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We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

The setting of an agent making decisions under uncertainty and under dynamic constraints is common for the fields of optimal control, reinforcement learning, and recently also for online learning. In the online learning setting, the quality…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Aren Karapetyan , Anastasios Tsiamis , Efe C. Balta , Andrea Iannelli , John Lygeros

Deep model-based Reinforcement Learning (RL) has the potential to substantially improve the sample-efficiency of deep RL. While various challenges have long held it back, a number of papers have recently come out reporting success with deep…

Machine Learning · Computer Science 2020-12-04 Harm van Seijen , Hadi Nekoei , Evan Racah , Sarath Chandar

Collaborative learning through latent shared feature representations enables heterogeneous clients to train personalized models with improved performance and reduced sample complexity. Despite empirical success and extensive study, the…

Machine Learning · Computer Science 2025-11-25 Xiaochun Niu , Lili Su , Jiaming Xu , Pengkun Yang

We consider the problem of provably optimal exploration in reinforcement learning for finite horizon MDPs. We show that an optimistic modification to value iteration achieves a regret bound of $\tilde{O}( \sqrt{HSAT} + H^2S^2A+H\sqrt{T})$…

Machine Learning · Statistics 2017-07-04 Mohammad Gheshlaghi Azar , Ian Osband , Rémi Munos

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

Large language models increasingly rely on either reinforcement learning or multi-agent prompting to improve reasoning, yet these two paradigms remain difficult to combine. Directly applying single-agent reinforcement learning to multi-turn…

Artificial Intelligence · Computer Science 2026-05-28 Chusen Li , Zhou Liu , Shuigeng Zhou , Wentao Zhang

Follow-the-Regularized-Leader (FTRL) is a powerful framework for various online learning problems. By designing its regularizer and learning rate to be adaptive to past observations, FTRL is known to work adaptively to various properties of…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito

In online learning, a decision maker repeatedly selects one of a set of actions, with the goal of minimizing the overall loss incurred. Following the recent line of research on algorithms endowed with additional predictive features, we…

The theory of reinforcement learning currently suffers from a mismatch between its empirical performance and the theoretical characterization of its performance, with consequences for, e.g., the understanding of sample efficiency, safety,…

Machine Learning · Computer Science 2022-02-14 Feicheng Wang , Lucas Janson

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

Machine Learning · Computer Science 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh

We propose a game-based formulation for learning dimensionality-reducing representations of feature vectors, when only a prior knowledge on future prediction tasks is available. In this game, the first player chooses a representation, and…

Machine Learning · Computer Science 2024-03-12 Neria Uzan , Nir Weinberger

In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…

Quantum Physics · Physics 2026-03-27 Josep Lumbreras , Ruo Cheng Huang , Yanglin Hu , Marco Fanizza , Mile Gu

We study predictive control in a setting where the dynamics are time-varying and linear, and the costs are time-varying and well-conditioned. At each time step, the controller receives the exact predictions of costs, dynamics, and…

Optimization and Control · Mathematics 2021-06-22 Yiheng Lin , Yang Hu , Haoyuan Sun , Guanya Shi , Guannan Qu , Adam Wierman

We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities depend on both states and controls while states are…

Machine Learning · Computer Science 2025-07-24 Yilie Huang , Xun Yu Zhou

We study episodic linear mixture MDPs with the unknown transition and adversarial rewards under full-information feedback, employing dynamic regret as the performance measure. We start with in-depth analyses of the strengths and limitations…

Machine Learning · Computer Science 2024-11-06 Long-Fei Li , Peng Zhao , Zhi-Hua Zhou

Projecting high-dimensional environment observations into lower-dimensional structured representations can considerably improve data-efficiency for reinforcement learning in domains with limited data such as robotics. Can a single generally…

We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…

Optimization and Control · Mathematics 2022-11-02 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

We consider the problem of using observational bandit feedback data from multiple heterogeneous data sources to learn a personalized decision policy that robustly generalizes across diverse target settings. To achieve this, we propose a…

Machine Learning · Computer Science 2024-10-14 Aldo Gael Carranza , Susan Athey

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute…

Machine Learning · Computer Science 2023-02-07 Aldo Pacchiano , Aadirupa Saha , Jonathan Lee