Related papers: Bounds on sample size for policy evaluation in Mar…
Motivated by the novel paradigm developed by Van Roy and coauthors for reinforcement learning in arbitrary non-Markovian environments, we propose a related formulation and explicitly pin down the error caused by non-Markovianity of…
Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…
This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…
Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…
We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…
We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…
Reinforcement learning means learning a policy--a mapping of observations into actions--based on feedback from the environment. The learning can be viewed as browsing a set of policies while evaluating them by trial through interaction with…
Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…
Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…
Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…
In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…
Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…
Markovian processes have long been used to model stochastic environments. Reinforcement learning has emerged as a framework to solve sequential planning and decision-making problems in such environments. In recent years, attempts were made…
Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…
Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…
In this work we address the problem of finding feasible policies for Constrained Markov Decision Processes under probability one constraints. We argue that stationary policies are not sufficient for solving this problem, and that a rich…
We present a probabilistic model for stochastic iterative algorithms with the use case of optimization algorithms in mind. Based on this model, we present PAC-Bayesian generalization bounds for functions that are defined on the trajectory…
In reinforcement learning (RL) , one of the key components is policy evaluation, which aims to estimate the value function (i.e., expected long-term accumulated reward) of a policy. With a good policy evaluation method, the RL algorithms…
A central object of study in Reinforcement Learning (RL) is the Markovian policy, in which an agent's actions are chosen from a memoryless probability distribution, conditioned only on its current state. The family of Markovian policies is…
The application of learning-based control methods in robotics presents significant challenges. One is that model-free reinforcement learning algorithms use observation data with low sample efficiency. To address this challenge, a prevalent…