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In standard RL, a learner attempts to learn an optimal policy for a Markov Decision Process whose structure (e.g. state space) is known. In online model selection, a learner attempts to learn an optimal policy for an MDP knowing only that…

Machine Learning · Computer Science 2024-11-12 Alireza Masoumian , James R. Wright

We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…

Machine Learning · Computer Science 2013-03-14 Yasin Abbasi-Yadkori , Peter L. Bartlett , Csaba Szepesvari

Robot decision-making increasingly relies on data-driven human prediction models when operating around people. While these models are known to mispredict in out-of-distribution interactions, only a subset of prediction errors impact…

Robotics · Computer Science 2024-11-12 Kensuke Nakamura , Ran Tian , Andrea Bajcsy

Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses…

Machine Learning · Computer Science 2023-06-06 Tomáš Kocák , Alexandra Carpentier

In this paper, we study cooperative multi-agent reinforcement learning (MARL) where the joint reward exhibits submodularity, which is a natural property capturing diminishing marginal returns when adding agents to a team. Unlike standard…

Machine Learning · Computer Science 2026-03-10 Wenjing Chen , Chengyuan Qian , Shuo Xing , Yi Zhou , Victoria Crawford

Motivated by a number of real-world applications from domains like healthcare and sustainable transportation, in this paper we study a scenario of repeated principal-agent games within a multi-armed bandit (MAB) framework, where: the…

Machine Learning · Computer Science 2023-05-09 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant

Zero-shot coordination problem in multi-agent reinforcement learning (MARL), which requires agents to adapt to unseen agents, has attracted increasing attention. Traditional approaches often rely on the Self-Play (SP) framework to generate…

Multiagent Systems · Computer Science 2024-11-05 Weifan Long , Wen Wen , Peng Zhai , Lihua Zhang

We study the regret in stochastic Multi-Armed Bandits (MAB) with multiple agents that communicate over an arbitrary connected communication graph. We analyzed a variant of Cooperative Successive Elimination algorithm, COOP-SE, and show an…

Machine Learning · Computer Science 2026-02-04 Idan Barnea , Tal Lancewicki , Yishay Mansour

We consider a multi-agent multi-armed bandit setting in which $n$ honest agents collaborate over a network to minimize regret but $m$ malicious agents can disrupt learning arbitrarily. Assuming the network is the complete graph, existing…

Machine Learning · Computer Science 2023-01-30 Daniel Vial , Sanjay Shakkottai , R. Srikant

In practice, imitation learning is preferred over pure reinforcement learning whenever it is possible to design a teaching agent to provide expert supervision. However, we show that when the teaching agent makes decisions with access to…

Machine Learning · Computer Science 2021-12-06 Luca Weihs , Unnat Jain , Iou-Jen Liu , Jordi Salvador , Svetlana Lazebnik , Aniruddha Kembhavi , Alexander Schwing

In this paper we consider multi-objective reinforcement learning where the objectives are balanced using preferences. In practice, the preferences are often given in an adversarial manner, e.g., customers can be picky in many applications.…

Machine Learning · Computer Science 2021-10-29 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

We consider tackling a single-agent RL problem by distributing it to $n$ learners. These learners, called advisors, endeavour to solve the problem from a different focus. Their advice, taking the form of action values, is then communicated…

Machine Learning · Computer Science 2017-11-16 Romain Laroche , Mehdi Fatemi , Joshua Romoff , Harm van Seijen

This paper is concerned with evaluating different multiagent learning (MAL) algorithms in problems where individual agents may be heterogenous, in the sense of utilizing different learning strategies, without the opportunity for prior…

Multiagent Systems · Computer Science 2019-07-23 Stefano V. Albrecht , Subramanian Ramamoorthy

We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…

Systems and Control · Computer Science 2017-07-19 Eric Mazumdar , Roy Dong , Vicenç Rúbies Royo , Claire Tomlin , S. Shankar Sastry

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

Motivated by learning of correlated equilibria in non-cooperative games, we perform a large deviations analysis of a regret minimizing stochastic approximation algorithm. The regret minimization algorithm we consider comprises multiple…

Optimization and Control · Mathematics 2024-06-04 Hongjiang Qian , Vikram Krishnamurthy

This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when…

Machine Learning · Computer Science 2020-06-02 Alex Ayoub , Zeyu Jia , Csaba Szepesvari , Mengdi Wang , Lin F. Yang

In real-world reinforcement learning (RL) systems, various forms of {\it impaired observability} can complicate matters. These situations arise when an agent is unable to observe the most recent state of the system due to latency or lossy…

Machine Learning · Computer Science 2023-10-30 Minshuo Chen , Jie Meng , Yu Bai , Yinyu Ye , H. Vincent Poor , Mengdi Wang

A key challenge in multi-agent reinforcement learning (MARL) lies in designing learning signals that effectively promote coordination among agents. Designing such signals requires estimating how one agent's current action affects its…

Multiagent Systems · Computer Science 2026-05-12 Haohan Yu , Jinmiao Cong , Shengzhi Wang , Lu Wang , Chanjuan Liu