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Inverse Reinforcement Learning (IRL) -- the problem of learning reward functions from demonstrations of an \emph{expert policy} -- plays a critical role in developing intelligent systems. While widely used in applications, theoretical…

Machine Learning · Statistics 2024-02-13 Lei Zhao , Mengdi Wang , Yu Bai

The practicality of reinforcement learning algorithms has been limited due to poor scaling with respect to the problem size, as the sample complexity of learning an $\epsilon$-optimal policy is $\tilde{\Omega}\left(|S||A|H^3 /…

Machine Learning · Computer Science 2023-06-12 Tyler Sam , Yudong Chen , Christina Lee Yu

In safe offline reinforcement learning (RL), the objective is to develop a policy that maximizes cumulative rewards while strictly adhering to safety constraints, utilizing only offline data. Traditional methods often face difficulties in…

Machine Learning · Computer Science 2026-02-11 Prajwal Koirala , Zhanhong Jiang , Soumik Sarkar , Cody Fleming

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

Reinforcement learning (RL) algorithms are often categorized as either on-policy or off-policy depending on whether they use data from a target policy of interest or from a different behavior policy. In this paper, we study a subtle…

Machine Learning · Computer Science 2022-10-12 Rujie Zhong , Duohan Zhang , Lukas Schäfer , Stefano V. Albrecht , Josiah P. Hanna

The sim-to-real gap, which represents the disparity between training and testing environments, poses a significant challenge in reinforcement learning (RL). A promising approach to addressing this challenge is distributionally robust RL,…

Machine Learning · Computer Science 2024-11-05 Miao Lu , Han Zhong , Tong Zhang , Jose Blanchet

While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited -- they are either…

Machine Learning · Computer Science 2023-12-05 Qinghua Liu , Gellért Weisz , András György , Chi Jin , Csaba Szepesvári

We study the offline reinforcement learning (RL) in the face of unmeasured confounders. Due to the lack of online interaction with the environment, offline RL is facing the following two significant challenges: (i) the agent may be…

Machine Learning · Computer Science 2022-09-20 Zuyue Fu , Zhengling Qi , Zhaoran Wang , Zhuoran Yang , Yanxun Xu , Michael R. Kosorok

Recently, robust reinforcement learning (RL) methods against input observation have garnered significant attention and undergone rapid evolution due to RL's potential vulnerability. Although these advanced methods have achieved reasonable…

Machine Learning · Computer Science 2024-09-04 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii

Offline reinforcement learning (RL) learns effective policies from a static target dataset. The performance of state-of-the-art offline RL algorithms notwithstanding, it relies on the size of the target dataset, and it degrades if limited…

Machine Learning · Computer Science 2026-02-10 Weiqin Chen , Xinjie Zhang , Sandipan Mishra , Santiago Paternain

We study the problem of offline policy optimization in stochastic contextual bandit problems, where the goal is to learn a near-optimal policy based on a dataset of decision data collected by a suboptimal behavior policy. Rather than making…

Machine Learning · Computer Science 2023-09-28 Germano Gabbianelli , Gergely Neu , Matteo Papini

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

Adversarial Imitation Learning (AIL) faces challenges with sample inefficiency because of its reliance on sufficient on-policy data to evaluate the performance of the current policy during reward function updates. In this work, we study the…

Machine Learning · Computer Science 2024-05-28 Yilei Chen , Vittorio Giammarino , James Queeney , Ioannis Ch. Paschalidis

In this paper we consider the problem of learning an $\epsilon$-optimal policy for a discounted Markov Decision Process (MDP). Given an MDP with $S$ states, $A$ actions, the discount factor $\gamma \in (0,1)$, and an approximation threshold…

Machine Learning · Computer Science 2020-12-25 Zihan Zhang , Yuan Zhou , Xiangyang Ji

We consider the optimal sample complexity theory of tabular reinforcement learning (RL) for maximizing the infinite horizon discounted reward in a Markov decision process (MDP). Optimal worst-case complexity results have been developed for…

Machine Learning · Computer Science 2023-10-03 Shengbo Wang , Jose Blanchet , Peter Glynn

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

Machine Learning · Computer Science 2021-11-02 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

Offline reinforcement learning (RL) heavily relies on the coverage of pre-collected data over the target policy's distribution. Existing studies aim to improve data-policy coverage to mitigate distributional shifts, but overlook security…

Machine Learning · Computer Science 2025-06-16 Xue Zhou , Dapeng Man , Chen Xu , Fanyi Zeng , Tao Liu , Huan Wang , Shucheng He , Chaoyang Gao , Wu Yang

We study offline reinforcement learning under a novel model called strategic MDP, which characterizes the strategic interactions between a principal and a sequence of myopic agents with private types. Due to the bilevel structure and…

Machine Learning · Statistics 2022-08-24 Mengxin Yu , Zhuoran Yang , Jianqing Fan

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
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