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We study computationally and statistically efficient Reinforcement Learning algorithms for the linear Bellman Complete setting. This setting uses linear function approximation to capture value functions and unifies existing models like…

机器学习 · 计算机科学 2025-03-04 Runzhe Wu , Ayush Sekhari , Akshay Krishnamurthy , Wen Sun

In this paper we argue for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent. This is in contrast to the common approach to reinforcement learning which…

机器学习 · 计算机科学 2017-07-24 Marc G. Bellemare , Will Dabney , Rémi Munos

Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

机器学习 · 统计学 2024-08-15 Dong Neuck Lee , Michael R. Kosorok

We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functions while keeping the generated distributions close to the…

机器学习 · 计算机科学 2025-08-12 Xuefeng Gao , Jiale Zha , Xun Yu Zhou

Distributional reinforcement learning, which focuses on learning the entire return distribution instead of only its expectation in standard RL, has demonstrated remarkable success in enhancing performance. Despite these advancements, our…

机器学习 · 计算机科学 2024-09-24 Ke Sun , Bei Jiang , Linglong Kong

In real scenarios, state observations that an agent observes may contain measurement errors or adversarial noises, misleading the agent to take suboptimal actions or even collapse while training. In this paper, we study the training…

机器学习 · 计算机科学 2023-06-23 Ke Sun , Yingnan Zhao , Shangling Jui , Linglong Kong

We study reinforcement learning (RL) with linear function approximation where the underlying transition probability kernel of the Markov decision process (MDP) is a linear mixture model (Jia et al., 2020; Ayoub et al., 2020; Zhou et al.,…

机器学习 · 计算机科学 2021-01-08 Dongruo Zhou , Quanquan Gu , Csaba Szepesvari

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

机器学习 · 计算机科学 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

Designing model-free algorithms for distributionally robust reinforcement learning (DRRL) poses fundamental challenges. The robust Bellman operator is nonlinear in the transition kernel, which makes one-sample Bellman updates biased, while…

机器学习 · 计算机科学 2026-05-12 Shengbo Wang , Zexi Zhang

Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…

机器学习 · 计算机科学 2023-12-06 Taehyun Cho , Seungyub Han , Heesoo Lee , Kyungjae Lee , Jungwoo Lee

The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectation. A distributional RL algorithm may be characterised by…

机器学习 · 计算机科学 2023-03-20 Thibaut Théate , Antoine Wehenkel , Adrien Bolland , Gilles Louppe , Damien Ernst

We propose a reinforcement learning (RL) approach to compute the expression of quasi-stationary distribution. Based on the fixed-point formulation of quasi-stationary distribution, we minimize the KL-divergence of two Markovian path…

机器学习 · 计算机科学 2022-09-14 Zhiqiang Cai , Ling Lin , Xiang Zhou

Distributional Reinforcement Learning (RL) maintains the entire probability distribution of the reward-to-go, i.e. the return, providing more learning signals that account for the uncertainty associated with policy performance, which may be…

机器学习 · 计算机科学 2021-03-24 Luchen Li , A. Aldo Faisal

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

机器学习 · 计算机科学 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

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

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

最优化与控制 · 数学 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…

机器学习 · 计算机科学 2022-10-25 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

This paper presents how to perform minimax optimal classification, regression, and density estimation based on fixed-$k$ nearest neighbor (NN) searches. We consider a distributed learning scenario, in which a massive dataset is split into…

统计理论 · 数学 2024-09-11 J. Jon Ryu , Young-Han Kim

This paper aims at the algorithmic/theoretical core of reinforcement learning (RL) by introducing the novel class of proximal Bellman mappings. These mappings are defined in reproducing kernel Hilbert spaces (RKHSs), to benefit from the…

信号处理 · 电气工程与系统科学 2023-09-15 Yuki Akiyama , Konstantinos Slavakis

In this work, we consider and analyze the sample complexity of model-free reinforcement learning with a generative model. Particularly, we analyze mirror descent value iteration (MDVI) by Geist et al. (2019) and Vieillard et al. (2020a),…