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Value function learning plays a central role in many state-of-the-art reinforcement-learning algorithms. Many popular algorithms like Q-learning do not optimize any objective function, but are fixed-point iterations of some variant of…
Reinforcement learning (RL) is concerned with how intelligence agents take actions in a given environment to maximize the cumulative reward they receive. In healthcare, applying RL algorithms could assist patients in improving their health…
Reinforcement Learning (RL) has achieved tremendous success in recent years. However, the classical foundations of RL do not account for the risk sensitivity of the objective function, which is critical in various fields, including…
Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…
Reinforcement Learning (RL) heavily relies on the careful design of the reward function. However, accurately assigning rewards to each state-action pair in Long-Term Reinforcement Learning (LTRL) tasks remains a significant challenge. As a…
Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…
In the field of reinforcement learning (RL), agents are often tasked with solving a variety of problems differing only in their reward functions. In order to quickly obtain solutions to unseen problems with new reward functions, a popular…
We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…
We consider the problem of imitation learning from a finite set of expert trajectories, without access to reinforcement signals. The classical approach of extracting the expert's reward function via inverse reinforcement learning, followed…
In reinforcement learning (RL), the goal is to obtain an optimal policy, for which the optimality criterion is fundamentally important. Two major optimality criteria are average and discounted rewards. While the latter is more popular, it…
We study the risk (i.e. generalization error) of Kernel Ridge Regression (KRR) for a kernel $K$ with ridge $\lambda>0$ and i.i.d. observations. For this, we introduce two objects: the Signal Capture Threshold (SCT) and the Kernel Alignment…
To date, distributional reinforcement learning (distributional RL) methods have exclusively focused on the discounted setting, where an agent aims to optimize a discounted sum of rewards over time. In this work, we extend distributional RL…
We study online reinforcement learning for finite-horizon deterministic control systems with {\it arbitrary} state and action spaces. Suppose that the transition dynamics and reward function is unknown, but the state and action space is…
We consider the problem of reconstructing a function from a finite set of noise-corrupted samples. Two kernel algorithms are analyzed, namely kernel ridge regression and $\varepsilon$-support vector regression. By assuming the ground-truth…
A structure-preserving kernel ridge regression method is presented that allows the recovery of nonlinear Hamiltonian functions out of datasets made of noisy observations of Hamiltonian vector fields. The method proposes a closed-form…
Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study…
The effectiveness of reinforcement learning (RL) agents in continuous control robotics tasks is mainly dependent on the design of the underlying reward function, which is highly prone to reward hacking. A misalignment between the reward…
Reinforcement learning (RL) systems have countless applications, from energy-grid management to protein design. However, such real-world scenarios are often extremely difficult, combinatorial in nature, and require complex coordination…
We propose a quantum algorithm based on ridge regression model, which get the optimal fitting parameters w and a regularization hyperparameter {\alpha} by analysing the training dataset. The algorithm consists of two subalgorithms. One is…
In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…