Related papers: Transition Transfer $Q$-Learning for Composite Mar…

Contextual Reinforcement Learning (CRL) tackles the problem of solving a set of related Contextual Markov Decision Processes (CMDPs) that vary across different context variables. Traditional approaches--independent training and multi-task…

One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case…

We study the constant regret guarantees in reinforcement learning (RL). Our objective is to design an algorithm that incurs only finite regret over infinite episodes with high probability. We introduce an algorithm, Cert-LSVI-UCB, for…

Deep reinforcement learning (RL) algorithms have achieved great success on a wide variety of sequential decision-making tasks. However, many of these algorithms suffer from high sample complexity when learning from scratch using…

Leveraging an equivalence property in the state-space of a Markov Decision Process (MDP) has been investigated in several studies. This paper studies equivalence structure in the reinforcement learning (RL) setup, where transition…

This work studies the question of Representation Learning in RL: how can we learn a compact low-dimensional representation such that on top of the representation we can perform RL procedures such as exploration and exploitation, in a sample…

Animal health monitoring and population management are critical aspects of wildlife conservation and livestock management that increasingly rely on automated detection and tracking systems. While Unmanned Aerial Vehicle (UAV) based systems…

Deep Reinforcement Learning (DRL) emerges as a prime solution for Unmanned Aerial Vehicle (UAV) trajectory planning, offering proficiency in navigating high-dimensional spaces, adaptability to dynamic environments, and making sequential…

Online reinforcement learning (RL) has been widely applied in information processing scenarios, which usually exhibit much uncertainty due to the intrinsic randomness of channels and service demands. In this paper, we consider an…

Correlated outcomes are common in many practical problems. In some settings, one outcome is of particular interest, and others are auxiliary. To leverage information shared by all the outcomes, traditional multi-task learning (MTL)…

We present ML-UCB, a generalized upper confidence bound algorithm that integrates arbitrary machine learning models into multi-armed bandit frameworks. A fundamental challenge in deploying sophisticated ML models for sequential…

In industrial practice, Multi-domain Recommendation (MDR) plays a crucial role. Shared-specific architectures are widely used in industrial solutions to capture shared and unique attributes via shared and specific parameters. However, with…

Unit commitment (UC) optimizes the start-up and shutdown schedules of generating units to meet load demand while minimizing costs. However, the increasing integration of renewable energy introduces uncertainties for real-time scheduling.…

While Deep Reinforcement Learning (DRL) has emerged as a promising approach to many complex tasks, it remains challenging to train a single DRL agent that is capable of undertaking multiple different continuous control tasks. In this paper,…

Accurate forecasting of recovery rates (RR) is central to credit risk management and regulatory capital determination. In many loan portfolios, however, RR modeling is constrained by data scarcity arising from infrequent default events.…

We consider online learning for minimizing regret in unknown, episodic Markov decision processes (MDPs) with continuous states and actions. We develop variants of the UCRL and posterior sampling algorithms that employ nonparametric Gaussian…

Multi-task reinforcement learning (MTRL) aims to learn several tasks simultaneously for better sample efficiency than learning them separately. Traditional methods achieve this by sharing parameters or relabeled data between tasks. In this…

Transfer learning refers to the transfer of knowledge or information from a relevant source task to a target task. However, most existing works assume both tasks are sampled from a stationary task distribution, thereby leading to the…

We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty…

We propose UCBMQ, Upper Confidence Bound Momentum Q-learning, a new algorithm for reinforcement learning in tabular and possibly stage-dependent, episodic Markov decision process. UCBMQ is based on Q-learning where we add a momentum term…