Related papers: Minimax Optimal Reinforcement Learning with Quasi-…
We study Constrained Online Convex Optimization with Memory (COCO-M), where both the loss and the constraints depend on a finite window of past decisions made by the learner. This setting extends the previously studied unconstrained online…
We consider model-free reinforcement learning (RL) in non-stationary Markov decision processes. Both the reward functions and the state transition functions are allowed to vary arbitrarily over time as long as their cumulative variations do…
The optimized certainty equivalent (OCE) is a family of risk measures that cover important examples such as entropic risk, conditional value-at-risk and mean-variance models. In this paper, we propose a new episodic risk-sensitive…
The upper confidence reinforcement learning (UCRL2) algorithm introduced in (Jaksch et al., 2010) is a popular method to perform regret minimization in unknown discrete Markov Decision Processes under the average-reward criterion. Despite…
We present a new anytime algorithm that achieves near-optimal regret for any instance of finite stochastic partial monitoring. In particular, the new algorithm achieves the minimax regret, within logarithmic factors, for both "easy" and…
We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions. We start by establishing a lower bound…
The goal of meta-reinforcement learning (meta-RL) is to build agents that can quickly learn new tasks by leveraging prior experience on related tasks. Learning a new task often requires both exploring to gather task-relevant information and…
Sample efficiency is critical when applying learning-based methods to robotic manipulation due to the high cost of collecting expert demonstrations and the challenges of on-robot policy learning through online Reinforcement Learning (RL).…
Proximal policy optimization (PPO) algorithm is a deep reinforcement learning algorithm with outstanding performance, especially in continuous control tasks. But the performance of this method is still affected by its exploration ability.…
Constraint-based offline reinforcement learning (RL) involves policy constraints or imposing penalties on the value function to mitigate overestimation errors caused by distributional shift. This paper focuses on a limitation in existing…
In decentralized multi-agent reinforcement learning, agents learning in isolation can lead to relative over-generalization (RO), where optimal joint actions are undervalued in favor of suboptimal ones. This hinders effective coordination in…
Off-policy reinforcement learning holds the promise of sample-efficient learning of decision-making policies by leveraging past experience. However, in the offline RL setting -- where a fixed collection of interactions are provided and no…
In many applications of Reinforcement Learning (RL), it is critically important that the algorithm performs safely, such that instantaneous hard constraints are satisfied at each step, and unsafe states and actions are avoided. However,…
Offline-to-online Reinforcement Learning (O2O RL) aims to improve the performance of offline pretrained policy using only a few online samples. Built on offline RL algorithms, most O2O methods focus on the balance between RL objective and…
Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…
In this paper, we investigate the existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $\tilde{O}(\sqrt{T})$ regret compared to any fixed…
Although there exist plentiful theories of empirical risk minimization (ERM) for supervised learning, current theoretical understandings of ERM for a related problem---stochastic convex optimization (SCO), are limited. In this work, we…
Reinforcement learning from human feedback (RLHF) replaces hard-to-specify rewards with pairwise trajectory preferences, yet regret-oriented theory often assumes that preference labels are generated consistently from a single ground-truth…
We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…
In this paper, we investigate the power of {\it regularization}, a common technique in reinforcement learning and optimization, in solving extensive-form games (EFGs). We propose a series of new algorithms based on regularizing the payoff…