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Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient exploration, posterior sampling for reinforcement learning…

Machine Learning · Statistics 2013-12-30 Ian Osband , Daniel Russo , Benjamin Van Roy

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

Safe reinforcement learning (safe RL) aims to respect safety requirements while optimizing long-term performance. In many practical applications, however, the problem involves an infinite number of constraints, known as semi-infinite safe…

Machine Learning · Computer Science 2025-11-07 Jiaming Zhang , Yujie Yang , Haoning Wang , Liping Zhang , Shengbo Eben Li

Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…

Machine Learning · Computer Science 2022-10-18 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Ming Jin , Javad Lavaei

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Machine Learning · Computer Science 2019-10-23 Jan Humplik , Alexandre Galashov , Leonard Hasenclever , Pedro A. Ortega , Yee Whye Teh , Nicolas Heess

Safe reinforcement learning is extremely challenging--not only must the agent explore an unknown environment, it must do so while ensuring no safety constraint violations. We formulate this safe reinforcement learning (RL) problem using the…

Machine Learning · Computer Science 2022-10-19 Archana Bura , Aria HasanzadeZonuzy , Dileep Kalathil , Srinivas Shakkottai , Jean-Francois Chamberland

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

In real-life scenarios, a Reinforcement Learning (RL) agent aiming to maximise their reward, must often also behave in a safe manner, including at training time. Thus, much attention in recent years has been given to Safe RL, where an agent…

Machine Learning · Statistics 2025-03-26 Edwin Hamel-De le Court , Francesco Belardinelli , Alexander W. Goodall

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Machine Learning · Computer Science 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai

Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied…

Machine Learning · Computer Science 2024-05-06 Zhongchang Sun , Sihong He , Fei Miao , Shaofeng Zou

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

Machine Learning · Computer Science 2022-02-14 Tengyang Xie , Nan Jiang , Huan Wang , Caiming Xiong , Yu Bai

Value function approximation is important in modern reinforcement learning (RL) problems especially when the state space is (infinitely) large. Despite the importance and wide applicability of value function approximation, its theoretical…

Machine Learning · Computer Science 2023-02-24 Hanlin Zhu , Ruosong Wang , Jason D. Lee

We consider online learning in episodic loop-free Markov decision processes (MDPs), where the loss function can change arbitrarily between episodes, and the transition function is not known to the learner. We show…

Machine Learning · Computer Science 2019-05-21 Aviv Rosenberg , Yishay Mansour

Meta-reinforcement learning has widely been used as a learning-to-learn framework to solve unseen tasks with limited experience. However, the aspect of constraint violations has not been adequately addressed in the existing works, making…

Machine Learning · Computer Science 2024-05-28 Vanshaj Khattar , Yuhao Ding , Bilgehan Sel , Javad Lavaei , Ming Jin

This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…

Optimization and Control · Mathematics 2024-05-27 Angeliki Kamoutsi , Peter Schmitt-Förster , Tobias Sutter , Volkan Cevher , John Lygeros