We study the problem of online sequential decision-making given auxiliary demonstrations from experts who made their decisions based on unobserved contextual information. These demonstrations can be viewed as solving related but slightly different problems than what the learner faces. This setting arises in many application domains, such as self-driving cars, healthcare, and finance, where expert demonstrations are made using contextual information, which is not recorded in the data available to the learning agent. We model the problem as zero-shot meta-reinforcement learning with an unknown distribution over the unobserved contextual variables and a Bayesian regret minimization objective, where the unobserved variables are encoded as parameters with an unknown prior. We propose the Experts-as-Priors algorithm (ExPerior), an empirical Bayes approach that utilizes expert data to establish an informative prior distribution over the learner's decision-making problem. This prior distribution enables the application of any Bayesian approach for online decision-making, such as posterior sampling. We demonstrate that our strategy surpasses existing behaviour cloning, online, and online-offline baselines for multi-armed bandits, Markov decision processes (MDPs), and partially observable MDPs, showcasing the broad reach and utility of ExPerior in using expert demonstrations across different decision-making setups.

Exploration in reinforcement learning (RL) remains an open challenge. RL algorithms rely on observing rewards to train the agent, and if informative rewards are sparse the agent learns slowly or may not learn at all. To improve exploration and reward discovery, popular algorithms rely on optimism. But what if sometimes rewards are unobservable, e.g., situations of partial monitoring in bandits and the recent formalism of monitored Markov decision process? In this case, optimism can lead to suboptimal behavior that does not explore further to collapse uncertainty. With this paper, we present a novel exploration strategy that overcomes the limitations of existing methods and guarantees convergence to an optimal policy even when rewards are not always observable. We further propose a collection of tabular environments for benchmarking exploration in RL (with and without unobservable rewards) and show that our method outperforms existing ones.

Policy network parameter sharing is a commonly used technique in advanced deep multi-agent reinforcement learning (MARL) algorithms to improve learning efficiency by reducing the number of policy parameters and sharing experiences among agents. Nevertheless, agents that share the policy parameters tend to learn similar behaviors. To encourage multi-agent diversity, prior works typically maximize the mutual information between trajectories and agent identities using variational inference. However, this category of methods easily leads to inefficient exploration due to limited trajectory visitations. To resolve this limitation, inspired by the learning of pre-trained models, in this paper, we propose a novel Contrastive Trajectory Representation (CTR) method based on learning distinguishable trajectory representations to encourage multi-agent diversity.

Safe reinforcement learning (RL) is a promising approach for many real-world decision-making problems where ensuring safety is a critical necessity. In safe RL research, while expected cumulative safety constraints (ECSCs) are typically the first choices, chance constraints are often more pragmatic for incorporating safety under uncertainties. This paper proposes a flipping-based policy for Chance-Constrained Markov Decision Processes (CCMDPs). The flipping-based policy selects the next action by tossing a potentially distorted coin between two action candidates. The probability of the flip and the two action candidates vary depending on the state.

Large language models have the ability to generate text that mimics patterns in their inputs. We introduce a simple Markov Chain sequence modeling task in order to study how this in-context learning capability emerges. In our setting, each example is sampled from a Markov chain drawn from a prior distribution over Markov chains. Transformers trained on this task form statistical induction heads which compute accurate next-token probabilities given the bigram statistics of the context. During the course of training, models pass through multiple phases: after an initial stage in which predictions are uniform, they learn to sub-optimally predict using in-context single-token statistics (unigrams); then, there is a rapid phase transition to the correct in-context bigram solution. We conduct an empirical and theoretical investigation of this multi-phase process, showing how successful learning results from the interaction between the transformer's layers, and uncovering evidence that the presence of the simpler unigram solution may delay formation of the final bigram solution. We examine how learning is affected by varying the prior distribution over Markov chains, and consider the generalization of our in-context learning of Markov chains (ICL-MC) task to n-grams for n > 2.

Modern neural networks are often massively overparameterized leading to high compute costs during training and at inference. One effective method to improve both the compute and energy efficiency of neural networks while maintaining good performance is structured pruning, where full network structures (e.g.

Partial observability of the underlying states generally presents significant challenges for reinforcement learning (RL). In practice, certain privileged information, e.g., the access to states from simulators, has been exploited in training and has achieved prominent empirical successes. To better understand the benefits of privileged information, we revisit and examine several simple and practically used paradigms in this setting. Specifically, we first formalize the empirical paradigm of expert distillation (also known as teacher-student learning), demonstrating its pitfall in finding near-optimal policies. We then identify a condition of the partially observable environment, the deterministic filter condition, under which expert distillation achieves sample and computational complexities that are both polynomial. Furthermore, we investigate another successful empirical paradigm of asymmetric actor-critic, and focus on the more challenging setting of observable partially observable Markov decision processes. We develop a belief-weighted asymmetric actor-critic algorithm with polynomial sample and quasi-polynomial computational complexities, in which one key component is a new provable oracle for learning belief states that preserves filter stability under a misspecified model, which may be of independent interest. Finally, we also investigate the provable efficiency of partially observable multi-agent RL (MARL) with privileged information.

Reinforcement learning (RL) excels in optimizing policies for discrete-time Markov decision processes (MDP). However, various systems are inherently continuous in time, making discrete-time MDPs an inexact modeling choice. In many applications, such as greenhouse control or medical treatments, each interaction (measurement or switching of action) involves manual intervention and thus is inherently costly. Therefore, we generally prefer a time-adaptive approach with fewer interactions with the system.

It has been shown that given observational data ( i.e., i.i.d.

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable, how can an agent learn such a state representation, and how can it detect when it has found one? We introduce a metric that can accomplish both objectives, without requiring access to--or knowledge of--an underlying, unobservable state space. Our metric, the λ-discrepancy, is the difference between two distinct temporal difference (TD) value estimates, each computed using TD(λ) with a different value of λ. Since TD(λ=0) makes an implicit Markov assumption and TD(λ=1) does not, a discrepancy between these estimates is a potential indicator of a non-Markovian state representation. Indeed, we prove that the λ-discrepancy is exactly zero for all Markov decision processes and almost always non-zero for a broad class of partially observable environments. We also demonstrate empirically that, once detected, minimizing the λ-discrepancy can help with learning a memory function to mitigate the corresponding partial observability. We then train a reinforcement learning agent that simultaneously constructs two recurrent value networks with different λ parameters and minimizes the difference between them as an auxiliary loss. The approach scales to challenging partially observable domains, where the resulting agent frequently performs significantly better (and never performs worse) than a baseline recurrent agent with only a single value network.