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We consider the problem of using expert data with unobserved confounders for imitation and reinforcement learning. We begin by defining the problem of learning from confounded expert data in a contextual MDP setup. We analyze the…

Machine Learning · Computer Science 2021-10-14 Guy Tennenholtz , Assaf Hallak , Gal Dalal , Shie Mannor , Gal Chechik , Uri Shalit

We consider a reinforcement learning setting introduced in (Maillard et al., NIPS 2011) where the learner does not have explicit access to the states of the underlying Markov decision process (MDP). Instead, she has access to several models…

Machine Learning · Computer Science 2014-09-16 Ronald Ortner , Odalric-Ambrym Maillard , Daniil Ryabko

In standard Reinforcement Learning (RL) settings, the interaction between the agent and the environment is typically modeled as a Markov Decision Process (MDP), which assumes that the agent observes the system state instantaneously, selects…

Machine Learning · Computer Science 2025-06-18 John Wikman , Alexandre Proutiere , David Broman

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

Machine Learning · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen

Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

Machine Learning · Statistics 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

A fundamental assumption of reinforcement learning in Markov decision processes (MDPs) is that the relevant decision process is, in fact, Markov. However, when MDPs have rich observations, agents typically learn by way of an abstract state…

Machine Learning · Computer Science 2024-03-18 Cameron Allen , Neev Parikh , Omer Gottesman , George Konidaris

Average-reward Markov decision processes (MDPs) provide a foundational framework for sequential decision-making under uncertainty. However, average-reward MDPs have remained largely unexplored in reinforcement learning (RL) settings, with…

Machine Learning · Computer Science 2025-08-29 Juan Sebastian Rojas , Chi-Guhn Lee

We report a previously unidentified issue with model-free, value-based approaches to multiobjective reinforcement learning in the context of environments with stochastic state transitions. An example multiobjective Markov Decision Process…

Machine Learning · Computer Science 2021-03-16 Peter Vamplew , Cameron Foale , Richard Dazeley

In reinforcement learning (RL), an agent learns to perform a task by interacting with an environment and receiving feedback (a numerical reward) for its actions. However, the assumption that rewards are always observable is often not…

Machine Learning · Computer Science 2024-02-15 Simone Parisi , Montaser Mohammedalamen , Alireza Kazemipour , Matthew E. Taylor , Michael Bowling

Real-world decision-making problems are often marked by complex, uncertain dynamics that can shift or break under changing conditions. Traditional Model-Based Reinforcement Learning (MBRL) approaches learn predictive models of environment…

Machine Learning · Computer Science 2025-03-14 Alberto Caron , Vasilios Mavroudis , Chris Hicks

Offline meta-reinforcement learning aims to equip agents with the ability to rapidly adapt to new tasks by training on data from a set of different tasks. Context-based approaches utilize a history of state-action-reward transitions --…

Machine Learning · Computer Science 2025-01-23 Mohammadreza Nakhaei , Aidan Scannell , Joni Pajarinen

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

Robust Markov decision processes (MDPs) address the challenge of model uncertainty by optimizing the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on the robust average-reward MDPs under the model-free…

Machine Learning · Computer Science 2023-05-19 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

Training reinforcement learning (RL) agents using scalar reward signals is often infeasible when an environment has sparse and non-Markovian rewards. Moreover, handcrafting these reward functions before training is prone to…

Machine Learning · Computer Science 2023-10-04 Alessandro Abate , Yousif Almulla , James Fox , David Hyland , Michael Wooldridge

A challenge in multi-agent reinforcement learning is to be able to generalize over intractable state-action spaces. Inspired from Tesseract [Mahajan et al., 2021], this position paper investigates generalisation in state-action space over…

Machine Learning · Computer Science 2021-10-28 Pascal Van Der Vaart , Anuj Mahajan , Shimon Whiteson

The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…

Machine Learning · Computer Science 2026-02-23 Daqian Shao

Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…

Machine Learning · Computer Science 2025-05-26 Maximilian Nägele , Jan Olle , Thomas Fösel , Remmy Zen , Florian Marquardt

Despite its experimental success, Model-based Reinforcement Learning still lacks a complete theoretical understanding. To this end, we analyze the error in the cumulative reward using a contraction approach. We consider both stochastic and…

Machine Learning · Computer Science 2021-02-26 Ting-Han Fan , Peter J. Ramadge

We consider a context-dependent Reinforcement Learning (RL) setting, which is characterized by: a) an unknown finite number of not directly observable contexts; b) abrupt (discontinuous) context changes occurring during an episode; and c)…

Machine Learning · Computer Science 2022-02-15 Hang Ren , Aivar Sootla , Taher Jafferjee , Junxiao Shen , Jun Wang , Haitham Bou-Ammar

In model-based reinforcement learning it is typical to decouple the problems of learning the dynamics model and learning the reward function. However, when the dynamics model is flawed, it may generate erroneous states that would never…

Machine Learning · Computer Science 2018-06-12 Erik Talvitie