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This paper aims at the algorithmic/theoretical core of reinforcement learning (RL) by introducing the novel class of proximal Bellman mappings. These mappings are defined in reproducing kernel Hilbert spaces (RKHSs), to benefit from the…

Signal Processing · Electrical Eng. & Systems 2023-09-15 Yuki Akiyama , Konstantinos Slavakis

We propose a new class of deep reinforcement learning (RL) algorithms that model latent representations in hyperbolic space. Sequential decision-making requires reasoning about the possible future consequences of current behavior.…

Machine Learning · Computer Science 2022-10-05 Edoardo Cetin , Benjamin Chamberlain , Michael Bronstein , Jonathan J Hunt

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Despite their popularity in the field of continuous optimisation, second-order quasi-Newton methods are challenging to apply in machine learning, as the Hessian matrix is intractably large. This computational burden is exacerbated by the…

Machine Learning · Computer Science 2024-02-28 Elre T. Oldewage , Ross M. Clarke , José Miguel Hernández-Lobato

Heuristic algorithms such as simulated annealing, Concorde, and METIS are effective and widely used approaches to find solutions to combinatorial optimization problems. However, they are limited by the high sample complexity required to…

Machine Learning · Computer Science 2019-06-18 Qingpeng Cai , Will Hang , Azalia Mirhoseini , George Tucker , Jingtao Wang , Wei Wei

We revisit Proximal Policy Optimization (PPO) from a function-space perspective. Our analysis decouples policy evaluation and improvement in a reproducing kernel Hilbert space (RKHS): (i) A kernelized temporal-difference (TD) critic…

Machine Learning · Computer Science 2025-09-30 Lu Zou , Wendi Ren , Weizhong Zhang , Liang Ding , Shuang Li

This short technical report presents some learning theory results on vector-valued reproducing kernel Hilbert space (RKHS) regression, where the input space is allowed to be non-compact and the output space is a (possibly…

Machine Learning · Statistics 2022-02-17 Junhyunng Park , Krikamol Muandet

Reinforcement learning (RL) algorithms based on high-dimensional function approximation have achieved tremendous empirical success in large-scale problems with an enormous number of states. However, most analysis of such algorithms gives…

Machine Learning · Computer Science 2022-02-17 Jihao Long , Jiequn Han , Weinan E

The nuclear fuel loading pattern optimization problem belongs to the class of large-scale combinatorial optimization. It is also characterized by multiple objectives and constraints, which makes it impossible to solve explicitly. Stochastic…

Machine Learning · Computer Science 2023-07-18 Paul Seurin , Koroush Shirvan

Reinforcement Learning (RL) algorithms allow artificial agents to improve their action selections so as to increase rewarding experiences in their environments. Deep Reinforcement Learning algorithms require solving a nonconvex and…

Machine Learning · Computer Science 2019-04-18 Jacob Rafati , Roummel F. Marcia

Integral reinforcement learning (IntRL) demands the precise computation of the utility function's integral at its policy evaluation (PEV) stage. This is achieved through quadrature rules, which are weighted sums of utility functions…

Systems and Control · Electrical Eng. & Systems 2024-02-28 Wenhan Cao , Wei Pan

This paper focuses on the minimization of a sum of a twice continuously differentiable function $f$ and a nonsmooth convex function. An inexact regularized proximal Newton method is proposed by an approximation to the Hessian of $f$…

Optimization and Control · Mathematics 2023-11-09 Ruyu Liu , Shaohua Pan , Yuqia Wu , Xiaoqi Yang

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

This paper studies convergence rates for some value function approximations that arise in a collection of reproducing kernel Hilbert spaces (RKHS) $H(\Omega)$. By casting an optimal control problem in a specific class of native spaces,…

Systems and Control · Electrical Eng. & Systems 2023-11-20 Ali Bouland , Shengyuan Niu , Sai Tej Paruchuri , Andrew Kurdila , John Burns , Eugenio Schuster

In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…

Machine Learning · Computer Science 2022-06-24 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

For linear time-invariant (LTI) systems, the design of an optimal controller is a commonly encountered problem in many applications. Among all the optimization approaches available, the linear quadratic regulator (LQR) methodology certainly…

Optimization and Control · Mathematics 2022-03-29 Zilong Cheng , Jun Ma , Xiaocong Li , Masayoshi Tomizuka , Tong Heng Lee

Learning in the reproducing kernel Hilbert space (RKHS) such as the support vector machine has been recognized as a promising technique. It continues to be highly effective and competitive in numerous prediction tasks, particularly in…

Machine Learning · Computer Science 2025-01-15 Gakuto Obi , Ayato Saito , Yuto Sasaki , Tsuyoshi Kato

We consider Markov Decision Problems defined over continuous state and action spaces, where an autonomous agent seeks to learn a map from its states to actions so as to maximize its long-term discounted accumulation of rewards. We address…

Machine Learning · Computer Science 2018-04-23 Alec Koppel , Ekaterina Tolstaya , Ethan Stump , Alejandro Ribeiro

This paper addresses the problem of qubit routing in first-generation and other near-term quantum computers. In particular, it is asserted that the qubit routing problem can be formulated as a reinforcement learning (RL) problem, and that…

Quantum Physics · Physics 2019-01-29 Steven Herbert , Akash Sengupta

We propose and analyse a class of analytically solvable models of quantum reinforcement learning (QRL), formulated as finite-horizon Markov decision processes in finite-dimensional Hilbert spaces. The models are built around a…

General Mathematics · Mathematics 2026-04-16 Andrea Cintio , Alessandro Michelangeli , Dmitrii Tsutskov