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We study the kernelized bandit problem, that involves designing an adaptive strategy for querying a noisy zeroth-order-oracle to efficiently learn about the optimizer of an unknown function $f$ with a norm bounded by $M<\infty$ in a…

Machine Learning · Computer Science 2022-03-15 Shubhanshu Shekhar , Tara Javidi

In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators $r_1, r_2, \ldots, r_M$ using a weighted average where the weights are defined…

Methodology · Statistics 2021-04-29 Sothea Has

Kernel-based methods enjoy powerful generalization capabilities in handling a variety of learning tasks. When such methods are provided with sufficient training data, broadly-applicable classes of nonlinear functions can be approximated…

Machine Learning · Statistics 2017-12-29 Fatemeh Sheikholeslami , Dimitris Berberidis , Georgios B. Giannakis

We present a novel approach to learn a kernel-based regression function. It is based on the useof conical combinations of data-based parameterized kernels and on a new stochastic convex optimization procedure of which we establish…

Machine Learning · Computer Science 2012-01-13 Pierre Machart , Thomas Peel , Liva Ralaivola , Sandrine Anthoine , Hervé Glotin

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

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

Kernel methods are one of the cornerstones of learning-based control, modern system identification, surrogate modelling, and related fields. A key advantage of this class of learning and function approximation methods is the availability of…

Numerical Analysis · Mathematics 2026-05-20 Tizian Wenzel , Abdullah Tokmak , Christian Fiedler

We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS)…

Machine Learning · Computer Science 2022-03-30 Xingyu Zhou , Bo Ji

The goal of the Inverse reinforcement learning (IRL) task is to identify the underlying reward function and the corresponding optimal policy from a set of expert demonstrations. While most IRL algorithms' theoretical guarantees rely on a…

Machine Learning · Statistics 2025-03-25 Ruijia Zhang , Siliang Zeng , Chenliang Li , Alfredo Garcia , Mingyi Hong

This paper studies model-based bandit and reinforcement learning (RL) with nonlinear function approximations. We propose to study convergence to approximate local maxima because we show that global convergence is statistically intractable…

Machine Learning · Computer Science 2022-08-04 Kefan Dong , Jiaqi Yang , Tengyu Ma

We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous, and incremental response curves. Treatment and covariates may be discrete or continuous in general spaces. Due to a…

Econometrics · Economics 2022-10-25 Rahul Singh , Liyuan Xu , Arthur Gretton

We consider the maximum causal entropy inverse reinforcement learning (IRL) problem for infinite-horizon stationary mean-field games (MFG), in which we model the unknown reward function within a reproducing kernel Hilbert space (RKHS). This…

Machine Learning · Computer Science 2026-03-06 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic…

Machine Learning · Computer Science 2026-01-16 Amon Lahr , Johannes Köhler , Anna Scampicchio , Melanie N. Zeilinger

Value function approximation is important in modern reinforcement learning (RL) problems especially when the state space is (infinitely) large. Despite the importance and wide applicability of value function approximation, its theoretical…

Machine Learning · Computer Science 2023-02-24 Hanlin Zhu , Ruosong Wang , Jason D. Lee

Specifying reward functions for complex tasks like object manipulation or driving is challenging to do by hand. Reward learning seeks to address this by learning a reward model using human feedback on selected query policies. This shifts…

Machine Learning · Computer Science 2023-02-27 Kush Bhatia , Wenshuo Guo , Jacob Steinhardt

Reinforcement learning is important part of artificial intelligence. In this paper, we review model-free reinforcement learning that utilizes the average reward optimality criterion in the infinite horizon setting. Motivated by the solo…

Machine Learning · Computer Science 2021-08-04 Vektor Dewanto , George Dunn , Ali Eshragh , Marcus Gallagher , Fred Roosta

We propose a framework for hypothesis testing on conditional probability distributions, which we then use to construct statistical tests of functionals of conditional distributions. These tests identify the inputs where the functionals…

Machine Learning · Computer Science 2025-11-03 Pierre-François Massiani , Christian Fiedler , Lukas Haverbeck , Friedrich Solowjow , Sebastian Trimpe

We study the adversarial kernel bandit problem, in which the loss at each round is induced by an arbitrary bounded element of a reproducing kernel Hilbert space (RKHS). We propose an exponential-weights algorithm built on a regularized…

Machine Learning · Computer Science 2026-05-27 Yu-Jie Zhang , Hao Qiu , Jonathan Scarlett , Kevin Jamieson

The central tenet of reinforcement learning (RL) is that agents seek to maximize the sum of cumulative rewards. In contrast, active inference, an emerging framework within cognitive and computational neuroscience, proposes that agents act…

Machine Learning · Computer Science 2020-03-02 Alexander Tschantz , Beren Millidge , Anil K. Seth , Christopher L. Buckley

Recent advances in Reinforcement Learning from Human Feedback (RLHF) have shown that KL-regularization plays a pivotal role in improving the efficiency of RL fine-tuning for large language models (LLMs). Despite its empirical advantage, the…

Machine Learning · Computer Science 2026-03-12 Heyang Zhao , Chenlu Ye , Wei Xiong , Quanquan Gu , Tong Zhang