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We design a new provably efficient algorithm for episodic reinforcement learning with generalized linear function approximation. We analyze the algorithm under a new expressivity assumption that we call "optimistic closure," which is…

Machine Learning · Statistics 2019-12-10 Yining Wang , Ruosong Wang , Simon S. Du , Akshay Krishnamurthy

Balancing exploration and exploitation is a fundamental part of reinforcement learning, yet most state-of-the-art algorithms use a naive exploration protocol like $\epsilon$-greedy. This contributes to the problem of high sample complexity,…

Machine Learning · Computer Science 2019-11-21 Tom Blau , Lionel Ott , Fabio Ramos

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…

Machine Learning · Computer Science 2019-12-09 Siddharth Mitra , Aditya Gopalan

Online quantum state learning is a recently proposed problem by Aaronson et al. (2018), where the learner sequentially predicts $n$-qubit quantum states based on given measurements on states and noisy outcomes. In the previous work, the…

Quantum Physics · Physics 2020-06-02 Yifang Chen , Xin Wang

We improve the theoretical and empirical performance of neural-network(NN)-based active learning algorithms for the non-parametric streaming setting. In particular, we introduce two regret metrics by minimizing the population loss that are…

Machine Learning · Computer Science 2023-01-18 Yikun Ban , Yuheng Zhang , Hanghang Tong , Arindam Banerjee , Jingrui He

In many real-world applications of reinforcement learning (RL), performing actions requires consuming certain types of resources that are non-replenishable in each episode. Typical applications include robotic control with limited energy…

Machine Learning · Computer Science 2022-12-15 Zhihai Wang , Taoxing Pan , Qi Zhou , Jie Wang

We study finite-time horizon continuous-time linear-quadratic reinforcement learning problems in an episodic setting, where both the state and control coefficients are unknown to the controller. We first propose a least-squares algorithm…

Optimization and Control · Mathematics 2022-06-22 Matteo Basei , Xin Guo , Anran Hu , Yufei Zhang

We consider model-free reinforcement learning (RL) in non-stationary Markov decision processes. Both the reward functions and the state transition functions are allowed to vary arbitrarily over time as long as their cumulative variations do…

Machine Learning · Computer Science 2022-08-23 Weichao Mao , Kaiqing Zhang , Ruihao Zhu , David Simchi-Levi , Tamer Başar

We consider the problem of controlling an unknown linear quadratic Gaussian (LQG) system consisting of multiple subsystems connected over a network. Our goal is to minimize and quantify the regret (i.e. loss in performance) of our strategy…

Systems and Control · Electrical Eng. & Systems 2021-08-19 Sagar Sudhakara , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

We study reinforcement learning with multinomial logistic (MNL) function approximation where the underlying transition probability kernel of the Markov decision processes (MDPs) is parametrized by an unknown transition core with features of…

Machine Learning · Statistics 2024-11-01 Wooseong Cho , Taehyun Hwang , Joongkyu Lee , Min-hwan Oh

In this work, we study model-based reinforcement learning (RL) in unknown stabilizable linear dynamical systems. When learning a dynamical system, one needs to stabilize the unknown dynamics in order to avoid system blow-ups. We propose an…

Machine Learning · Computer Science 2022-06-06 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

The epidemic failure of replicability across empirical science and machine learning has recently motivated the formal study of replicable learning algorithms [Impagliazzo et al. (2022)]. In batch settings where data comes from a fixed…

Machine Learning · Computer Science 2025-07-17 Max Hopkins , Sihan Liu , Christopher Ye , Yuichi Yoshida

Reinforcement learning from human feedback (RLHF) replaces hard-to-specify rewards with pairwise trajectory preferences, yet regret-oriented theory often assumes that preference labels are generated consistently from a single ground-truth…

Machine Learning · Computer Science 2026-04-03 Ming Shi , Yingbin Liang , Ness B. Shroff , Ananthram Swami

This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates…

Machine Learning · Computer Science 2024-02-29 Tonghe Zhang , Yu Chen , Longbo Huang

We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…

Machine Learning · Computer Science 2023-01-10 Arnob Ghosh , Xingyu Zhou , Ness Shroff

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…

Machine Learning · Computer Science 2024-10-15 Kihyun Yu , Duksang Lee , William Overman , Dabeen Lee

Restless bandit problems assume time-varying reward distributions of the arms, which adds flexibility to the model but makes the analysis more challenging. We study learning algorithms over the unknown reward distributions and prove a…

Machine Learning · Computer Science 2019-10-15 Young Hun Jung , Marc Abeille , Ambuj Tewari

We present an efficient algorithm for model-free episodic reinforcement learning on large (potentially continuous) state-action spaces. Our algorithm is based on a novel $Q$-learning policy with adaptive data-driven discretization. The…

Machine Learning · Computer Science 2019-12-20 Sean R. Sinclair , Siddhartha Banerjee , Christina Lee Yu

This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesise optimal control policies while ensuring safety during the learning process. Policies are synthesised to satisfy a goal,…

Machine Learning · Computer Science 2020-03-24 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari
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