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We present the first gap-dependent analysis of regret and communication cost for on-policy federated $Q$-Learning in tabular episodic finite-horizon Markov decision processes (MDPs). Existing FRL methods focus on worst-case scenarios,…

Machine Learning · Statistics 2025-09-19 Haochen Zhang , Zhong Zheng , Lingzhou Xue

In this work, we propose a novel inverse reinforcement learning (IRL) algorithm for constrained Markov decision process (CMDP) problems. In standard IRL problems, the inverse learner or agent seeks to recover the reward function of the MDP,…

Machine Learning · Computer Science 2024-01-08 Nirjhar Das , Arpan Chattopadhyay

In reinforcement learning, the discount factor $\gamma$ controls the agent's effective planning horizon. Traditionally, this parameter was considered part of the MDP; however, as deep reinforcement learning algorithms tend to become…

Machine Learning · Computer Science 2020-06-24 Chen Tessler , Shie Mannor

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

Machine Learning · Computer Science 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…

Machine Learning · Computer Science 2020-06-26 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

This paper analyzes reinforcement learning (RL) algorithms for Markov decision processes (MDPs) under the average-reward criterion. We focus on Q-learning algorithms based on relative value iteration (RVI), which are model-free stochastic…

Machine Learning · Computer Science 2024-08-30 Yi Wan , Huizhen Yu , Richard S. Sutton

This paper is devoted to fair optimization in Multiobjective Markov Decision Processes (MOMDPs). A MOMDP is an extension of the MDP model for planning under uncertainty while trying to optimize several reward functions simultaneously. This…

Artificial Intelligence · Computer Science 2013-09-27 Patrice Perny , Paul Weng , Judy Goldsmith , Josiah Hanna

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

Optimization and Control · Mathematics 2021-10-14 René Carmona , Mathieu Laurière , Zongjun Tan

We study a novel setting in Online Markov Decision Processes (OMDPs) where the loss function is chosen by a non-oblivious strategic adversary who follows a no-external regret algorithm. In this setting, we first demonstrate that MDP-Expert,…

Machine Learning · Computer Science 2023-01-31 Le Cong Dinh , David Henry Mguni , Long Tran-Thanh , Jun Wang , Yaodong Yang

We consider the exploration-exploitation dilemma in finite-horizon reinforcement learning problems whose state-action space is endowed with a metric. We introduce Kernel-UCBVI, a model-based optimistic algorithm that leverages the…

Machine Learning · Computer Science 2022-03-25 Omar Darwiche Domingues , Pierre Ménard , Matteo Pirotta , Emilie Kaufmann , Michal Valko

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Machine Learning · Computer Science 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

This paper initiates the study of scale-free learning in Markov Decision Processes (MDPs), where the scale of rewards/losses is unknown to the learner. We design a generic algorithmic framework, \underline{S}cale \underline{C}lipping…

Machine Learning · Computer Science 2024-03-05 Mingyu Chen , Xuezhou Zhang

We study the problem of deployment efficient reinforcement learning (RL) with linear function approximation under the \emph{reward-free} exploration setting. This is a well-motivated problem because deploying new policies is costly in…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

Reinforcement Learning algorithms that learn from human feedback (RLHF) need to be efficient in terms of statistical complexity, computational complexity, and query complexity. In this work, we consider the RLHF setting where the feedback…

Machine Learning · Computer Science 2024-03-14 Runzhe Wu , Wen Sun

The specification of aMarkov decision process (MDP) can be difficult. Reward function specification is especially problematic; in practice, it is often cognitively complex and time-consuming for users to precisely specify rewards. This work…

Artificial Intelligence · Computer Science 2012-05-14 Kevin Regan , Craig Boutilier

We consider online learning for minimizing regret in unknown, episodic Markov decision processes (MDPs) with continuous states and actions. We develop variants of the UCRL and posterior sampling algorithms that employ nonparametric Gaussian…

Machine Learning · Computer Science 2019-01-04 Sayak Ray Chowdhury , Aditya Gopalan

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

Machine Learning · Computer Science 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

We study learning in periodic Markov Decision Process(MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2022-07-26 Ayush Aniket , Arpan Chattopadhyay

We present regret minimization algorithms for stochastic contextual MDPs under minimum reachability assumption, using an access to an offline least square regression oracle. We analyze three different settings: where the dynamics is known,…

Machine Learning · Computer Science 2023-01-24 Orin Levy , Yishay Mansour