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Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent is unaware of the environment…

机器学习 · 计算机科学 2020-02-25 Alon Cohen , Haim Kaplan , Yishay Mansour , Aviv Rosenberg

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 the Stochastic Shortest Path (SSP) problem in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent has no prior knowledge about the costs and dynamics of the…

机器学习 · 计算机科学 2021-12-10 Alon Cohen , Yonathan Efroni , Yishay Mansour , Aviv Rosenberg

We study the Stochastic Shortest Path (SSP) problem with a linear mixture transition kernel, where an agent repeatedly interacts with a stochastic environment and seeks to reach certain goal state while minimizing the cumulative cost.…

机器学习 · 计算机科学 2024-02-15 Qiwei Di , Jiafan He , Dongruo Zhou , Quanquan Gu

We study the stochastic shortest path (SSP) problem in reinforcement learning with linear function approximation, where the transition kernel is represented as a linear mixture of unknown models. We call this class of SSP problems as linear…

机器学习 · 计算机科学 2022-07-06 Yifei Min , Jiafan He , Tianhao Wang , Quanquan Gu

We study the problem of learning in the stochastic shortest path (SSP) setting, where an agent seeks to minimize the expected cost accumulated before reaching a goal state. We design a novel model-based algorithm EB-SSP that carefully skews…

机器学习 · 计算机科学 2021-12-13 Jean Tarbouriech , Runlong Zhou , Simon S. Du , Matteo Pirotta , Michal Valko , Alessandro Lazaric

We present regret minimization algorithms for stochastic contextual MDPs under minimum reachability assumption, using an access to an offline least square regression oracle. We analyze three different settings: where the dynamics is known,…

机器学习 · 计算机科学 2023-01-24 Orin Levy , Yishay Mansour

Many popular reinforcement learning problems (e.g., navigation in a maze, some Atari games, mountain car) are instances of the episodic setting under its stochastic shortest path (SSP) formulation, where an agent has to achieve a goal state…

机器学习 · 统计学 2020-08-18 Jean Tarbouriech , Evrard Garcelon , Michal Valko , Matteo Pirotta , Alessandro Lazaric

We study episodic reinforcement learning with fixed reward and transition functions, but with episode-dependent admissible action sets that are observed at the start of each episode. Performance is measured by cumulative regret against the…

机器学习 · 计算机科学 2026-05-18 Zijun Chen , Zihan Zhang

We introduce \texttt{OPO-CMDP}, the first policy optimization algorithm for stochastic Contextual Markov Decision Process (CMDPs) under general offline function approximation. Our approach achieves a high probability regret bound of…

机器学习 · 计算机科学 2026-02-17 Orin Levy , Aviv Rosenberg , Alon Cohen , Yishay Mansour

We present the E-UC$^3$RL algorithm for regret minimization in Stochastic Contextual Markov Decision Processes (CMDPs). The algorithm operates under the minimal assumptions of realizable function class and access to \emph{offline} least…

机器学习 · 计算机科学 2024-05-30 Orin Levy , Asaf Cassel , Alon Cohen , Yishay Mansour

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 reinforcement learning in stochastic path (SP) problems. The goal in these problems is to maximize the expected sum of rewards until the agent reaches a terminal state. We provide the first regret guarantees in this general problem…

机器学习 · 计算机科学 2022-10-18 Christoph Dann , Chen-Yu Wei , Julian Zimmert

We consider the problem of online reinforcement learning for the Stochastic Shortest Path (SSP) problem modeled as an unknown MDP with an absorbing state. We propose PSRL-SSP, a simple posterior sampling-based reinforcement learning…

机器学习 · 计算机科学 2021-06-11 Mehdi Jafarnia-Jahromi , Liyu Chen , Rahul Jain , Haipeng Luo

Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In this paper we present the adversarial SSP model that also accounts for…

机器学习 · 计算机科学 2022-04-06 Aviv Rosenberg , Yishay Mansour

Reinforcement learning (RL) with linear function approximation has received increasing attention recently. However, existing work has focused on obtaining $\sqrt{T}$-type regret bound, where $T$ is the number of interactions with the MDP.…

机器学习 · 计算机科学 2021-02-19 Jiafan He , Dongruo Zhou , Quanquan Gu

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 propose an algorithm that uses linear function approximation (LFA) for stochastic shortest path (SSP). Under minimal assumptions, it obtains sublinear regret, is computationally efficient, and uses stationary policies. To our knowledge,…

机器学习 · 计算机科学 2022-05-30 Daniel Vial , Advait Parulekar , Sanjay Shakkottai , R. Srikant

We study the stochastic shortest path problem with adversarial costs and known transition, and show that the minimax regret is $\widetilde{O}(\sqrt{DT^\star K})$ and $\widetilde{O}(\sqrt{DT^\star SA K})$ for the full-information setting and…

机器学习 · 计算机科学 2021-06-23 Liyu Chen , Haipeng Luo , Chen-Yu Wei

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
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