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In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy…

Machine Learning · Computer Science 2021-02-26 Nevena Lazic , Dong Yin , Yasin Abbasi-Yadkori , Csaba Szepesvari

Adaptive gradient algorithms such as ADAGRAD and its variants have gained popularity in the training of deep neural networks. While many works as for adaptive methods have focused on the static regret as a performance metric to achieve a…

Machine Learning · Computer Science 2022-09-07 Parvin Nazari , Esmaile Khorram

Recently, there are many efforts attempting to learn useful policies for continuous control in visual reinforcement learning (RL). In this scenario, it is important to learn a generalizable policy, as the testing environment may differ from…

Machine Learning · Computer Science 2024-10-17 Jiafei Lyu , Le Wan , Xiu Li , Zongqing Lu

Reinforcement learning (RL) has traditionally been understood from an episodic perspective; the concept of non-episodic RL, where there is no restart and therefore no reliable recovery, remains elusive. A fundamental question in…

Machine Learning · Computer Science 2021-05-31 Shuang Liu , Hao Su

Optimization is offered as an objective approach to resolving complex, real-world decisions involving uncertainty and conflicting interests. It drives business strategies as well as public policies and, increasingly, lies at the heart of…

Artificial Intelligence · Computer Science 2023-08-01 Benjamin Laufer , Thomas Krendl Gilbert , Helen Nissenbaum

Because it is difficult to precisely specify complex objectives, reinforcement learning policies are often optimized using proxy reward functions that only approximate the true goal. However, optimizing proxy rewards frequently leads to…

Machine Learning · Computer Science 2025-03-14 Cassidy Laidlaw , Shivam Singhal , Anca Dragan

A large variety of real-world Reinforcement Learning (RL) tasks is characterized by a complex and heterogeneous structure that makes end-to-end (or flat) approaches hardly applicable or even infeasible. Hierarchical Reinforcement Learning…

Machine Learning · Computer Science 2023-05-12 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

We explore colour versus shape goal misgeneralization originally demonstrated by Di Langosco et al. (2022) in the Procgen Maze environment, where, given an ambiguous choice, the agents seem to prefer generalization based on colour rather…

Machine Learning · Computer Science 2023-12-08 Karolis Ramanauskas , Özgür Şimşek

Online reinforcement learning in infinite-horizon Markov decision processes (MDPs) remains less theoretically and algorithmically developed than its episodic counterpart, with many algorithms suffering from high ``burn-in'' costs and…

Machine Learning · Computer Science 2026-03-26 Guy Zamir , Matthew Zurek , Yudong Chen

We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…

Statistics Theory · Mathematics 2021-01-07 Geoffrey Chinot , Guillaume Lecué , Matthieu Lerasle

The aim of reinforcement learning (RL) is to allow the agent to achieve the final goal. Most RL studies have focused on improving the efficiency of learning to achieve the final goal faster. However, the RL model is very difficult to modify…

Artificial Intelligence · Computer Science 2022-05-03 GyeongTaek Lee

The strategy of pre-training a large model on a diverse dataset, then fine-tuning for a particular application has yielded impressive results in computer vision, natural language processing, and robotic control. This strategy has vast…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Bruce D. Lee , Anders Rantzer , Nikolai Matni

We introduce an online convex optimization algorithm which utilizes projected subgradient descent with optimal adaptive learning rates. Our method provides second-order minimax-optimal dynamic regret guarantee (i.e. dependent on the sum of…

Optimization and Control · Mathematics 2022-09-14 Hakan Gokcesu , Suleyman S. Kozat

Incentive design is a popular framework for guiding agents' learning dynamics towards desired outcomes by providing additional payments beyond intrinsic rewards. However, most existing works focus on a finite, small set of agents or assume…

Machine Learning · Computer Science 2025-04-16 Leo Widmer , Jiawei Huang , Niao He

The generalization gap in reinforcement learning (RL) has been a significant obstacle that prevents the RL agent from learning general skills and adapting to varying environments. Increasing the generalization capacity of the RL systems can…

Machine Learning · Computer Science 2021-12-06 Hanping Zhang , Yuhong Guo

Due to the realization that deep reinforcement learning algorithms trained on high-dimensional tasks can strongly overfit to their training environments, there have been several studies that investigated the generalization performance of…

Machine Learning · Computer Science 2020-07-06 Safa Alver , Doina Precup

Biased regularization and fine-tuning are two recent meta-learning approaches. They have been shown to be effective to tackle distributions of tasks, in which the tasks' target vectors are all close to a common meta-parameter vector.…

Machine Learning · Computer Science 2020-08-26 Giulia Denevi , Massimiliano Pontil , Carlo Ciliberto

We propose \textit{Meta-Regularization}, a novel approach for the adaptive choice of the learning rate in first-order gradient descent methods. Our approach modifies the objective function by adding a regularization term on the learning…

Machine Learning · Computer Science 2021-04-13 Guangzeng Xie , Hao Jin , Dachao Lin , Zhihua Zhang

In this paper we provide provable regret guarantees for an online meta-learning receding horizon control algorithm in an iterative control setting. We consider the setting where, in each iteration the system to be controlled is a linear…

Systems and Control · Electrical Eng. & Systems 2022-11-02 Deepan Muthirayan , Pramod P. Khargonekar

Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

Econometrics · Economics 2023-04-25 Lihua Lei , Roshni Sahoo , Stefan Wager
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