相关论文: $\sqrt{n}$-Regret for Learning in Markov Decision …

Projection operations are a typical computation bottleneck in online learning. In this paper, we enable projection-free online learning within the framework of Online Convex Optimization with Memory (OCO-M) -- OCO-M captures how the history…

We improve the theoretical and empirical performance of neural-network(NN)-based active learning algorithms for the non-parametric streaming setting. In particular, we introduce two regret metrics by minimizing the population loss that are…

We study various discrete nonlinear combinatorial optimization problems in an online learning framework. In the first part, we address the question of whether there are negative results showing that getting a vanishing (or even vanishing…

We present the OMG-CMDP! algorithm for regret minimization in adversarial Contextual MDPs. The algorithm operates under the minimal assumptions of realizable function class and access to online least squares and log loss regression oracles.…

The parameters for a Markov Decision Process (MDP) often cannot be specified exactly. Uncertain MDPs (UMDPs) capture this model ambiguity by defining sets which the parameters belong to. Minimax regret has been proposed as an objective for…

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

We study infinite-horizon average-reward Markov decision processes (AMDPs) in the context of general function approximation. Specifically, we propose a novel algorithmic framework named Local-fitted Optimization with OPtimism (LOOP), which…

We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…

Policy design in non-stationary Markov Decision Processes (MDPs) is inherently challenging due to the complexities introduced by time-varying system transition and reward, which make it difficult for learners to determine the optimal…

We consider the problem of online regret minimization in linear bandits with access to prior observations (offline data) from the underlying bandit model. There are numerous applications where extensive offline data is often available, such…

We use the Reward Biased Maximum Likelihood Estimation (RBMLE) algorithm to learn optimal policies for constrained Markov Decision Processes (CMDPs). We analyze the learning regrets of RBMLE.

We study regret minimization in online episodic linear Markov Decision Processes, and obtain rate-optimal $\widetilde O (\sqrt K)$ regret where $K$ denotes the number of episodes. Our work is the first to establish the optimal (w.r.t.~$K$)…

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

We consider the problem of constrained Markov Decision Process (CMDP) where an agent interacts with a unichain Markov Decision Process. At every interaction, the agent obtains a reward. Further, there are $K$ cost functions. The agent aims…

We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…

We study the problem of learning optimal policies in finite-horizon Markov Decision Processes (MDPs) using low-rank reinforcement learning (RL) methods. In finite-horizon MDPs, the policies, and therefore the value functions (VFs) are not…

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

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…

The Matrix Multiplicative Weight Update (MMWU) is a seminal online learning algorithm with numerous applications. Applied to the matrix version of the Learning from Expert Advice (LEA) problem on the $d$-dimensional spectraplex, it is well…

In this short note we derive a relationship between the Bregman divergence from the current policy to the optimal policy and the suboptimality of the current value function in a regularized Markov decision process. This result has…