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We study regret minimization under privacy constraints in episodic inhomogeneous linear Markov Decision Processes (MDPs), motivated by the growing use of reinforcement learning (RL) in personalized decision-making systems that rely on…

Machine Learning · Computer Science 2025-04-29 Sharan Sahu

Offline reinforcement learning, which aims at optimizing sequential decision-making strategies with historical data, has been extensively applied in real-life applications. State-Of-The-Art algorithms usually leverage powerful function…

Machine Learning · Computer Science 2022-11-28 Ming Yin , Mengdi Wang , Yu-Xiang Wang

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

Most of the existing works for reinforcement learning (RL) with general function approximation (FA) focus on understanding the statistical complexity or regret bounds. However, the computation complexity of such approaches is far from being…

Machine Learning · Computer Science 2023-04-19 Dingwen Kong , Ruslan Salakhutdinov , Ruosong Wang , Lin F. Yang

The success of reinforcement learning (RL) crucially depends on effective function approximation when dealing with complex ground-truth models. Existing sample-efficient RL algorithms primarily employ three approaches to function…

Machine Learning · Computer Science 2024-01-09 Yunfan Li , Lin Yang

This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when…

Machine Learning · Computer Science 2020-06-02 Alex Ayoub , Zeyu Jia , Csaba Szepesvari , Mengdi Wang , Lin F. Yang

In this paper, we use differential privacy as a lens to examine online learning in both full and partial information settings. The differential privacy framework is, at heart, less about privacy and more about algorithmic stability, and…

Machine Learning · Computer Science 2019-10-30 Jacob Abernethy , Young Hun Jung , Chansoo Lee , Audra McMillan , Ambuj Tewari

Obtaining first-order regret bounds -- regret bounds scaling not as the worst-case but with some measure of the performance of the optimal policy on a given instance -- is a core question in sequential decision-making. While such bounds…

Machine Learning · Computer Science 2022-10-24 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However…

Machine Learning · Computer Science 2019-06-14 Lin F. Yang , Mengdi Wang

The offline reinforcement learning (RL) problem aims to learn an optimal policy from historical data collected by one or more behavioural policies (experts) by interacting with an environment. However, the individual experts may be…

Cryptography and Security · Computer Science 2025-11-25 Navodita Sharma , Vishnu Vinod , Abhradeep Thakurta , Alekh Agarwal , Borja Balle , Christoph Dann , Aravindan Raghuveer

Positioned between pre-training and user deployment, aligning large language models (LLMs) through reinforcement learning (RL) has emerged as a prevailing strategy for training instruction following-models such as ChatGPT. In this work, we…

Machine Learning · Computer Science 2024-05-06 Fan Wu , Huseyin A. Inan , Arturs Backurs , Varun Chandrasekaran , Janardhan Kulkarni , Robert Sim

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

Balancing exploration and exploitation is crucial in reinforcement learning (RL). In this paper, we study model-based posterior sampling for reinforcement learning (PSRL) in continuous state-action spaces theoretically and empirically.…

Machine Learning · Computer Science 2021-11-18 Ying Fan , Yifei Ming

We address private deep offline reinforcement learning (RL), where the goal is to train a policy on standard control tasks that is differentially private (DP) with respect to individual trajectories in the dataset. To achieve this, we…

Machine Learning · Computer Science 2024-10-10 Alexandre Rio , Merwan Barlier , Igor Colin , Albert Thomas

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

Regularized online learning is widely used in machine learning applications. In online learning, performing exact minimization ($i.e.,$ implicit update) is known to be beneficial to the numerical stability and structure of solution. In this…

Machine Learning · Computer Science 2019-02-08 Chaobing Song , Ji Liu , Han Liu , Yong Jiang , Tong Zhang

Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…

Machine Learning · Computer Science 2025-07-25 Fan Chen , Zeyu Jia , Alexander Rakhlin , Tengyang Xie

Deep Reinforcement Learning (RL) powered by neural net approximation of the Q function has had enormous empirical success. While the theory of RL has traditionally focused on linear function approximation (or eluder dimension) approaches,…

Machine Learning · Computer Science 2021-12-28 Baihe Huang , Kaixuan Huang , Sham M. Kakade , Jason D. Lee , Qi Lei , Runzhe Wang , Jiaqi Yang

We present the first algorithms for generalized linear contextual bandits under shuffle differential privacy and joint differential privacy. While prior work on private contextual bandits has been restricted to linear reward models -- which…

Machine Learning · Statistics 2026-04-28 Sahasrajit Sarmasarkar

We design a new provably efficient algorithm for episodic reinforcement learning with generalized linear function approximation. We analyze the algorithm under a new expressivity assumption that we call "optimistic closure," which is…

Machine Learning · Statistics 2019-12-10 Yining Wang , Ruosong Wang , Simon S. Du , Akshay Krishnamurthy