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We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves…

机器学习 · 计算机科学 2020-11-03 Chi Jin , Tiancheng Jin , Haipeng Luo , Suvrit Sra , Tiancheng Yu

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…

机器学习 · 计算机科学 2023-05-16 Kaixuan Ji , Qingyue Zhao , Jiafan He , Weitong Zhang , Quanquan Gu

We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches,…

机器学习 · 计算机科学 2021-10-27 Haque Ishfaq , Qiwen Cui , Viet Nguyen , Alex Ayoub , Zhuoran Yang , Zhaoran Wang , Doina Precup , Lin F. Yang

We study minimax optimal reinforcement learning in episodic factored Markov decision processes (FMDPs), which are MDPs with conditionally independent transition components. Assuming the factorization is known, we propose two model-based…

机器学习 · 计算机科学 2020-06-25 Yi Tian , Jian Qian , Suvrit Sra

We introduce two new no-regret algorithms for the stochastic shortest path (SSP) problem with a linear MDP that significantly improve over the only existing results of (Vial et al., 2021). Our first algorithm is computationally efficient…

机器学习 · 计算机科学 2021-12-21 Liyu Chen , Rahul Jain , Haipeng Luo

We study reinforcement learning with linear function approximation, unknown transition, and adversarial losses in the bandit feedback setting. Specifically, we focus on linear mixture MDPs whose transition kernel is a linear mixture model.…

机器学习 · 计算机科学 2024-03-08 Long-Fei Li , Peng Zhao , Zhi-Hua Zhou

We consider the problem of offline reinforcement learning (RL) -- a well-motivated setting of RL that aims at policy optimization using only historical data. Despite its wide applicability, theoretical understandings of offline RL, such as…

机器学习 · 计算机科学 2021-02-04 Ming Yin , Yu Bai , Yu-Xiang Wang

We study variance-dependent regret bounds for Markov decision processes (MDPs). Algorithms with variance-dependent regret guarantees can automatically exploit environments with low variance (e.g., enjoying constant regret on deterministic…

机器学习 · 计算机科学 2023-05-23 Runlong Zhou , Zihan Zhang , Simon S. Du

Optimistic algorithms have been extensively studied for regret minimization in episodic tabular MDPs, both from a minimax and an instance-dependent view. However, for the PAC RL problem, where the goal is to identify a near-optimal policy…

机器学习 · 计算机科学 2022-07-14 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

We study the constant regret guarantees in reinforcement learning (RL). Our objective is to design an algorithm that incurs only finite regret over infinite episodes with high probability. We introduce an algorithm, Cert-LSVI-UCB, for…

机器学习 · 计算机科学 2024-12-13 Weitong Zhang , Zhiyuan Fan , Jiafan He , Quanquan Gu

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…

机器学习 · 计算机科学 2026-05-14 Sergio Rozada , Jose Luis Orejuela , Antonio G. Marques

We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains…

机器学习 · 计算机科学 2026-03-25 Zakaria Mhammedi , Alexander Rakhlin , Nneka Okolo

In this paper, we investigate the problem of \textit{episodic reinforcement learning} with quantum oracles for state evolution. To this end, we propose an \textit{Upper Confidence Bound} (UCB) based quantum algorithmic framework to…

机器学习 · 计算机科学 2023-02-20 Bhargav Ganguly , Yulian Wu , Di Wang , Vaneet Aggarwal

We propose novel classical and quantum online algorithms for learning finite-horizon and infinite-horizon average-reward Markov Decision Processes (MDPs). Our algorithms are based on a hybrid exploration-generative reinforcement learning…

机器学习 · 计算机科学 2025-08-12 Andris Ambainis , Joao F. Doriguello , Debbie Lim

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.…

机器学习 · 计算机科学 2023-08-15 Orin Levy , Alon Cohen , Asaf Cassel , Yishay Mansour

We address the issue of safety in reinforcement learning. We pose the problem in an episodic framework of a constrained Markov decision process. Existing results have shown that it is possible to achieve a reward regret of…

机器学习 · 计算机科学 2023-01-26 Tao Liu , Ruida Zhou , Dileep Kalathil , P. R. Kumar , Chao Tian

We study episodic linear mixture MDPs with the unknown transition and adversarial rewards under full-information feedback, employing dynamic regret as the performance measure. We start with in-depth analyses of the strengths and limitations…

机器学习 · 计算机科学 2024-11-06 Long-Fei Li , Peng Zhao , Zhi-Hua Zhou

Recently, adversarial imitation learning has shown a scalable reward acquisition method for inverse reinforcement learning (IRL) problems. However, estimated reward signals often become uncertain and fail to train a reliable statistical…

机器学习 · 计算机科学 2023-01-06 Dong-Sig Han , Hyunseo Kim , Hyundo Lee , Je-Hwan Ryu , Byoung-Tak Zhang

For continuous state-action space scenarios, classical reinforcement learning (RL) theory predominantly focuses on low-rank Markov decision processes (MDPs), which provide sample-efficient guarantees at the expense of restrictive structural…

机器学习 · 计算机科学 2026-05-11 Kun Long , Yuqiang Li , Xianyi Wu

In this work, we consider the popular tree-based search strategy within the framework of reinforcement learning, the Monte Carlo Tree Search (MCTS), in the context of infinite-horizon discounted cost Markov Decision Process (MDP). While…

机器学习 · 统计学 2020-01-14 Devavrat Shah , Qiaomin Xie , Zhi Xu