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We design a new provably efficient algorithm for episodic reinforcement learning with generalized linear function approximation. We analyze the algorithm under a new expressivity assumption that we call "optimistic closure," which is…

Machine Learning · Statistics 2019-12-10 Yining Wang , Ruosong Wang , Simon S. Du , Akshay Krishnamurthy

The Adversarial Markov Decision Process (AMDP) is a learning framework that deals with unknown and varying tasks in decision-making applications like robotics and recommendation systems. A major limitation of the AMDP formalism, however, is…

Machine Learning · Statistics 2024-05-06 Sang Bin Moon , Abolfazl Hashemi

We study the reinforcement learning problem for discounted Markov Decision Processes (MDPs) under the tabular setting. We propose a model-based algorithm named UCBVI-$\gamma$, which is based on the \emph{optimism in the face of uncertainty…

Machine Learning · Computer Science 2022-01-04 Jiafan He , Dongruo Zhou , Quanquan Gu

We study reinforcement learning with linear function approximation where the transition probability and reward functions are linear with respect to a feature mapping $\boldsymbol{\phi}(s,a)$. Specifically, we consider the episodic…

Machine Learning · Computer Science 2023-01-31 Pihe Hu , Yu Chen , Longbo Huang

We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2024-05-30 Danil Provodin , Maurits Kaptein , Mykola Pechenizkiy

We study reinforcement learning in an infinite-horizon average-reward setting with linear function approximation, where the transition probability function of the underlying Markov Decision Process (MDP) admits a linear form over a feature…

Machine Learning · Computer Science 2022-05-11 Yue Wu , Dongruo Zhou , Quanquan Gu

In this paper, we consider an infinite horizon average reward Markov Decision Process (MDP). Distinguishing itself from existing works within this context, our approach harnesses the power of the general policy gradient-based algorithm,…

Machine Learning · Computer Science 2024-02-06 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

Recent studies have shown that episodic reinforcement learning (RL) is not more difficult than contextual bandits, even with a long planning horizon and unknown state transitions. However, these results are limited to either tabular Markov…

Machine Learning · Computer Science 2022-05-24 Dongruo Zhou , Quanquan Gu

Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer $\Omega(\sqrt{SAT})$ regret on some MDP, where $T$ is the elapsed time and $S$ and $A$ are the cardinalities of the state and action…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by $1$, and proved regret bounds that have a polylogarithmic dependence on the planning horizon $H$. However, it…

Machine Learning · Computer Science 2023-05-16 Kaixuan Ji , Qingyue Zhao , Jiafan He , Weitong Zhang , Quanquan Gu

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Machine Learning · Computer Science 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

We study reinforcement learning in infinite-horizon average-reward settings with linear MDPs. Previous work addresses this problem by approximating the average-reward setting by discounted setting and employing a value iteration-based…

Machine Learning · Computer Science 2025-04-17 Kihyuk Hong , Ambuj Tewari

We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…

Machine Learning · Computer Science 2021-06-15 Gergely Neu , Julia Olkhovskaya

While quantum reinforcement learning (RL) has attracted a surge of attention recently, its theoretical understanding is limited. In particular, it remains elusive how to design provably efficient quantum RL algorithms that can address the…

Quantum Physics · Physics 2024-06-14 Han Zhong , Jiachen Hu , Yecheng Xue , Tongyang Li , Liwei Wang

Safe reinforcement learning is extremely challenging--not only must the agent explore an unknown environment, it must do so while ensuring no safety constraint violations. We formulate this safe reinforcement learning (RL) problem using the…

Machine Learning · Computer Science 2022-10-19 Archana Bura , Aria HasanzadeZonuzy , Dileep Kalathil , Srinivas Shakkottai , Jean-Francois Chamberland

We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…

Machine Learning · Computer Science 2020-01-01 Zihan Zhang , Xiangyang Ji

We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…

Machine Learning · Computer Science 2019-05-28 Adrian Rivera Cardoso , He Wang , Huan Xu