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We study model-based reinforcement learning with non-linear function approximation where the transition function of the underlying Markov decision process (MDP) is given by a multinomial logistic (MNL) model. We develop a provably efficient…

机器学习 · 计算机科学 2024-10-15 Jaehyun Park , Junyeop Kwon , Dabeen Lee

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

机器学习 · 计算机科学 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…

机器学习 · 计算机科学 2023-06-29 Zihan Zhang , Qiaomin Xie

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 present new algorithms for online convex optimization over unbounded domains that obtain parameter-free regret in high-probability given access only to potentially heavy-tailed subgradient estimates. Previous work in unbounded domains…

机器学习 · 统计学 2023-02-28 Jiujia Zhang , Ashok Cutkosky

We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

机器学习 · 计算机科学 2024-05-30 Danil Provodin , Maurits Kaptein , Mykola Pechenizkiy

We study infinite-horizon average-reward reinforcement learning (RL) for Lipschitz MDPs, a broad class that subsumes several important classes such as linear and RKHS MDPs, function approximation frameworks, and develop an adaptive…

机器学习 · 计算机科学 2026-02-03 Avik Kar , Rahul Singh

We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…

机器学习 · 计算机科学 2023-03-16 Rahul Singh , Abhishek Gupta , Ness B. Shroff

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

In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy…

机器学习 · 计算机科学 2021-02-26 Nevena Lazic , Dong Yin , Yasin Abbasi-Yadkori , Csaba Szepesvari

We derive a novel asymptotic problem-dependent lower-bound for regret minimization in finite-horizon tabular Markov Decision Processes (MDPs). While, similar to prior work (e.g., for ergodic MDPs), the lower-bound is the solution to an…

机器学习 · 计算机科学 2021-06-25 Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

We study online reinforcement learning for finite-horizon deterministic control systems with {\it arbitrary} state and action spaces. Suppose that the transition dynamics and reward function is unknown, but the state and action space is…

机器学习 · 计算机科学 2019-05-07 Lin F. Yang , Chengzhuo Ni , Mengdi Wang

Deep reinforcement learning (RL) works impressively in some environments and fails catastrophically in others. Ideally, RL theory should be able to provide an understanding of why this is, i.e. bounds predictive of practical performance.…

机器学习 · 计算机科学 2024-01-15 Cassidy Laidlaw , Stuart Russell , Anca Dragan

Many works have developed no-regret algorithms for contextual bandits with function approximation, where the mean reward function over context-action pairs belongs to a function class. Although there are many approaches to this problem, one…

机器学习 · 计算机科学 2025-03-18 Aldo Pacchiano

This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…

机器学习 · 统计学 2024-03-11 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi , Yuting Wei

In this paper, we consider an infinite horizon average reward Markov Decision Process (MDP). Distinguishing itself from existing works within this context, our approach harnesses the power of the general policy gradient-based algorithm,…

机器学习 · 计算机科学 2024-02-06 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

We study goal-conditioned RL through the lens of generalization, but not in the traditional sense of random augmentations and domain randomization. Rather, we aim to learn goal-directed policies that generalize with respect to the horizon:…

机器学习 · 计算机科学 2025-01-29 Vivek Myers , Catherine Ji , Benjamin Eysenbach

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

机器学习 · 计算机科学 2023-12-13 Xiang Ji , Gen Li

We study online convex optimization with constraints consisting of multiple functional constraints and a relatively simple constraint set, such as a Euclidean ball. As enforcing the constraints at each time step through projections is…

最优化与控制 · 数学 2022-12-06 Shuang Qiu , Xiaohan Wei , Mladen Kolar

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…

机器学习 · 计算机科学 2019-07-22 Vanessa Kosoy