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We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

机器学习 · 计算机科学 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

Multi-agent reinforcement learning (MARL) problems are challenging due to information asymmetry. To overcome this challenge, existing methods often require high level of coordination or communication between the agents. We consider…

机器学习 · 计算机科学 2021-11-02 Hsu Kao , Chen-Yu Wei , Vijay Subramanian

We study regret minimization for reinforcement learning (RL) in Latent Markov Decision Processes (LMDPs) with context in hindsight. We design a novel model-based algorithmic framework which can be instantiated with both a model-optimistic…

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

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

机器学习 · 统计学 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

We study the tail behavior of regret in stochastic multi-armed bandits for algorithms that are asymptotically optimal in expectation. While minimizing expected regret is the classical objective, recent work shows that even such algorithms…

信息论 · 计算机科学 2026-04-17 Subhodip Panda , Shubhada Agrawal

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

机器学习 · 计算机科学 2025-09-19 Shaoang Li , Jian Li

Reinforcement learning from human feedback (RLHF) replaces hard-to-specify rewards with pairwise trajectory preferences, yet regret-oriented theory often assumes that preference labels are generated consistently from a single ground-truth…

机器学习 · 计算机科学 2026-04-03 Ming Shi , Yingbin Liang , Ness B. Shroff , Ananthram Swami

In a broad class of reinforcement learning applications, stochastic rewards have heavy-tailed distributions, which lead to infinite second-order moments for stochastic (semi)gradients in policy evaluation and direct policy optimization. In…

机器学习 · 计算机科学 2023-06-21 Semih Cayci , Atilla Eryilmaz

We introduce the problem of regret minimization in Adversarial Dueling Bandits. As in classic Dueling Bandits, the learner has to repeatedly choose a pair of items and observe only a relative binary `win-loss' feedback for this pair, but…

机器学习 · 计算机科学 2020-10-29 Aadirupa Saha , Tomer Koren , Yishay Mansour

In this paper, we study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches. The multi-batch reinforcement learning framework, where the agent…

机器学习 · 计算机科学 2022-10-18 Zihan Zhang , Yuhang Jiang , Yuan Zhou , Xiangyang Ji

We consider the gap-dependent regret bounds for episodic MDPs. We show that the Monotonic Value Propagation (MVP) algorithm achieves a variance-aware gap-dependent regret bound of $$\tilde{O}\left(\left(\sum_{\Delta_h(s,a)>0} \frac{H^2 \log…

机器学习 · 计算机科学 2025-06-10 Shulun Chen , Runlong Zhou , Zihan Zhang , Maryam Fazel , Simon S. Du

Most bandit algorithms assume that the reward variances or their upper bounds are known, and that they are the same for all arms. This naturally leads to suboptimal performance and higher regret due to variance overestimation. On the other…

机器学习 · 计算机科学 2023-10-13 Aadirupa Saha , Branislav Kveton

Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…

机器学习 · 计算机科学 2024-10-16 Qiwei Di , Tao Jin , Yue Wu , Heyang Zhao , Farzad Farnoud , Quanquan Gu

We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…

机器学习 · 计算机科学 2020-11-02 Chung-Wei Lee , Haipeng Luo , Chen-Yu Wei , Mengxiao Zhang

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…

机器学习 · 计算机科学 2022-11-22 Yuhao Ding , Ming Jin , Javad Lavaei

Reinforcement learning (RL) with group relative policy optimization (GRPO) has become a widely adopted approach for enhancing the reasoning capabilities of multimodal large language models (MLLMs). While GRPO enables long-chain reasoning…

We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient…

机器学习 · 计算机科学 2022-01-04 Tianhao Wang , Dongruo Zhou , Quanquan Gu

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

We study reward maximisation in a wide class of structured stochastic multi-armed bandit problems, where the mean rewards of arms satisfy some given structural constraints, e.g. linear, unimodal, sparse, etc. Our aim is to develop methods…

机器学习 · 统计学 2020-07-03 Rémy Degenne , Han Shao , Wouter M. Koolen

In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…

机器学习 · 统计学 2024-08-21 Xiaofeng Lin , Xuezhou Zhang