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We study variance-dependent regret bounds for Markov decision processes (MDPs). Algorithms with variance-dependent regret guarantees can automatically exploit environments with low variance (e.g., enjoying constant regret on deterministic…

Machine Learning · Computer Science 2023-05-23 Runlong Zhou , Zihan Zhang , Simon S. Du

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

Machine Learning · Computer Science 2026-02-03 Zhengjia Zhuo , Anupam Gupta , Viswanath Nagarajan

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

We study reinforcement learning with multinomial logistic (MNL) function approximation where the underlying transition probability kernel of the Markov decision processes (MDPs) is parametrized by an unknown transition core with features of…

Machine Learning · Statistics 2024-11-01 Wooseong Cho , Taehyun Hwang , Joongkyu Lee , Min-hwan Oh

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

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

Artificial Intelligence · Computer Science 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches,…

Machine Learning · Computer Science 2021-10-27 Haque Ishfaq , Qiwen Cui , Viet Nguyen , Alex Ayoub , Zhuoran Yang , Zhaoran Wang , Doina Precup , Lin F. Yang

For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…

Machine Learning · Computer Science 2022-03-16 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

Policy optimization methods are one of the most widely used classes of Reinforcement Learning (RL) algorithms. Yet, so far, such methods have been mostly analyzed from an optimization perspective, without addressing the problem of…

Machine Learning · Computer Science 2020-06-19 Yonathan Efroni , Lior Shani , Aviv Rosenberg , Shie Mannor

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Machine Learning · Computer Science 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

Machine Learning · Computer Science 2024-03-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

Reinforcement learning with human feedback (RLHF), which learns a reward model from human preference data and then optimizes a policy to favor preferred responses, has emerged as a central paradigm for aligning large language models (LLMs)…

Machine Learning · Statistics 2025-09-29 Gen Li , Yuling Yan

Reinforcement learning is an attractive approach to learn good resource allocation and scheduling policies based on data when the system model is unknown. However, the cumulative regret of most RL algorithms scales as $\tilde O(\mathsf{S}…

Machine Learning · Computer Science 2023-04-28 Nima Akbarzadeh , Aditya Mahajan

We investigate an infinite-horizon average reward Markov Decision Process (MDP) with delayed, composite, and partially anonymous reward feedback. The delay and compositeness of rewards mean that rewards generated as a result of taking an…

Machine Learning · Computer Science 2023-08-29 Washim Uddin Mondal , Vaneet Aggarwal

Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However…

Machine Learning · Computer Science 2019-06-14 Lin F. Yang , Mengdi Wang

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

Robust reinforcement learning (RL) under the average-reward criterion is essential for long-term decision-making, particularly when the environment may differ from its specification. However, a significant gap exists in understanding the…

Machine Learning · Computer Science 2025-09-26 Zachary Roch , Chi Zhang , George Atia , Yue Wang

We study a new class of MDPs that employs multinomial logit (MNL) function approximation to ensure valid probability distributions over the state space. Despite its significant benefits, incorporating the non-linear function raises…

Machine Learning · Computer Science 2025-01-17 Long-Fei Li , Yu-Jie Zhang , Peng Zhao , Zhi-Hua Zhou

Recently, model-free reinforcement learning has attracted research attention due to its simplicity, memory and computation efficiency, and the flexibility to combine with function approximation. In this paper, we propose Exploration…

Machine Learning · Computer Science 2020-12-10 Mehdi Jafarnia-Jahromi , Chen-Yu Wei , Rahul Jain , Haipeng Luo
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