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We study meta-reinforcement learning in finite-horizon MDPs where related tasks share similar structures in their optimal action-value functions. Specifically, we posit a linear representation $Q^*_h(s,a)=\Phi_h(s,a)\,\theta^{(k)}_h$ and…

Machine Learning · Computer Science 2025-10-08 Runlin Zhou , Chixiang Chen , Elynn Chen

We propose and analyze TRAiL (Tangential Randomization in Linear Bandits), a computationally efficient regret-optimal forced exploration algorithm for linear bandits on action sets that are sublevel sets of strongly convex functions. TRAiL…

Machine Learning · Statistics 2024-11-20 Arda Güçlü , Subhonmesh Bose

We derive a new analysis of Follow The Regularized Leader (FTRL) for online learning with delayed bandit feedback. By separating the cost of delayed feedback from that of bandit feedback, our analysis allows us to obtain new results in…

Machine Learning · Computer Science 2023-05-16 Dirk van der Hoeven , Lukas Zierahn , Tal Lancewicki , Aviv Rosenberg , Nicoló Cesa-Bianchi

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

Machine Learning · Statistics 2018-07-17 Akshay Krishnamurthy , Zhiwei Steven Wu , Vasilis Syrgkanis

In many fields such as digital marketing, healthcare, finance, and robotics, it is common to have a well-tested and reliable baseline policy running in production (e.g., a recommender system). Nonetheless, the baseline policy is often…

Machine Learning · Computer Science 2020-02-11 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

Safety is a desirable property that can immensely increase the applicability of learning algorithms in real-world decision-making problems. It is much easier for a company to deploy an algorithm that is safe, i.e., guaranteed to perform at…

Machine Learning · Statistics 2017-03-07 Abbas Kazerouni , Mohammad Ghavamzadeh , Yasin Abbasi-Yadkori , Benjamin Van Roy

Online learning in large-scale structured bandits is known to be challenging due to the curse of dimensionality. In this paper, we propose a unified meta-learning framework for a general class of structured bandit problems where the…

Machine Learning · Computer Science 2022-03-01 Runzhe Wan , Lin Ge , Rui Song

High-dimensional data is common in multiple areas, such as health care and genomics, where the number of features can be tens of thousands. In such scenarios, the large number of features often leads to inefficient learning. Constraint…

Machine Learning · Statistics 2023-06-13 Kartheek Bondugula , Santiago Mazuelas , Aritz Pérez

Autonomous vehicles need to handle various traffic conditions and make safe and efficient decisions and maneuvers. However, on the one hand, a single optimization/sampling-based motion planner cannot efficiently generate safe trajectories…

Robotics · Computer Science 2021-06-10 Jinning Li , Liting Sun , Jianyu Chen , Masayoshi Tomizuka , Wei Zhan

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

Contrastive self-supervised learning has gained attention for its ability to create high-quality representations from large unlabelled data sets. A key reason that these powerful features enable data-efficient learning of downstream tasks…

Machine Learning · Computer Science 2024-01-29 Calum Heggan , Tim Hospedales , Sam Budgett , Mehrdad Yaghoobi

We study neural-linear bandits for solving problems where {\em both} exploration and representation learning play an important role. Neural-linear bandits harnesses the representation power of Deep Neural Networks (DNNs) and combines it…

Machine Learning · Computer Science 2021-06-09 Ofir Nabati , Tom Zahavy , Shie Mannor

Representation multi-task learning (MTL) has achieved tremendous success in practice. However, the theoretical understanding of these methods is still lacking. Most existing theoretical works focus on cases where all tasks share the same…

Machine Learning · Statistics 2025-07-08 Ye Tian , Yuqi Gu , Yang Feng

This note provides a significantly simpler and shorter proof of our sample complexity guarantee for solving the low rank column-wise sensing problem using the Alternating Gradient Descent (GD) and Minimization (AltGDmin) algorithm. AltGDmin…

Information Theory · Computer Science 2024-09-27 Namrata Vaswani

We study the problem of meta-learning several contextual stochastic bandits tasks by leveraging their concentration around a low-dimensional affine subspace, which we learn via online principal component analysis to reduce the expected…

Machine Learning · Computer Science 2024-04-02 Steven Bilaj , Sofien Dhouib , Setareh Maghsudi

Safe reinforcement learning (RL) trains a constraint satisfaction policy by interacting with the environment. We aim to tackle a more challenging problem: learning a safe policy from an offline dataset. We study the offline safe RL problem…

Machine Learning · Computer Science 2023-06-22 Zuxin Liu , Zijian Guo , Yihang Yao , Zhepeng Cen , Wenhao Yu , Tingnan Zhang , Ding Zhao

While multitask representation learning has become a popular approach in reinforcement learning (RL) to boost the sample efficiency, the theoretical understanding of why and how it works is still limited. Most previous analytical works…

Machine Learning · Computer Science 2022-10-24 Rui Lu , Andrew Zhao , Simon S. Du , Gao Huang

We consider a linear stochastic bandit problem involving $M$ agents that can collaborate via a central server to minimize regret. A fraction $\alpha$ of these agents are adversarial and can act arbitrarily, leading to the following tension:…

Machine Learning · Computer Science 2022-06-08 Aritra Mitra , Arman Adibi , George J. Pappas , Hamed Hassani

Recently, bandit optimization has received significant attention in real-world safety-critical systems that involve repeated interactions with humans. While there exist various algorithms with performance guarantees in the literature,…

Machine Learning · Computer Science 2023-11-13 Amirhossein Afsharrad , Ahmadreza Moradipari , Sanjay Lall

Multi-agent robust reinforcement learning, also known as multi-player robust Markov games (RMGs), is a crucial framework for modeling competitive interactions under environmental uncertainties, with wide applications in multi-agent systems.…

Machine Learning · Computer Science 2024-12-31 Yuchen Jiao , Gen Li