English
Related papers

Related papers: Sample Complexity of Distributionally Robust Off-D…

200 papers

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Simulators are a pervasive tool in reinforcement learning, but most existing algorithms cannot efficiently exploit simulator access -- particularly in high-dimensional domains that require general function approximation. We explore the…

Machine Learning · Computer Science 2024-04-29 Zakaria Mhammedi , Dylan J. Foster , Alexander Rakhlin

Online advertising in recommendation platforms has gained significant attention, with a predominant focus on channel recommendation and budget allocation strategies. However, current offline reinforcement learning (RL) methods face…

Information Retrieval · Computer Science 2025-07-10 Langming Liu , Wanyu Wang , Chi Zhang , Bo Li , Hongzhi Yin , Xuetao Wei , Wenbo Su , Bo Zheng , Xiangyu Zhao

Robust reinforcement learning (RL) under the average-reward criterion is essential for long-term decision-making, particularly when the environment may differ from its specification. However, a significant gap exists in understanding the…

Machine Learning · Computer Science 2025-09-26 Zachary Roch , Chi Zhang , George Atia , Yue Wang

We consider the finite-horizon offline reinforcement learning (RL) setting, and are motivated by the challenge of learning the policy at any step h in dynamic programming (DP) algorithms. To learn this, it is sufficient to evaluate the…

Machine Learning · Computer Science 2025-01-22 Sanath Kumar Krishnamurthy , Tanmay Gangwani , Sumeet Katariya , Branislav Kveton , Shrey Modi , Anshuka Rangi

Modern decision-making systems, from robots to web recommendation engines, are expected to adapt: to user preferences, changing circumstances or even new tasks. Yet, it is still uncommon to deploy a dynamically learning agent (rather than a…

Machine Learning · Computer Science 2022-11-15 Shengpu Tang , Felipe Vieira Frujeri , Dipendra Misra , Alex Lamb , John Langford , Paul Mineiro , Sebastian Kochman

Many practical applications of reinforcement learning (RL) constrain the agent to learn from a fixed offline dataset of logged interactions, which has already been gathered, without offering further possibility for data collection. However,…

Machine Learning · Computer Science 2021-07-06 Zizhou Su

Training autonomous agents with sparse rewards is a long-standing problem in online reinforcement learning (RL), due to low data efficiency. Prior work overcomes this challenge by extracting useful knowledge from offline data, often…

Machine Learning · Computer Science 2024-06-07 Qianlan Yang , Yu-Xiong Wang

We study the problem of online learning in a class of Markov decision processes known as linearly solvable MDPs. In the stationary version of this problem, a learner interacts with its environment by directly controlling the state…

Machine Learning · Computer Science 2017-06-07 Gergely Neu , Vicenç Gómez

We study the offline reinforcement learning (offline RL) problem, where the goal is to learn a reward-maximizing policy in an unknown Markov Decision Process (MDP) using the data coming from a policy $\mu$. In particular, we consider the…

Machine Learning · Computer Science 2021-10-19 Ming Yin , Yu-Xiang Wang

We study reinforcement learning with delayed state observation, where the agent observes the current state after some random number of time steps. We propose an algorithm that combines the augmentation method and the upper confidence bound…

Machine Learning · Computer Science 2026-03-05 Harin Lee , Kevin Jamieson

Reinforcement learning (RL) with sparse and deceptive rewards is challenging because non-zero rewards are rarely obtained. Hence, the gradient calculated by the agent can be stochastic and without valid information. Recent studies that…

Machine Learning · Computer Science 2024-02-08 Guojian Wang , Faguo Wu , Xiao Zhang , Jianxiang Liu

We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…

Machine Learning · Computer Science 2021-06-15 Gergely Neu , Julia Olkhovskaya

We investigate the fundamental problem of leveraging offline data to accelerate online reinforcement learning - a direction with strong potential but limited theoretical grounding. Our study centers on how to learn and apply value envelopes…

Machine Learning · Statistics 2025-10-23 Sebastian Reboul , Hélène Halconruy , Randal Douc

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…

Machine Learning · Computer Science 2019-09-16 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky

We study model-free reinforcement learning (RL) in non-stationary finite-horizon episodic Markov decision processes (MDPs) without prior knowledge of the non-stationarity. We focus on the piecewise stationary (PS) setting, where both…

Machine Learning · Computer Science 2026-05-13 Argyrios Gerogiannis , Yu-Han Huang , Venugopal V. Veeravalli

Reinforcement Learning (RL) models have continually evolved to navigate the exploration - exploitation trade-off in uncertain Markov Decision Processes (MDPs). In this study, I leverage the principles of stochastic thermodynamics and system…

Machine Learning · Computer Science 2023-06-22 Peeyush Kumar

Offline reinforcement learning aims to learn from pre-collected datasets without active exploration. This problem faces significant challenges, including limited data availability and distributional shifts. Existing approaches adopt a…

Machine Learning · Computer Science 2024-10-01 Yue Wang , Jinjun Xiong , Shaofeng Zou

Reinforcement learning (RL) for the Markov Decision Process (MDP) has emerged in many security-related applications, such as autonomous driving, financial decisions, and drone/robot algorithms. In order to improve the robustness/defense of…

Machine Learning · Computer Science 2025-10-16 Ziqing Lu , Lifeng Lai , Weiyu Xu