, but the accuracy of dynamics models and the resulting compounding errors are often seen as key limitations. This paper empirically investigates potential sample…

Machine Learning · Computer Science 2024-12-31 Daniel Palenicek , Michael Lutter , João Carvalho , Daniel Dennert , Faran Ahmad , Jan Peters

We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…

Machine Learning · Computer Science 2025-02-19 Nianli Peng , Muhang Tian , Brandon Fain