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We study agents acting in an unknown environment where the agent's goal is to find a robust policy. We consider robust policies as policies that achieve high cumulative rewards for all possible environments. To this end, we consider agents…

Machine Learning · Computer Science 2024-10-22 Raghav Bongole , Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…

Machine Learning · Computer Science 2019-11-01 Yonathan Efroni , Nadav Merlis , Mohammad Ghavamzadeh , Shie Mannor

Safe generalization in reinforcement learning requires not only that a learned policy acts capably in new situations, but also that it uses its capabilities towards the pursuit of the designer's intended goal. The latter requirement may…

Building on the framework introduced by Xu and Raginksy [1] for supervised learning problems, we study the best achievable performance for model-based Bayesian reinforcement learning problems. With this purpose, we define minimum Bayesian…

Machine Learning · Computer Science 2022-07-19 Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

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 an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations…

Machine Learning · Computer Science 2013-03-19 Odalric-Ambrym Maillard , Phuong Nguyen , Ronald Ortner , Daniil Ryabko

Existing value-factorized based Multi-Agent deep Reinforce-ment Learning (MARL) approaches are well-performing invarious multi-agent cooperative environment under thecen-tralized training and decentralized execution(CTDE) scheme,where all…

Artificial Intelligence · Computer Science 2019-11-19 Runsheng Yu , Zhenyu Shi , Xinrun Wang , Rundong Wang , Buhong Liu , Xinwen Hou , Hanjiang Lai , Bo An

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

Machine Learning · Computer Science 2024-05-07 Mengfan Xu , Diego Klabjan

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

In this paper, we study the problem of efficient online reinforcement learning in the infinite horizon setting when there is an offline dataset to start with. We assume that the offline dataset is generated by an expert but with unknown…

Machine Learning · Computer Science 2024-02-05 Dengwang Tang , Rahul Jain , Botao Hao , Zheng Wen

Deep Reinforcement Learning (DRL) policies have been shown to be vulnerable to small adversarial noise in observations. Such adversarial noise can have disastrous consequences in safety-critical environments. For instance, a self-driving…

Machine Learning · Computer Science 2024-03-28 Roman Belaire , Pradeep Varakantham , Thanh Nguyen , David Lo

The curse of dimensionality renders Reinforcement Learning (RL) impractical in many real-world settings with exponentially large state and action spaces. Yet, many environments exhibit exploitable structure that can accelerate learning. To…

Machine Learning · Computer Science 2025-10-16 Thomas van Vuren , Fiona Sloothaak , Maarten G. Wolf , Jaron Sanders

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

Computer Science and Game Theory · Computer Science 2013-09-06 Jeremiah Blocki , Nicolas Christin , Anupam Datta , Arunesh Sinha

Reinforcement learning (RL) has traditionally been understood from an episodic perspective; the concept of non-episodic RL, where there is no restart and therefore no reliable recovery, remains elusive. A fundamental question in…

Machine Learning · Computer Science 2021-05-31 Shuang Liu , Hao Su

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 reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…

Machine Learning · Computer Science 2023-03-16 Rahul Singh , Abhishek Gupta , Ness B. Shroff

In various control task domains, existing controllers provide a baseline level of performance that -- though possibly suboptimal -- should be maintained. Reinforcement learning (RL) algorithms that rely on extensive exploration of the state…

Machine Learning · Computer Science 2022-09-21 Sheelabhadra Dey , Sumedh Pendurkar , Guni Sharon , Josiah P. Hanna

We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…

Machine Learning · Computer Science 2021-06-29 Damianos Tranos , Alexandre Proutiere

Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss. However, powerful RL optimizers inevitably exploit minor model inaccuracies, leading to simulator exploitation and a reality gap…

Machine Learning · Computer Science 2026-05-29 Christoph Dann , Yishay Mansour , Mehryar Mohri

The past decade has seen vast progress in deep reinforcement learning (RL) on the back of algorithms manually designed by human researchers. Recently, it has been shown that it is possible to meta-learn update rules, with the hope of…

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