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Provably sample-efficient Reinforcement Learning (RL) with rich observations and function approximation has witnessed tremendous recent progress, particularly when the underlying function approximators are linear. In this linear regime,…

Machine Learning · Computer Science 2024-08-09 Alekh Agarwal , Tong Zhang

Despite of achieving great success in real-world applications, Deep Reinforcement Learning (DRL) is still suffering from three critical issues, i.e., data efficiency, lack of the interpretability and transferability. Recent research shows…

Artificial Intelligence · Computer Science 2023-07-10 Hankz Hankui Zhuo , Shuting Deng , Mu Jin , Zhihao Ma , Kebing Jin , Chen Chen , Chao Yu

We study the integration and approximation problems for monotone and convex bounded functions that depend on $d$ variables, where $d$ can be arbitrarily large. We consider the worst case error for algorithms that use finitely many function…

Numerical Analysis · Mathematics 2013-12-13 Aicke Hinrichs , Erich Novak , Henryk Woźniakowski

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

Formal Languages and Automata Theory · Computer Science 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

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

In this study, we derive Probably Approximately Correct (PAC) bounds on the asymptotic sample-complexity for RL within the infinite-horizon Markov Decision Process (MDP) setting that are sharper than those in existing literature. The…

Machine Learning · Computer Science 2025-07-17 Mohit Prashant , Arvind Easwaran

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

Artificial Intelligence · Computer Science 2017-04-07 Yinlam Chow , Mohammad Ghavamzadeh , Lucas Janson , Marco Pavone

Recently, so-called full-history recursive multilevel Picard (MLP) approximation schemes have been introduced and shown to overcome the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential…

Probability · Mathematics 2020-03-03 Christian Beck , Lukas Gonon , Arnulf Jentzen

This paper investigates the computational complexity of reinforcement learning in a novel linear function approximation regime, termed partial $q^{\pi}$-realizability. In this framework, the objective is to learn an $\epsilon$-optimal…

Artificial Intelligence · Computer Science 2025-10-31 Shayan Karimi , Xiaoqi Tan

We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…

Machine Learning · Computer Science 2024-05-24 Gergely Neu , Nneka Okolo

Being able to reason in an environment with a large number of discrete actions is essential to bringing reinforcement learning to a larger class of problems. Recommender systems, industrial plants and language models are only some of the…

We study the estimation of risk-sensitive policies in reinforcement learning problems defined by a Markov Decision Process (MDPs) whose state and action spaces are countably finite. Prior efforts are predominately afflicted by computational…

Machine Learning · Statistics 2020-03-02 Junyu Zhang , Amrit Singh Bedi , Mengdi Wang , Alec Koppel

Reinforcement learning exhibits potential in enhancing the reasoning abilities of large language models, yet it is hard to scale for the low sample efficiency during the rollout phase. Existing methods attempt to improve efficiency by…

Machine Learning · Computer Science 2026-02-02 Deyang Kong , Qi Guo , Xiangyu Xi , Wei Wang , Jingang Wang , Xunliang Cai , Shikun Zhang , Wei Ye

We study the problem of deployment efficient reinforcement learning (RL) with linear function approximation under the \emph{reward-free} exploration setting. This is a well-motivated problem because deploying new policies is costly in…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

In modern science the efficient numerical treatment of high-dimensional problems becomes more and more important. A fundamental insight of the theory of information-based complexity (IBC for short) is that the computational hardness of a…

Numerical Analysis · Mathematics 2013-05-20 Markus Weimar

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

Machine Learning · Computer Science 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue

The characteristics of data like distribution and heterogeneity, become more complex and counterintuitive as dimensionality increases. This phenomenon is known as curse of dimensionality, where common patterns and relationships (e.g.,…

Machine Learning · Computer Science 2025-03-21 Dehua Peng , Zhipeng Gui , Huayi Wu