相关论文: Provable and Practical: Efficient Exploration in R…
Humans learn to play video games significantly faster than the state-of-the-art reinforcement learning (RL) algorithms. People seem to build simple models that are easy to learn to support planning and strategic exploration. Inspired by…
Stochastic gradient Markov Chain Monte Carlo algorithms are popular samplers for approximate inference, but they are generally biased. We show that many recent versions of these methods (e.g. Chen et al. (2014)) cannot be corrected using…
The randomized midpoint Langevin Monte Carlo (RLMC), introduced by Shen and Lee (2019), is a variant of classical Unadjusted Langevin Algorithm. It was shown in the literature that the RLMC is an efficient algorithm for approximating…
The purpose of this paper is to introduce a new Markov chain Monte Carlo method and exhibit its efficiency by simulation and high-dimensional asymptotic theory. Key fact is that our algorithm has a reversible proposal transition kernel,…
Distributional reinforcement learning (distributional RL) has seen empirical success in complex Markov Decision Processes (MDPs) in the setting of nonlinear function approximation. However, there are many different ways in which one can…
In online reinforcement learning (online RL), balancing exploration and exploitation is crucial for finding an optimal policy in a sample-efficient way. To achieve this, existing sample-efficient online RL algorithms typically consist of…
Monte-Carlo tree search (MCTS) has driven many recent breakthroughs in deep reinforcement learning (RL). However, scaling MCTS to parallel compute has proven challenging in practice which has motivated alternative planners like sequential…
Deep reinforcement learning has achieved great successes in recent years, however, one main challenge is the sample inefficiency. In this paper, we focus on how to use action guidance by means of a non-expert demonstrator to improve sample…
We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…
The exploration-exploitation dilemma has been a central challenge in reinforcement learning (RL) with complex model classes. In this paper, we propose a new algorithm, Monotonic Q-Learning with Upper Confidence Bound (MQL-UCB) for RL with…
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…
Langevin algorithms are popular Markov chain Monte Carlo methods that are often used to solve high-dimensional large-scale sampling problems in machine learning. The most classical Langevin Monte Carlo algorithm is based on the overdamped…
We extend the L\'evy Langevin Monte Carlo method studied by Oechsler in 2024 to the setting of a target distribution with heavy tails: Choosing a target distribution from the class of subexponential distributions we prove convergence of a…
Posterior Sampling for Reinforcement Learning (PSRL) is a well-known algorithm that augments model-based reinforcement learning (MBRL) algorithms with Thompson sampling. PSRL maintains posterior distributions of the environment transition…
Safety exploration can be regarded as a constrained Markov decision problem where the expected long-term cost is constrained. Previous off-policy algorithms convert the constrained optimization problem into the corresponding unconstrained…
We introduce a new training algorithm for deep neural networks that utilize random complex exponential activation functions. Our approach employs a Markov Chain Monte Carlo sampling procedure to iteratively train network layers, avoiding…
Offline reinforcement learning (RL) is a powerful approach for data-driven decision-making and control. Compared to model-free methods, offline model-based reinforcement learning (MBRL) explicitly learns world models from a static dataset…
This paper presents a detailed theoretical analysis of the Langevin Monte Carlo sampling algorithm recently introduced in Durmus et al. (Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau, 2016)…
Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…
We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…