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This paper tackles the growing issue of excessive data transmission in networks. With increasing traffic, backhaul links and core networks are under significant traffic, leading to the investigation of caching solutions at edge routers.…

Networking and Internet Architecture · Computer Science 2024-10-31 Farnaz Niknia , Ping Wang , Zixu Wang , Aakash Agarwal , Adib S. Rezaei

We investigate episodic Markov Decision Processes with heavy-tailed losses (HTMDPs). Existing approaches for HTMDPs are conservative in stochastic environments and lack adaptivity in adversarial regimes. In this work, we propose algorithms…

Machine Learning · Computer Science 2026-05-18 Yu Chen , Yuhao Liu , Jiatai Huang , Yihan Du , Longbo Huang

We present an adaptive online gradient descent algorithm to solve online convex optimization problems with long-term constraints , which are constraints that need to be satisfied when accumulated over a finite number of rounds T , but can…

Machine Learning · Statistics 2015-12-24 Rodolphe Jenatton , Jim Huang , Cédric Archambeau

This paper gives the first polynomial-time algorithm for tabular Markov Decision Processes (MDP) that enjoys a regret bound \emph{independent on the planning horizon}. Specifically, we consider tabular MDP with $S$ states, $A$ actions, a…

Machine Learning · Computer Science 2022-06-17 Zihan Zhang , Xiangyang Ji , Simon S. Du

We study infinite-horizon average-reward constrained Markov decision processes (CMDPs) under the unichain assumption and general policy parameterizations. Existing regret analyses for constrained reinforcement learning largely rely on…

Machine Learning · Computer Science 2026-02-10 Anirudh Satheesh , Vaneet Aggarwal

Learning from human feedback plays an important role in aligning generative models, such as large language models (LLM). However, the effectiveness of this approach can be influenced by adversaries, who may intentionally provide misleading…

Machine Learning · Computer Science 2025-11-13 Qiwei Di , Jiafan He , Quanquan Gu

We propose an epoch-based reinforcement learning algorithm for infinite-horizon average-cost Markov decision processes (MDPs) that leverages a partial order over a policy class. In this structure, $\pi' \leq \pi$ if data collected under…

Machine Learning · Statistics 2025-08-07 Zhongjun Zhang , Shipra Agrawal , Ilan Lobel , Sean R. Sinclair , Christina Lee Yu

For the misspecified linear Markov decision process (MLMDP) model of Jin et al. [2020], we propose an algorithm with three desirable properties. (P1) Its regret after $K$ episodes scales as $K \max \{ \varepsilon_{\text{mis}},…

Machine Learning · Computer Science 2022-03-02 Daniel Vial , Advait Parulekar , Sanjay Shakkottai , R. Srikant

We provide an algorithm that achieves the optimal regret rate in an unknown weakly communicating Markov Decision Process (MDP). The algorithm proceeds in episodes where, in each episode, it picks a policy using regularization based on the…

Machine Learning · Computer Science 2012-05-14 Peter L. Bartlett , Ambuj Tewari

We study Markov Decision Processes (MDP) wherein states correspond to causal graphs that stochastically generate rewards. In this setup, the learner's goal is to identify atomic interventions that lead to high rewards by intervening on…

Machine Learning · Computer Science 2021-11-02 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

We study the Stochastic Shortest Path (SSP) problem with a linear mixture transition kernel, where an agent repeatedly interacts with a stochastic environment and seeks to reach certain goal state while minimizing the cumulative cost.…

Machine Learning · Computer Science 2024-02-15 Qiwei Di , Jiafan He , Dongruo Zhou , Quanquan Gu

In this work, we explore online convex optimization (OCO) and introduce a new condition and analysis that provides fast rates by exploiting the curvature of feasible sets. In online linear optimization, it is known that if the average…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito

We consider the task of opportunistic channel access in a primary system composed of independent Gilbert-Elliot channels where the secondary (or opportunistic) user does not dispose of a priori information regarding the statistical…

Machine Learning · Statistics 2009-08-04 Sarah Filippi , Olivier Cappé , Aurélien Garivier

We consider the problem of provably optimal exploration in reinforcement learning for finite horizon MDPs. We show that an optimistic modification to value iteration achieves a regret bound of $\tilde{O}( \sqrt{HSAT} + H^2S^2A+H\sqrt{T})$…

Machine Learning · Statistics 2017-07-04 Mohammad Gheshlaghi Azar , Ian Osband , Rémi Munos

We tackle average-reward infinite-horizon POMDPs with an unknown transition model but a known observation model, a setting that has been previously addressed in two limiting ways: (i) frequentist methods relying on suboptimal stochastic…

Machine Learning · Computer Science 2025-09-09 Alessio Russo , Alberto Maria Metelli , Marcello Restelli

This paper studies constrained Markov decision processes (CMDPs) with constraints against stochastic thresholds, aiming at safety of reinforcement learning in unknown and uncertain environments. We leverage a Growing-Window estimator…

Machine Learning · Computer Science 2025-12-25 Qian Zuo , Fengxiang He

Existing approaches to online convex optimization (OCO) make sequential one-slot-ahead decisions, which lead to (possibly adversarial) losses that drive subsequent decision iterates. Their performance is evaluated by the so-called regret…

Systems and Control · Computer Science 2017-11-22 Tianyi Chen , Qing Ling , Georgios B. Giannakis

We propose a new regret minimization algorithm for episodic sparse linear Markov decision process (SMDP) where the state-transition distribution is a linear function of observed features. The only previously known algorithm for SMDP…

Machine Learning · Statistics 2023-10-25 Wonyoung Kim , Garud Iyengar , Assaf Zeevi

This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret…

Machine Learning · Computer Science 2022-12-29 Shinji Ito , Taira Tsuchiya , Junya Honda

We consider a contextual bandit problem with $S$ contexts and $K$ actions. In each round $t=1,2,\dots$, the learner observes a random context and chooses an action based on its past experience. The learner then observes a random reward…

Machine Learning · Computer Science 2023-11-29 Chung-Wei Lee , Qinghua Liu , Yasin Abbasi-Yadkori , Chi Jin , Tor Lattimore , Csaba Szepesvári