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We study Exo-MDPs, a structured class of Markov Decision Processes (MDPs) where the state space is partitioned into exogenous and endogenous components. Exogenous states evolve stochastically, independent of the agent's actions, while…

Machine Learning · Statistics 2025-02-06 Jia Wan , Sean R. Sinclair , Devavrat Shah , Martin J. Wainwright

We introduce and analyse two algorithms for exploration-exploitation in discrete and continuous Markov Decision Processes (MDPs) based on exploration bonuses. SCAL$^+$ is a variant of SCAL (Fruit et al., 2018) that performs efficient…

Machine Learning · Computer Science 2018-12-12 Jian Qian , Ronan Fruit , Matteo Pirotta , Alessandro Lazaric

In many sequential decision-making problems, the goal is to optimize a utility function while satisfying a set of constraints on different utilities. This learning problem is formalized through Constrained Markov Decision Processes (CMDPs).…

Machine Learning · Computer Science 2020-03-05 Yonathan Efroni , Shie Mannor , Matteo Pirotta

We propose Deterministic Sequencing of Exploration and Exploitation (DSEE) algorithm with interleaving exploration and exploitation epochs for model-based RL problems that aim to simultaneously learn the system model, i.e., a Markov…

Machine Learning · Computer Science 2022-12-21 Piyush Gupta , Vaibhav Srivastava

We address reinforcement learning problems with finite state and action spaces where the underlying MDP has some known structure that could be potentially exploited to minimize the exploration rates of suboptimal (state, action) pairs. For…

Machine Learning · Computer Science 2018-11-30 Jungseul Ok , Alexandre Proutiere , Damianos Tranos

We study algorithms for average-cost reinforcement learning problems with value function approximation. Our starting point is the recently proposed POLITEX algorithm, a version of policy iteration where the policy produced in each iteration…

Machine Learning · Computer Science 2019-08-29 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari , Gellert Weisz

In several realistic situations, an interactive learning agent can practice and refine its strategy before going on to be evaluated. For instance, consider a student preparing for a series of tests. She would typically take a few practice…

Machine Learning · Computer Science 2017-06-08 Sudeep Raja Putta , Theja Tulabandhula

Ensuring sufficient exploration is a central challenge when training meta-reinforcement learning (meta-RL) agents to solve novel environments. Conventional solutions to the exploration-exploitation dilemma inject explicit incentives such as…

Machine Learning · Computer Science 2025-08-05 Micah Rentschler , Jesse Roberts

While designing the state space of an MDP, it is common to include states that are transient or not reachable by any policy (e.g., in mountain car, the product space of speed and position contains configurations that are not physically…

Machine Learning · Computer Science 2019-03-21 Ronan Fruit , Matteo Pirotta , Alessandro Lazaric

Efficient exploration is one of the key challenges for reinforcement learning (RL) algorithms. Most traditional sample efficiency bounds require strategic exploration. Recently many deep RL algorithms with simple heuristic exploration…

Machine Learning · Computer Science 2019-04-19 Yao Liu , Emma Brunskill

Reinforcement learning algorithms typically consider discrete-time dynamics, even though the underlying systems are often continuous in time. In this paper, we introduce a model-based reinforcement learning algorithm that represents…

Machine Learning · Computer Science 2023-11-01 Lenart Treven , Jonas Hübotter , Bhavya Sukhija , Florian Dörfler , Andreas Krause

In reinforcement learning (RL), an agent must explore an initially unknown environment in order to learn a desired behaviour. When RL agents are deployed in real world environments, safety is of primary concern. Constrained Markov decision…

Machine Learning · Computer Science 2022-06-24 David M. Bossens , Nicholas Bishop

Despite the close connection between exploration and sample efficiency, most state of the art reinforcement learning algorithms include no considerations for exploration beyond maximizing the entropy of the policy. In this work we address…

Many real-world applications of reinforcement learning (RL) require the agent to deal with high-dimensional observations such as those generated from a megapixel camera. Prior work has addressed such problems with representation learning,…

Machine Learning · Computer Science 2022-03-08 Yonathan Efroni , Dipendra Misra , Akshay Krishnamurthy , Alekh Agarwal , John Langford

Although parallelism has been extensively used in reinforcement learning (RL), the quantitative effects of parallel exploration are not well understood theoretically. We study the benefits of simple parallel exploration for reward-free RL…

Machine Learning · Computer Science 2023-03-03 Pedro Cisneros-Velarde , Boxiang Lyu , Sanmi Koyejo , Mladen Kolar

We study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…

Machine Learning · Computer Science 2023-03-13 Honghao Wei , Arnob Ghosh , Ness Shroff , Lei Ying , Xingyu Zhou

We introduce SCAL, an algorithm designed to perform efficient exploration-exploitation in any unknown weakly-communicating Markov decision process (MDP) for which an upper bound $c$ on the span of the optimal bias function is known. For an…

Machine Learning · Computer Science 2018-07-09 Ronan Fruit , Matteo Pirotta , Alessandro Lazaric , Ronald Ortner

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Recently, model-free reinforcement learning has attracted research attention due to its simplicity, memory and computation efficiency, and the flexibility to combine with function approximation. In this paper, we propose Exploration…

Machine Learning · Computer Science 2020-12-10 Mehdi Jafarnia-Jahromi , Chen-Yu Wei , Rahul Jain , Haipeng Luo
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