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Value function approximation has demonstrated phenomenal empirical success in reinforcement learning (RL). Nevertheless, despite a handful of recent progress on developing theory for RL with linear function approximation, the understanding…

Machine Learning · Computer Science 2020-06-22 Ruosong Wang , Ruslan Salakhutdinov , Lin F. Yang

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

Inverse reinforcement learning (IRL) denotes a powerful family of algorithms for recovering a reward function justifying the behavior demonstrated by an expert agent. A well-known limitation of IRL is the ambiguity in the choice of the…

Machine Learning · Computer Science 2023-04-26 Alberto Maria Metelli , Filippo Lazzati , Marcello Restelli

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

Machine Learning · Computer Science 2024-02-23 Zhiyu Zhang , Heng Yang , Ashok Cutkosky , Ioannis Ch. Paschalidis

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

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

We present a novel approach to automate and optimize anisotropic p-adaptation in high-order h/p solvers using Reinforcement Learning (RL). The dynamic RL adaptation uses the evolving solution to adjust the high-order polynomials. We develop…

A large variety of real-world Reinforcement Learning (RL) tasks is characterized by a complex and heterogeneous structure that makes end-to-end (or flat) approaches hardly applicable or even infeasible. Hierarchical Reinforcement Learning…

Machine Learning · Computer Science 2023-05-12 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

In this work, we prove that, in linear MDPs, the feature dimension $d$ is lower bounded by $S/U$ in order to aptly represent transition probabilities, where $S$ is the size of the state space and $U$ is the maximum size of directly…

Machine Learning · Statistics 2024-11-01 Joongkyu Lee , Min-hwan Oh

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

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 present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…

Machine Learning · Computer Science 2020-01-01 Zihan Zhang , Xiangyang Ji

We investigate the hardness of online reinforcement learning in fixed horizon, sparse linear Markov decision process (MDP), with a special focus on the high-dimensional regime where the ambient dimension is larger than the number of…

Machine Learning · Computer Science 2021-02-11 Botao Hao , Tor Lattimore , Csaba Szepesvári , Mengdi Wang

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear mixture Markov decision processes (MDPs) under the Bellman optimality condition. Our algorithm for linear mixture MDPs achieves a…

Machine Learning · Computer Science 2024-10-22 Woojin Chae , Kihyuk Hong , Yufan Zhang , Ambuj Tewari , Dabeen Lee

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

In this paper, we propose and study opportunistic reinforcement learning - a new variant of reinforcement learning problems where the regret of selecting a suboptimal action varies under an external environmental condition known as the…

Machine Learning · Computer Science 2022-10-26 Xiaoxiao Wang , Nader Bouacida , Xueying Guo , Xin Liu

Solving Partially Observable Markov Decision Processes (POMDPs) is hard. Learning optimal controllers for POMDPs when the model is unknown is harder. Online learning of optimal controllers for unknown POMDPs, which requires efficient…

Machine Learning · Computer Science 2021-06-16 Mehdi Jafarnia-Jahromi , Rahul Jain , Ashutosh Nayyar

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

We present the first theoretical guarantees for differentially private online reinforcement learning (RL) with general function approximation, extending beyond prior work restricted to tabular and linear settings. Our approach combines a…

Machine Learning · Computer Science 2026-05-11 Yi He , Xingyu Zhou

The curse of dimensionality renders Reinforcement Learning (RL) impractical in many real-world settings with exponentially large state and action spaces. Yet, many environments exhibit exploitable structure that can accelerate learning. To…

Machine Learning · Computer Science 2025-10-16 Thomas van Vuren , Fiona Sloothaak , Maarten G. Wolf , Jaron Sanders