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Model-free reinforcement learning (RL) algorithms, such as Q-learning, directly parameterize and update value functions or policies without explicitly modeling the environment. They are typically simpler, more flexible to use, and thus more…

机器学习 · 计算机科学 2018-07-11 Chi Jin , Zeyuan Allen-Zhu , Sebastien Bubeck , Michael I. Jordan

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

机器学习 · 计算机科学 2020-01-22 Elad Hazan , Sham M. Kakade , Karan Singh

We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…

机器学习 · 计算机科学 2026-03-30 Alberto Rumi , Andrew Jacobsen , Nicolò Cesa-Bianchi , Fabio Vitale

In real-world reinforcement learning (RL) systems, various forms of {\it impaired observability} can complicate matters. These situations arise when an agent is unable to observe the most recent state of the system due to latency or lossy…

机器学习 · 计算机科学 2023-10-30 Minshuo Chen , Jie Meng , Yu Bai , Yinyu Ye , H. Vincent Poor , Mengdi Wang

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

We consider the problem of controlling an unknown linear time-invariant dynamical system from a single chain of black-box interactions, with no access to resets or offline simulation. Under the assumption that the system is controllable, we…

机器学习 · 计算机科学 2021-02-19 Xinyi Chen , Elad Hazan

This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…

最优化与控制 · 数学 2019-10-23 Yingying Li , Xin Chen , Na Li

We study reinforcement learning for continuous-time Markov decision processes (MDPs) in the finite-horizon episodic setting. In contrast to discrete-time MDPs, the inter-transition times of a continuous-time MDP are exponentially…

机器学习 · 计算机科学 2023-10-04 Xuefeng Gao , Xun Yu Zhou

The curse of dimensionality renders Reinforcement Learning (RL) impractical in many real-world settings with exponentially large state and action spaces. Yet, many environments exhibit exploitable structure that can accelerate learning. To…

机器学习 · 计算机科学 2025-10-16 Thomas van Vuren , Fiona Sloothaak , Maarten G. Wolf , Jaron Sanders

We study the problem of controlling a linear dynamical system with adversarial perturbations where the only feedback available to the controller is the scalar loss, and the loss function itself is unknown. For this problem, with either a…

机器学习 · 计算机科学 2020-08-14 Paula Gradu , John Hallman , Elad Hazan

Consider a queueing system consisting of multiple servers. Jobs arrive over time and enter a queue for service; the goal is to minimize the size of this queue. At each opportunity for service, at most one server can be chosen, and at most…

系统与控制 · 计算机科学 2019-11-25 Subhashini Krishnasamy , Rajat Sen , Ramesh Johari , Sanjay Shakkottai

This paper is concerned with understanding and countering the effects of database attacks on a learning-based linear quadratic adaptive controller. This attack targets neither sensors nor actuators, but just poisons the learning algorithm…

系统与控制 · 电气工程与系统科学 2022-11-08 Jafar Abbaszadeh Chekan , Cedric Langbort

We consider an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations…

机器学习 · 计算机科学 2013-03-19 Odalric-Ambrym Maillard , Phuong Nguyen , Ronald Ortner , Daniil Ryabko

We study online control of time-varying linear systems with unknown dynamics in the nonstochastic control model. At a high level, we demonstrate that this setting is \emph{qualitatively harder} than that of either unknown time-invariant or…

机器学习 · 计算机科学 2022-02-17 Edgar Minasyan , Paula Gradu , Max Simchowitz , Elad Hazan

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…

机器学习 · 计算机科学 2023-01-18 Yikun Ban , Yuheng Zhang , Hanghang Tong , Arindam Banerjee , Jingrui He

In online learning the performance of an algorithm is typically compared to the performance of a fixed function from some class, with a quantity called regret. Forster proposed a last-step min-max algorithm which was somewhat simpler than…

机器学习 · 计算机科学 2013-01-28 Edward Moroshko , Koby Crammer

We study the problem of controlling linear time-invariant systems with known noisy dynamics and adversarially chosen quadratic losses. We present the first efficient online learning algorithms in this setting that guarantee $O(\sqrt{T})$…

机器学习 · 计算机科学 2018-06-20 Alon Cohen , Avinatan Hassidim , Tomer Koren , Nevena Lazic , Yishay Mansour , Kunal Talwar

We study the problem of online learning in a class of Markov decision processes known as linearly solvable MDPs. In the stationary version of this problem, a learner interacts with its environment by directly controlling the state…

机器学习 · 计算机科学 2017-06-07 Gergely Neu , Vicenç Gómez

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of…

系统与控制 · 电气工程与系统科学 2025-11-24 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

We consider algorithms for "smoothed online convex optimization" problems, a variant of the class of online convex optimization problems that is strongly related to metrical task systems. Prior literature on these problems has focused on…

数据结构与算法 · 计算机科学 2015-08-18 Lachlan L. H. Andrew , Siddharth Barman , Katrina Ligett , Minghong Lin , Adam Meyerson , Alan Roytman , Adam Wierman