arXiv Machine Learning

Non-Convex Sparse Reinforcement Learning via Non-Monotone Inclusions

arXiv:2607. 04990v1 Announce Type: new Abstract: This work delivers two key contributions: one to efficient feature selection in reinforcement learning (RL), the other to the theory of non-monotone inclusions.

arXiv Machine Learning
Oct 3

Rate-Optimal Algorithm for Adversarial Linear CMDPs

The paper introduces a new primal–dual algorithm for episodic adversarial linear constrained Markov decision processes (CMDPs) with unknown transitions. It achieves a rate‑optimal ×O(√K) regret and cumulative constraint violation, improving upon the previous ×O(K^{3/4}) bound and eliminating the need for Slater’s condition. The method combines adaptive FTRL, contracted value estimation, and an exponential Lyapunov function, enabling uniform concentration over the value function class and computational efficiency independent of the state‑space size.

By Kihyun Yu, Honghao Wei, Dabeen Lee
arXiv Machine Learning
Jun 11

Mirror Descent Beyond Euclidean Stability: An Exponential Separation in Initialization Sensitivity

arXiv:2606. 11431v1 Announce Type: new Abstract: Mirror Descent (MD) extends Gradient Descent (GD) beyond Euclidean geometry and has recently reappeared as a lens for KL-regularized policy optimization in reinforcement learning and LLM post-training.

By Shira Vansover-Hager, Matan Schliserman, Ofir Schlisselberg, Tomer Koren
arXiv Machine Learning
Oct 23

Primal-Dual Representation Learning for Low-Rank Constrained MDPs

The paper introduces REP-PD-TEG, a representation‑learning algorithm for low‑rank continuous‑state constrained Markov Decision Processes (CMDPs) that achieves optimal ≥O(√K) regret in the soft cumulative‑violation setting while maintaining a ≥O(K^{3/4}) sample bound when exploratory actions are penalised. For the stricter hard cumulative‑violation scenario, REP-PD-H-TEG is proposed, which uses a bonus‑corrected lower‑confidence utility certificate and a stabilized dual search to guarantee both regret and hard‑violation bounds. Together, these methods provide the first theoretically guaranteed representation‑learning framework for low‑rank continuous‑state CMDPs with both soft and hard violation controls.

By Chenhao Zhou, Chao Zhang, Wensong Bai, Hanbin Zhao, Hui Qian
arXiv Machine Learning
Sep 30

Global Optimality for Constrained Exploration via Penalty Regularization

The paper introduces Policy Gradient Penalty (PGP), a single‑loop policy‑space method that enforces convex occupancy‑measure constraints via quadratic‑penalty regularization. PGP constructs pseudo‑rewards to estimate gradients of the penalized objective and uses the classical Policy Gradient Theorem, establishing smoothness and global last‑iterate convergence guarantees for an ε‑optimal constrained entropy value with ε‑bounded constraint violation. The authors validate PGP with ablations on a grid‑world benchmark and demonstrate scalability on two challenging continuous‑control tasks.

By Florian Wolf, Ilyas Fatkhullin, Niao He
arXiv Machine Learning
Jul 14

Demixing Sparse Signals from Nonlinear Observations using Generalized Non-convex Regularization

arXiv:2607. 10618v1 Announce Type: cross Abstract: We consider the recovery of a pair of sparse vectors from a limited number of nonlinear observations of their superposition: $y_i=g(\inner{\ba_i}{\bPhi\bw^\ast+\bPsi\bz^\ast})+e_i$, $i=1,\dots,m$, with $m\ll n$, incoherent orthonormal bases $\bPhi,\bPsi$, a scalar link $g$, and noise $e_i$ that may be heavy-tailed or contaminated.

By Raziyeh Takbiri
arXiv Machine Learning
Aug 24

Smart Exploration in Reinforcement Learning using Bounded Uncertainty Models

The paper introduces BUMEX, a reinforcement learning exploration strategy that leverages a set of prior models containing the true transition kernel and reward function. By optimizing over this model set, the method derives upper and lower bounds on the Q‑function to guide exploration, providing theoretical guarantees of convergence to the optimal policy. When the model set follows a bounded‑parameter MDP structure, the optimization becomes convex, enabling finite‑time convergence under mild assumptions and demonstrating accelerated learning in simulations.

By J. S. van Hulst, W. P. M. H. Heemels, D. J. Antunes