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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

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal…

Machine Learning · Computer Science 2019-06-07 Lin F. Yang , Mengdi Wang

Within the framework of probably approximately correct Markov decision processes (PAC-MDP), much theoretical work has focused on methods to attain near optimality after a relatively long period of learning and exploration. However,…

Artificial Intelligence · Computer Science 2016-04-06 Kenji Kawaguchi

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

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…

Machine Learning · Computer Science 2024-05-30 Danil Provodin , Maurits Kaptein , Mykola Pechenizkiy

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…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

This paper addresses the problem of learning optimal control policies for systems with uncertain dynamics and high-level control objectives specified as Linear Temporal Logic (LTL) formulas. Uncertainty is considered in the workspace…

Robotics · Computer Science 2024-10-17 Yiannis Kantaros , Jun Wang

We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the…

Machine Learning · Computer Science 2018-10-24 Devavrat Shah , Qiaomin Xie

Motivated by practical applications where stable long-term performance is critical-such as robotics, operations research, and healthcare-we study the problem of distributionally robust (DR) average-reward reinforcement learning. We propose…

Machine Learning · Computer Science 2026-02-03 Zijun Chen , Shengbo Wang , Nian Si

For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…

Machine Learning · Computer Science 2022-03-16 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…

Optimization and Control · Mathematics 2022-06-15 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

Reward-free reinforcement learning (RL) considers the setting where the agent does not have access to a reward function during exploration, but must propose a near-optimal policy for an arbitrary reward function revealed only after…

Machine Learning · Computer Science 2022-06-22 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

It is believed that a model-based approach for reinforcement learning (RL) is the key to reduce sample complexity. However, the understanding of the sample optimality of model-based RL is still largely missing, even for the linear case.…

Machine Learning · Computer Science 2020-10-20 Qiwen Cui , Lin F. Yang

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

Machine Learning · Computer Science 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu

We revisit the identification of an $\varepsilon$-optimal policy in average-reward Markov Decision Processes (MDP). In such MDPs, two measures of complexity have appeared in the literature: the diameter, $D$, and the optimal bias span, $H$,…

Machine Learning · Computer Science 2024-05-28 Adrienne Tuynman , Rémy Degenne , Emilie Kaufmann

This work considers the sample complexity of obtaining an $\varepsilon$-optimal policy in an average reward Markov Decision Process (AMDP), given access to a generative model (simulator). When the ground-truth MDP is weakly communicating,…

Machine Learning · Computer Science 2022-12-02 Jinghan Wang , Mengdi Wang , Lin F. Yang

We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…

Machine Learning · Computer Science 2023-06-29 Zihan Zhang , Qiaomin Xie

We consider the problem of learning an $\varepsilon$-optimal policy in a general class of continuous-space Markov decision processes (MDPs) having smooth Bellman operators. Given access to a generative model, we achieve rate-optimal sample…

Machine Learning · Computer Science 2024-05-13 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restelli

Statistical performance bounds for reinforcement learning (RL) algorithms can be critical for high-stakes applications like healthcare. This paper introduces a new framework for theoretically measuring the performance of such algorithms…

Machine Learning · Computer Science 2018-01-03 Christoph Dann , Tor Lattimore , Emma Brunskill