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We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy optimization algorithms, POWER and POWER++, and establish…

Machine Learning · Computer Science 2020-07-02 Yingjie Fei , Zhuoran Yang , Zhaoran Wang , Qiaomin Xie

Reinforcement learning (RL) methods learn optimal decisions in the presence of a stationary environment. However, the stationary assumption on the environment is very restrictive. In many real world problems like traffic signal control,…

Machine Learning · Computer Science 2020-06-08 Sindhu Padakandla , Prabuchandran K. J , Shalabh Bhatnagar

In some applications of reinforcement learning, a dataset of pre-collected experience is already available but it is also possible to acquire some additional online data to help improve the quality of the policy. However, it may be…

Machine Learning · Computer Science 2023-07-11 Ruiqi Zhang , Andrea Zanette

Realtime environments change even as agents perform action inference and learning, thus requiring high interaction frequencies to effectively minimize regret. However, recent advances in machine learning involve larger neural networks with…

Machine Learning · Computer Science 2024-12-20 Matthew Riemer , Gopeshh Subbaraj , Glen Berseth , Irina Rish

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative…

Machine Learning · Computer Science 2023-06-08 Debmalya Mandal , Stelios Triantafyllou , Goran Radanovic

Real-world autonomous decision-making systems, from robots to recommendation engines, must operate in environments that change over time. While deep reinforcement learning (RL) has shown an impressive ability to learn optimal policies in…

Machine Learning · Computer Science 2025-05-16 Jonathan Clifford Balloch

Reinforcement learning has been shown to perform a range of complex tasks through interaction with an environment or collected leveraging experience. However, many of these approaches presume optimal or near optimal experiences or the…

Machine Learning · Computer Science 2021-09-21 Chapman Siu , Jason Traish , Richard Yi Da Xu

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

In reinforcement learning, it is common to let an agent interact for a fixed amount of time with its environment before resetting it and repeating the process in a series of episodes. The task that the agent has to learn can either be to…

Machine Learning · Computer Science 2022-01-28 Fabio Pardo , Arash Tavakoli , Vitaly Levdik , Petar Kormushev

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

Learning auxiliary tasks, such as multiple predictions about the world, can provide many benefits to reinforcement learning systems. A variety of off-policy learning algorithms have been developed to learn such predictions, but as yet there…

Machine Learning · Computer Science 2022-02-24 Matthew McLeod , Chunlok Lo , Matthew Schlegel , Andrew Jacobsen , Raksha Kumaraswamy , Martha White , Adam White

Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…

Machine Learning · Computer Science 2021-04-06 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…

Machine Learning · Computer Science 2023-10-19 Hanyang Zhao , Wenpin Tang , David D. Yao

Oftentimes, environments for sequential decision-making problems can be quite sparse in the provision of evaluative feedback to guide reinforcement-learning agents. In the extreme case, long trajectories of behavior are merely punctuated…

Machine Learning · Computer Science 2023-08-22 Akash Velu , Skanda Vaidyanath , Dilip Arumugam

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…

This paper addresses the problem of online inverse reinforcement learning for systems with limited data and uncertain dynamics. In the developed approach, the state and control trajectories are recorded online by observing an agent perform…

Systems and Control · Electrical Eng. & Systems 2020-08-21 Ryan Self , S M Nahid Mahmud , Katrine Hareland , Rushikesh Kamalapurkar

In many reinforcement learning (RL) applications, we want policies that reach desired states and then keep the controlled system within an acceptable region around the desired states over an indefinite period of time. This latter objective…

Machine Learning · Computer Science 2024-05-28 Brahma S. Pavse , Matthew Zurek , Yudong Chen , Qiaomin Xie , Josiah P. Hanna