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Delays frequently occur in real-world environments, yet standard reinforcement learning (RL) algorithms often assume instantaneous perception of the environment. We study random sensor delays in POMDPs, where observations may arrive…

Machine Learning · Computer Science 2026-04-17 Armin Karamzade , Kyungmin Kim , JB Lanier , Davide Corsi , Roy Fox

We present an algorithm guaranteeing dynamic regret bounds for online omniprediction with long term constraints. The goal in this recently introduced problem is for a learner to generate a sequence of predictions which are broadcast to a…

Machine Learning · Computer Science 2025-10-09 Yahav Bechavod , Jiuyao Lu , Aaron Roth

We study the role of the representation of state-action value functions in regret minimization in finite-horizon Markov Decision Processes (MDPs) with linear structure. We first derive a necessary condition on the representation, called…

Machine Learning · Computer Science 2021-10-29 Matteo Papini , Andrea Tirinzoni , Aldo Pacchiano , Marcello Restelli , Alessandro Lazaric , Matteo Pirotta

We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

Machine Learning · Computer Science 2019-06-21 Goran Radanovic , Rati Devidze , David C. Parkes , Adish Singla

We study reinforcement learning with linear function approximation where the transition probability and reward functions are linear with respect to a feature mapping $\boldsymbol{\phi}(s,a)$. Specifically, we consider the episodic…

Machine Learning · Computer Science 2023-01-31 Pihe Hu , Yu Chen , Longbo Huang

In this paper, we provide a general framework for studying multi-agent online learning problems in the presence of delays and asynchronicities. Specifically, we propose and analyze a class of adaptive dual averaging schemes in which agents…

Machine Learning · Computer Science 2022-04-19 Yu-Guan Hsieh , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

This paper investigates a hybrid learning framework for reinforcement learning (RL) in which the agent can leverage both an offline dataset and online interactions to learn the optimal policy. We present a unified algorithm and analysis and…

Machine Learning · Computer Science 2025-07-01 Ruiquan Huang , Donghao Li , Chengshuai Shi , Cong Shen , Jing Yang

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

Artificial Intelligence · Computer Science 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

We derive sublinear regret bounds for undiscounted reinforcement learning in continuous state space. The proposed algorithm combines state aggregation with the use of upper confidence bounds for implementing optimism in the face of…

Machine Learning · Computer Science 2013-02-12 Ronald Ortner , Daniil Ryabko

This paper considers an online reinforcement learning algorithm that leverages pre-collected data (passive memory) from the environment for online interaction. We show that using passive memory improves performance and further provide…

Machine Learning · Computer Science 2024-10-21 Anay Pattanaik , Lav R. Varshney

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

We propose a black-box reduction that turns a certain reinforcement learning algorithm with optimal regret in a (near-)stationary environment into another algorithm with optimal dynamic regret in a non-stationary environment, importantly…

Machine Learning · Computer Science 2021-09-07 Chen-Yu Wei , Haipeng Luo

Offline estimation of the dynamical model of a Markov Decision Process (MDP) is a non-trivial task that greatly depends on the data available in the learning phase. Sometimes the dynamics of the model is invariant with respect to some…

Machine Learning · Computer Science 2023-04-13 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

Machine Learning · Computer Science 2020-11-20 Jonathan N. Lee , Aldo Pacchiano , Vidya Muthukumar , Weihao Kong , Emma Brunskill

When the agent's observations or interactions are delayed, classic reinforcement learning tools usually fail. In this paper, we propose a simple yet new and efficient solution to this problem. We assume that, in the undelayed environment,…

Machine Learning · Computer Science 2022-05-12 Pierre Liotet , Davide Maran , Lorenzo Bisi , Marcello Restelli

We study Online Linear Programming (OLP) with batching. The planning horizon is cut into $K$ batches, and the decisions on customers arriving within a batch can be delayed to the end of their associated batch. Compared with OLP without…

Machine Learning · Computer Science 2024-08-02 Haoran Xu , Peter W. Glynn , Yinyu Ye

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar