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A recent line of works showed regret bounds in reinforcement learning (RL) can be (nearly) independent of planning horizon, a.k.a.~the horizon-free bounds. However, these regret bounds only apply to settings where a polynomial dependency on…

Machine Learning · Computer Science 2024-03-19 Zihan Zhang , Jason D. Lee , Yuxin Chen , Simon S. Du

Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…

Machine Learning · Computer Science 2025-03-25 Mohsen Amiri , Sindri Magnússon

In this paper, we study the Bayesian risk-averse formulation in reinforcement learning (RL). To address the epistemic uncertainty due to a lack of data, we adopt the Bayesian Risk Markov Decision Process (BRMDP) to account for the parameter…

Machine Learning · Computer Science 2025-09-18 Yuhao Wang , Enlu Zhou

This paper delves into the problem of safe reinforcement learning (RL) in a partially observable environment with the aim of achieving safe-reachability objectives. In traditional partially observable Markov decision processes (POMDP),…

Machine Learning · Computer Science 2023-12-04 Xiaoyuan Cheng , Boli Chen , Liz Varga , Yukun Hu

We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are…

Machine Learning · Computer Science 2025-12-09 Nishanth Venkatesh , Andreas A. Malikopoulos

Mesh smoothing methods can enhance mesh quality by eliminating distorted elements, leading to improved convergence in simulations. To balance the efficiency and robustness of traditional mesh smoothing process, previous approaches have…

Machine Learning · Computer Science 2024-10-29 Zhichao Wang , Xinhai Chen , Chunye Gong , Bo Yang , Liang Deng , Yufei Sun , Yufei Pang , Jie Liu

Practical and pervasive needs for robustness and privacy in algorithms have inspired the design of online adversarial and differentially private learning algorithms. The primary quantity that characterizes learnability in these settings is…

Machine Learning · Computer Science 2020-06-19 Nika Haghtalab , Tim Roughgarden , Abhishek Shetty

We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…

Machine Learning · Computer Science 2021-06-29 Damianos Tranos , Alexandre Proutiere

In standard RL, a learner attempts to learn an optimal policy for a Markov Decision Process whose structure (e.g. state space) is known. In online model selection, a learner attempts to learn an optimal policy for an MDP knowing only that…

Machine Learning · Computer Science 2024-11-12 Alireza Masoumian , James R. Wright

Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by $1$, and proved regret bounds that have a polylogarithmic dependence on the planning horizon $H$. However, it…

Machine Learning · Computer Science 2023-05-16 Kaixuan Ji , Qingyue Zhao , Jiafan He , Weitong Zhang , Quanquan Gu

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

Regularized empirical risk minimization including support vector machines plays an important role in machine learning theory. In this paper regularized pairwise learning (RPL) methods based on kernels will be investigated. One example is…

Statistics Theory · Mathematics 2015-10-13 Andreas Christmann , Ding-Xuan Zhou

We consider a robust reinforcement learning problem, where a learning agent learns from a simulated training environment. To account for the model mis-specification between this training environment and the real environment due to lack of…

Machine Learning · Computer Science 2023-05-22 Yuhao Wang , Enlu Zhou

We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…

Machine Learning · Computer Science 2023-12-21 Gellért Weisz , András György , Csaba Szepesvári

Model-based offline reinforcement learning methods (RL) have achieved state-of-the-art performance in many decision-making problems thanks to their sample efficiency and generalizability. Despite these advancements, existing model-based…

Machine Learning · Computer Science 2024-01-23 Mao Hong , Zhiyue Zhang , Yue Wu , Yanxun Xu

Random smoothing data augmentation is a unique form of regularization that can prevent overfitting by introducing noise to the input data, encouraging the model to learn more generalized features. Despite its success in various…

Machine Learning · Statistics 2023-05-15 Liang Ding , Tianyang Hu , Jiahang Jiang , Donghao Li , Wenjia Wang , Yuan Yao

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

Kernel-based reinforcement learning (KBRL) stands out among reinforcement learning algorithms for its strong theoretical guarantees. By casting the learning problem as a local kernel approximation, KBRL provides a way of computing a…

Machine Learning · Computer Science 2014-07-22 André M. S. Barreto , Doina Precup , Joelle Pineau

Deep reinforcement learning (RL) is a powerful approach to complex decision making. However, one issue that limits its practical application is its brittleness, sometimes failing to train in the presence of small changes in the environment.…

Machine Learning · Computer Science 2025-01-27 Jung-Hoon Cho , Vindula Jayawardana , Sirui Li , Cathy Wu

Hybrid action models are widely considered an effective approach to reinforcement learning (RL) modeling. The current mainstream method is to train agents under Parameterized Action Markov Decision Processes (PAMDPs), which performs well in…

Machine Learning · Computer Science 2025-01-07 Zijian Wang , Bin Wang , Mingwen Shao , Hongbo Dou , Boxiang Tao