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Reinforcement Learning (RL) problems are being considered under increasingly more complex structures. While tabular and linear models have been thoroughly explored, the analytical study of RL under nonlinear function approximation,…

Machine Learning · Computer Science 2025-09-12 Aya Kayal , Sattar Vakili , Laura Toni , Alberto Bernacchia

Meta-reinforcement learning (Meta-RL) has attracted attention due to its capability to enhance reinforcement learning (RL) algorithms, in terms of data efficiency and generalizability. In this paper, we develop a bilevel optimization…

Machine Learning · Computer Science 2024-10-15 Siyuan Xu , Minghui Zhu

We study the sample complexity of model-based reinforcement learning (henceforth RL) in general contextual decision processes that require strategic exploration to find a near-optimal policy. We design new algorithms for RL with a generic…

Machine Learning · Computer Science 2019-05-31 Wen Sun , Nan Jiang , Akshay Krishnamurthy , Alekh Agarwal , John Langford

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

In recent years, decentralized bilevel optimization problems have received increasing attention in the networking and machine learning communities thanks to their versatility in modeling decentralized learning problems over peer-to-peer…

Machine Learning · Computer Science 2022-10-07 Zhuqing Liu , Xin Zhang , Prashant Khanduri , Songtao Lu , Jia Liu

Balancing exploration and exploitation is crucial in reinforcement learning (RL). In this paper, we study model-based posterior sampling for reinforcement learning (PSRL) in continuous state-action spaces theoretically and empirically.…

Machine Learning · Computer Science 2021-11-18 Ying Fan , Yifei Ming

We present the first finite-sample analysis of policy evaluation in robust average-reward Markov Decision Processes (MDPs). Prior work in this setting have established only asymptotic convergence guarantees, leaving open the question of…

Machine Learning · Statistics 2025-12-11 Yang Xu , Washim Uddin Mondal , Vaneet Aggarwal

Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

Machine Learning · Computer Science 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

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…

Modern reinforcement learning (RL) often faces an enormous state-action space. Existing analytical results are typically for settings with a small number of state-actions, or simple models such as linearly modeled Q-functions. To derive…

Machine Learning · Computer Science 2023-02-03 Sing-Yuan Yeh , Fu-Chieh Chang , Chang-Wei Yueh , Pei-Yuan Wu , Alberto Bernacchia , Sattar Vakili

We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…

Machine Learning · Computer Science 2021-06-25 Zengyi Qin , Yuxiao Chen , Chuchu Fan

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

We study the optimal sample complexity in large-scale Reinforcement Learning (RL) problems with policy space generalization, i.e. the agent has a prior knowledge that the optimal policy lies in a known policy space. Existing results show…

Machine Learning · Computer Science 2020-08-18 Wenlong Mou , Zheng Wen , Xi Chen

Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used…

Machine Learning · Computer Science 2026-02-18 Chang Liu , Yunfan Li , Lin F. Yang

In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on…

Machine Learning · Computer Science 2023-03-07 Ted Moskovitz , Brendan O'Donoghue , Vivek Veeriah , Sebastian Flennerhag , Satinder Singh , Tom Zahavy

A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

Machine Learning · Computer Science 2023-10-03 Ido Greenberg , Shie Mannor , Gal Chechik , Eli Meirom

We consider a regularized expected reward optimization problem in the non-oblivious setting that covers many existing problems in reinforcement learning (RL). In order to solve such an optimization problem, we apply and analyze the…

Machine Learning · Computer Science 2024-08-21 Ling Liang , Haizhao Yang

Model-Based Reinforcement Learning (MBRL) is one category of Reinforcement Learning (RL) algorithms which can improve sampling efficiency by modeling and approximating system dynamics. It has been widely adopted in the research of robotics,…

Machine Learning · Computer Science 2021-03-17 Linsen Dong , Guanyu Gao , Xinyi Zhang , Liangyu Chen , Yonggang Wen

This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…

Machine Learning · Computer Science 2025-01-07 Ming Yin , Mengdi Wang , Yu-Xiang Wang

Meta-reinforcement learning (meta-RL) is a promising framework for tackling challenging domains requiring efficient exploration. Existing meta-RL algorithms are characterized by low sample efficiency, and mostly focus on low-dimensional…

Machine Learning · Computer Science 2024-03-18 Zohar Rimon , Tom Jurgenson , Orr Krupnik , Gilad Adler , Aviv Tamar