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We consider the problem of learning an $\varepsilon$-optimal policy in a general class of continuous-space Markov decision processes (MDPs) having smooth Bellman operators. Given access to a generative model, we achieve rate-optimal sample…

Machine Learning · Computer Science 2024-05-13 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restelli

Decision-making in complex, continuous multi-task environments is often hindered by the difficulty of obtaining accurate models for planning and the inefficiency of learning purely from trial and error. While precise environment dynamics…

Machine Learning · Computer Science 2025-03-20 Jeff Jewett , Sandhya Saisubramanian

It is known that reinforcement learning (RL) is data-hungry. To improve sample-efficiency of RL, it has been proposed that the learning algorithm utilize data from 'approximately similar' processes. However, since the process models are…

Machine Learning · Computer Science 2025-11-24 Vinay Kanakeri , Shivam Bajaj , Ashwin Verma , Vijay Gupta , Aritra Mitra

Policy-based algorithms are among the most widely adopted techniques in model-free RL, thanks to their strong theoretical groundings and good properties in continuous action spaces. Unfortunately, these methods require precise and…

Machine Learning · Computer Science 2023-06-14 Luca Sabbioni , Francesco Corda , Marcello Restelli

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

Several recent works have proposed instance-dependent upper bounds on the number of episodes needed to identify, with probability $1-\delta$, an $\varepsilon$-optimal policy in finite-horizon tabular Markov Decision Processes (MDPs). These…

Machine Learning · Statistics 2023-11-13 Aymen Al-Marjani , Andrea Tirinzoni , Emilie Kaufmann

Learning-based techniques are increasingly effective at controlling complex systems using data-driven models. However, most work done so far has focused on learning individual tasks or control laws. Hence, it is still a largely unaddressed…

Systems and Control · Electrical Eng. & Systems 2020-05-08 Alexandre Capone , Armin Lederer , Jonas Umlauft , Sandra Hirche

Multi-task learning (MTL) aims to improve the performance of multiple related prediction tasks by leveraging useful information from them. Due to their flexibility and ability to reduce unknown coefficients substantially, the…

Machine Learning · Computer Science 2022-12-01 Yuzhao Zhang , Yifan Sun

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

The problem of uncertainty is a feature of real world robotics problems and any control framework must contend with it in order to succeed in real applications tasks. Reinforcement Learning is no different, and epistemic uncertainty arising…

Robotics · Computer Science 2024-10-08 Wendyam Eric Lionel Ilboudo , Taisuke Kobayashi , Takamitsu Matsubara

While much progress has been made in understanding the minimax sample complexity of reinforcement learning (RL) -- the complexity of learning on the "worst-case" instance -- such measures of complexity often do not capture the true…

Machine Learning · Computer Science 2023-07-21 Andrew Wagenmaker , Kevin Jamieson

We consider the problem of batch multi-task reinforcement learning with observed context descriptors, motivated by its application to personalized medical treatment. In particular, we study two general classes of learning algorithms: direct…

Machine Learning · Computer Science 2020-07-21 Yash Nair , Finale Doshi-Velez

In real-world applications, data do not reflect the ones commonly used for neural networks training, since they are usually few, unlabeled and can be available as a stream. Hence many existing deep learning solutions suffer from a limited…

Machine Learning · Computer Science 2020-11-18 Alessia Bertugli , Stefano Vincenzi , Simone Calderara , Andrea Passerini

Meta-learning considers the problem of learning an efficient learning process that can leverage its past experience to accurately solve new tasks. However, the efficacy of meta-learning crucially depends on the distribution of tasks…

Computation and Language · Computer Science 2021-11-03 Trapit Bansal , Karthick Gunasekaran , Tong Wang , Tsendsuren Munkhdalai , Andrew McCallum

This paper addresses the problem of learning optimal control policies for systems with uncertain dynamics and high-level control objectives specified as Linear Temporal Logic (LTL) formulas. Uncertainty is considered in the workspace…

Robotics · Computer Science 2024-10-17 Yiannis Kantaros , Jun Wang

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

Batch reinforcement learning (RL) is important to apply RL algorithms to many high stakes tasks. Doing batch RL in a way that yields a reliable new policy in large domains is challenging: a new decision policy may visit states and actions…

Machine Learning · Computer Science 2020-07-23 Yao Liu , Adith Swaminathan , Alekh Agarwal , Emma Brunskill

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

Machine Learning · Computer Science 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin