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We study computationally and statistically efficient Reinforcement Learning algorithms for the linear Bellman Complete setting. This setting uses linear function approximation to capture value functions and unifies existing models like…

Machine Learning · Computer Science 2025-03-04 Runzhe Wu , Ayush Sekhari , Akshay Krishnamurthy , Wen Sun

We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee…

Machine Learning · Computer Science 2022-01-03 Jiafan He , Dongruo Zhou , Quanquan Gu

Watkins' and Dayan's Q-learning is a model-free reinforcement learning algorithm that iteratively refines an estimate for the optimal action-value function of an MDP by stochastically "visiting" many state-ation pairs [Watkins and Dayan,…

Machine Learning · Computer Science 2021-08-09 Matthew T. Regehr , Alex Ayoub

Large-scale finite element simulations of complex physical systems governed by partial differential equations (PDE) crucially depend on adaptive mesh refinement (AMR) to allocate computational budget to regions where higher resolution is…

There have been many recent advances on provably efficient Reinforcement Learning (RL) in problems with rich observation spaces. However, all these works share a strong realizability assumption about the optimal value function of the true…

Machine Learning · Computer Science 2021-06-23 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

Deep Reinforcement Learning (RL) is a promising approach for adaptive robot control, but its current application to robotics is currently hindered by high sample requirements. To alleviate this issue, we propose to exploit the symmetries…

Robotics · Computer Science 2020-08-27 Yijiong Lin , Jiancong Huang , Matthieu Zimmer , Yisheng Guan , Juan Rojas , Paul Weng

This research delves deeply into Meta Reinforcement Learning (Meta RL) through a exploration focusing on defining generalization limits and ensuring convergence. By employing a approach this article introduces an innovative theoretical…

Machine Learning · Computer Science 2024-05-24 Cangqing Wang , Mingxiu Sui , Dan Sun , Zecheng Zhang , Yan Zhou

Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou

In an episodic Markov Decision Process (MDP) problem, an online algorithm chooses from a set of actions in a sequence of $H$ trials, where $H$ is the episode length, in order to maximize the total payoff of the chosen actions. Q-learning,…

Machine Learning · Computer Science 2019-07-11 Xu Zhu

We consider the problem of learning a set of probability distributions from the empirical Bellman dynamics in distributional reinforcement learning (RL), a class of state-of-the-art methods that estimate the distribution, as opposed to only…

Machine Learning · Computer Science 2020-12-10 Thanh Tang Nguyen , Sunil Gupta , Svetha Venkatesh

One of the most natural approaches to reinforcement learning (RL) with function approximation is value iteration, which inductively generates approximations to the optimal value function by solving a sequence of regression problems. To…

Machine Learning · Computer Science 2024-06-19 Noah Golowich , Ankur Moitra

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

Machine Learning · Computer Science 2020-02-25 Yaqi Duan , Mengdi Wang

Robust reinforcement learning (RL) under the average-reward criterion is essential for long-term decision-making, particularly when the environment may differ from its specification. However, a significant gap exists in understanding the…

Machine Learning · Computer Science 2025-09-26 Zachary Roch , Chi Zhang , George Atia , Yue Wang

In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) performance for specific target populations, especially when…

Machine Learning · Statistics 2025-04-15 Jinhang Chai , Elynn Chen , Jianqing Fan

The sim-to-real gap, which represents the disparity between training and testing environments, poses a significant challenge in reinforcement learning (RL). A promising approach to addressing this challenge is distributionally robust RL,…

Machine Learning · Computer Science 2024-11-05 Miao Lu , Han Zhong , Tong Zhang , Jose Blanchet

This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…

Machine Learning · Statistics 2024-03-11 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi , Yuting Wei

Temporal-difference and Q-learning play a key role in deep reinforcement learning, where they are empowered by expressive nonlinear function approximators such as neural networks. At the core of their empirical successes is the learned…

Machine Learning · Computer Science 2024-04-02 Yufeng Zhang , Qi Cai , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

Reinforcement learning (RL) promises a framework for near-universal problem-solving. In practice however, RL algorithms are often tailored to specific benchmarks, relying on carefully tuned hyperparameters and algorithmic choices. Recently,…

Machine Learning · Computer Science 2025-01-28 Scott Fujimoto , Pierluca D'Oro , Amy Zhang , Yuandong Tian , Michael Rabbat

Recent progress in reinforcement learning has led to remarkable performance in a range of applications, but its deployment in high-stakes settings remains quite rare. One reason is a limited understanding of the behavior of reinforcement…

Machine Learning · Computer Science 2020-11-04 Feicheng Wang , Lucas Janson

When applying imitation learning techniques to fit a policy from expert demonstrations, one can take advantage of prior stability/robustness assumptions on the expert's policy and incorporate such control-theoretic prior knowledge…

Optimization and Control · Mathematics 2021-03-25 Aaron Havens , Bin Hu