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The constrained Markov decision process (CMDP) framework emerges as an important reinforcement learning approach for imposing safety or other critical objectives while maximizing cumulative reward. However, the current understanding of how…

Machine Learning · Computer Science 2024-12-11 Tian Tian , Lin F. Yang , Csaba Szepesvári

A unique challenge in Multi-Agent Reinforcement Learning (MARL) is the curse of multiagency, where the description length of the game as well as the complexity of many existing learning algorithms scale exponentially with the number of…

Machine Learning · Computer Science 2023-03-03 Yuanhao Wang , Qinghua Liu , Yu Bai , Chi Jin

Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…

Machine Learning · Computer Science 2025-07-25 Fan Chen , Zeyu Jia , Alexander Rakhlin , Tengyang Xie

In this paper, we develop a framework for showing that neural networks can overcome the curse of dimensionality in different high-dimensional approximation problems. Our approach is based on the notion of a catalog network, which is a…

Numerical Analysis · Mathematics 2021-10-13 Patrick Cheridito , Arnulf Jentzen , Florian Rossmannek

Reinforcement learning is the method of choice to train models in sampling-based setups with binary outcome feedback, such as navigation, code generation, and mathematical problem solving. In such settings, models implicitly induce a…

Continuous neural representations have recently emerged as a powerful and flexible alternative to classical discretized representations of signals. However, training them to capture fine details in multi-scale signals is difficult and…

Machine Learning · Computer Science 2022-10-06 Sifan Wang , Hanwen Wang , Jacob H. Seidman , Paris Perdikaris

Deep Reinforcement Learning (DRL) is emerging as a promising approach to generate adaptive behaviors for robotic platforms. However, a major drawback of using DRL is the data-hungry training regime that requires millions of trial and error…

Many real world stochastic control problems suffer from the "curse of dimensionality". To overcome this difficulty, we develop a deep learning approach that directly solves high-dimensional stochastic control problems based on Monte-Carlo…

Machine Learning · Computer Science 2016-11-23 Jiequn Han , Weinan E

Reinforcement learning (RL) in Markov decision processes (MDPs) with large state spaces is a challenging problem. The performance of standard RL algorithms degrades drastically with the dimensionality of state space. However, in practice,…

Artificial Intelligence · Computer Science 2018-06-21 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Random dimensionality reduction is a versatile tool for speeding up algorithms for high-dimensional problems. We study its application to two clustering problems: the facility location problem, and the single-linkage hierarchical clustering…

Data Structures and Algorithms · Computer Science 2021-07-06 Shyam Narayanan , Sandeep Silwal , Piotr Indyk , Or Zamir

Deep reinforcement learning (DRL) has achieved remarkable success across various domains, such as video games, robotics, and, recently, large language models. However, the computational costs and memory requirements of DRL models often…

Machine Learning · Computer Science 2024-07-09 Heng Lu , Mehdi Alemi , Reza Rawassizadeh

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

Machine Learning · Computer Science 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…

Machine Learning · Computer Science 2021-07-16 Yuda Song , Wen Sun

Reinforcement learning (RL) is one of the active fields in machine learning, demonstrating remarkable potential in tackling real-world challenges. Despite its promising prospects, this methodology has encountered with issues and challenges,…

Machine Learning · Computer Science 2024-11-21 Alireza Rashidi Laleh , Majid Nili Ahmadabadi

Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit…

Machine Learning · Computer Science 2025-01-14 Ruoyu Sun , Yue Xi , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

The curse of dimensionality causes the well-known and widely discussed problems for machine learning methods. There is a hypothesis that using of the Manhattan distance and even fractional quasinorms lp (for p less than 1) can help to…

Machine Learning · Computer Science 2021-03-04 Evgeny M. Mirkes , Jeza Allohibi , Alexander N. Gorban

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano