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We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…
Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…
We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…
Model-based Reinforcement Learning (MBRL) has been widely adapted due to its sample efficiency. However, existing worst-case regret analysis typically requires optimistic planning, which is not realistic in general. In contrast, motivated…
We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…
Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…
Although evidence integration to the boundary model has successfully explained a wide range of behavioral and neural data in decision making under uncertainty, how animals learn and optimize the boundary remains unresolved. Here, we propose…
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…
In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…
Policy learning is a quickly growing area. As robotics and computers control day-to-day life, their error rate needs to be minimized and controlled. There are many policy learning methods and bandit methods with provable error rates that…
We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…
We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…
This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a…
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…
In high-stakes AI applications, even a single action can cause irreparable damage. However, nearly all of sequential decision-making theory assumes that all errors are recoverable (e.g., by bounding rewards). Standard bandit algorithms that…
Predicting the output of a dynamical system from streaming data is fundamental to real-time feedback control and decision-making. We first derive an autoregressive representation that relates future local outputs to asynchronous past…
This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when…
Reinforcement Learning from Human Feedback (RLHF) has become a popular approach to align language models (LMs) with human preferences. This method involves collecting a large dataset of human pairwise preferences across various text…
Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…
We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…