Related papers: On Sample-Efficient Offline Reinforcement Learning…

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

Offline Safe Reinforcement Learning (RL) seeks to address safety constraints by learning from static datasets and restricting exploration. However, these approaches heavily rely on the dataset and struggle to generalize to unseen scenarios…

We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…

Reinforcement learning (RL) has shown great success in estimating sequential treatment strategies which take into account patient heterogeneity. However, health-outcome information, which is used as the reward for reinforcement learning…

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…

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

We study offline reinforcement learning in average-reward MDPs, which presents increased challenges from the perspectives of distribution shift and non-uniform coverage, and has been relatively underexamined from a theoretical perspective.…

Offline reinforcement learning (RL) optimizes the policy on a previously collected dataset without any interactions with the environment, yet usually suffers from the distributional shift problem. To mitigate this issue, a typical solution…

Online reinforcement learning (RL) algorithms are often difficult to deploy in complex human-facing applications as they may learn slowly and have poor early performance. To address this, we introduce a practical algorithm for incorporating…

We propose a practical non-episodic PSRL algorithm that unlike recent state-of-the-art PSRL algorithms uses a deterministic, model-independent episode switching schedule. Our algorithm termed deterministic schedule PSRL (DS-PSRL) is…

In this paper, we leverage ideas from model-based control to address the sample efficiency problem of reinforcement learning (RL) algorithms. Accelerating learning is an active field of RL highly relevant in the context of time-varying…

Zero-shot reinforcement learning (RL) promises to provide agents that can perform any task in an environment after an offline, reward-free pre-training phase. Methods leveraging successor measures and successor features have shown strong…

Imitation learning has proven effective for training robots to perform complex tasks from expert human demonstrations. However, it remains limited by its reliance on high-quality, task-specific data, restricting adaptability to the diverse…

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

To obtain a near-optimal policy with fewer interactions in Reinforcement Learning (RL), a promising approach involves the combination of offline RL, which enhances sample efficiency by leveraging offline datasets, and online RL, which…

In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…

Recent studies in reinforcement learning (RL) have made significant progress by leveraging function approximation to alleviate the sample complexity hurdle for better performance. Despite the success, existing provably efficient algorithms…

Deep Reinforcement Learning (RL) is a powerful framework for solving complex real-world problems. Large neural networks employed in the framework are traditionally associated with better generalization capabilities, but their increased size…

Attention-based sequential recommendation methods have shown promise in accurately capturing users' evolving interests from their past interactions. Recent research has also explored the integration of reinforcement learning (RL) into these…

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…