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Related papers: Sample-Adaptivity Tradeoff in On-Demand Sampling

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We prove new upper and lower bounds for sample complexity of finding an $\epsilon$-optimal policy of an infinite-horizon average-reward Markov decision process (MDP) given access to a generative model. When the mixing time of the…

Machine Learning · Computer Science 2021-06-15 Yujia Jin , Aaron Sidford

Sampling from high-dimensional probability distributions is fundamental in machine learning and statistics. As datasets grow larger, computational efficiency becomes increasingly important, particularly in reducing adaptive complexity,…

Data Structures and Algorithms · Computer Science 2025-09-23 Huanjian Zhou , Masashi Sugiyama

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

We revisit the fundamental problem of learning Axis-Aligned-Rectangles over a finite grid $X^d\subseteq{\mathbb{R}}^d$ with differential privacy. Existing results show that the sample complexity of this problem is at most $\min\left\{…

Machine Learning · Computer Science 2021-07-27 Menachem Sadigurschi , Uri Stemmer

We study offline reinforcement learning in average-reward MDPs, which presents increased challenges from the perspectives of distribution shift and non-uniform coverage, and has been relatively underexamined from a theoretical perspective.…

Machine Learning · Computer Science 2026-04-23 Matthew Zurek , Guy Zamir , Yudong Chen

Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale…

Data Structures and Algorithms · Computer Science 2023-04-11 Matthew Fahrbach , Vahab Mirrokni , Morteza Zadimoghaddam

We study the problem of learning general (i.e., not necessarily homogeneous) halfspaces with Random Classification Noise under the Gaussian distribution. We establish nearly-matching algorithmic and Statistical Query (SQ) lower bound…

Machine Learning · Computer Science 2023-07-18 Ilias Diakonikolas , Jelena Diakonikolas , Daniel M. Kane , Puqian Wang , Nikos Zarifis

We consider the sample complexity of learning with adversarial robustness. Most prior theoretical results for this problem have considered a setting where different classes in the data are close together or overlapping. Motivated by some…

Machine Learning · Computer Science 2023-01-19 Robi Bhattacharjee , Somesh Jha , Kamalika Chaudhuri

This paper explores a theory of generalization for learning problems on product distributions, complementing the existing learning theories in the sense that it does not rely on any complexity measures of the hypothesis classes. The main…

Computer Science and Game Theory · Computer Science 2020-07-28 Chenghao Guo , Zhiyi Huang , Zhihao Gavin Tang , Xinzhi Zhang

We provide an algorithm for properly learning mixtures of two single-dimensional Gaussians without any separability assumptions. Given $\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithm outputs a mixture that is…

Data Structures and Algorithms · Computer Science 2014-05-20 Constantinos Daskalakis , Gautam Kamath

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

One of the challenges in online reinforcement learning (RL) is that the agent needs to trade off the exploration of the environment and the exploitation of the samples to optimize its behavior. Whether we optimize for regret, sample…

Machine Learning · Computer Science 2021-11-19 Jean Tarbouriech , Matteo Pirotta , Michal Valko , Alessandro Lazaric

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

Several large-scale machine learning tasks, such as data summarization, can be approached by maximizing functions that satisfy submodularity. These optimization problems often involve complex side constraints, imposed by the underlying…

Data Structures and Algorithms · Computer Science 2021-02-15 Francesco Quinzan , Vanja Doskoč , Andreas Göbel , Tobias Friedrich

Optimal transport (OT) and maximum mean discrepancies (MMD) are now routinely used in machine learning to compare probability measures. We focus in this paper on \emph{Sinkhorn divergences} (SDs), a regularized variant of OT distances which…

Statistics Theory · Mathematics 2019-10-16 Aude Genevay , Lénaic Chizat , Francis Bach , Marco Cuturi , Gabriel Peyré

This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…

Machine Learning · Computer Science 2025-03-11 Max Buckley , Konstantinos Papathanasiou , Andreas Spanopoulos

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

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

Out-of-distribution (OOD) detection, which aims to distinguish unknown classes from known classes, has received increasing attention recently. A main challenge within is the unavailable of samples from the unknown classes in the training…

Computer Vision and Pattern Recognition · Computer Science 2024-10-10 Mingle Xu , Jaehwan Lee , Sook Yoon , Dong Sun Park

We consider a reinforcement learning setting in which the deployment environment is different from the training environment. Applying a robust Markov decision processes formulation, we extend the distributionally robust $Q$-learning…

Machine Learning · Computer Science 2024-08-02 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou