activity
20182026
most citedLogarithmic Regret for Learning Linear Quadratic Regulators Efficiently

11 citations · 17 across the 14 of their papers we have counts for

collaborators

14 papers

cs.LG2026

Quantile of Means: A Bonus-Free Ensemble Method for Minimax Optimal Reinforcement Learning

Asaf Cassel, Aviv Rosenberg

Optimal Reinforcement Learning (RL) algorithms typically rely on carefully constructed count-based uncertainty estimates to drive exploration. Although theoretically sound, such es…

cs.LG2024

Batch Ensemble for Variance Dependent Regret in Stochastic Bandits

Asaf Cassel, Orin Levy, Yishay Mansour

Efficiently trading off exploration and exploitation is one of the key challenges in online Reinforcement Learning (RL). Most works achieve this by carefully estimating the model u…

cs.LG2024

Warm-up Free Policy Optimization: Improved Regret in Linear Markov Decision Processes

Asaf Cassel, Aviv Rosenberg

Policy Optimization (PO) methods are among the most popular Reinforcement Learning (RL) algorithms in practice. Recently, Sherman et al. [2023a] proposed a PO-based algorithm with…

cs.LG2024

Near-Optimal Regret in Linear MDPs with Aggregate Bandit Feedback

Asaf Cassel, Haipeng Luo, Aviv Rosenberg +1

In many real-world applications, it is hard to provide a reward signal in each step of a Reinforcement Learning (RL) process and more natural to give feedback when an episode ends.…

cs.LG2024★ 1 cited

Multi-turn Reinforcement Learning from Preference Human Feedback

Lior Shani, Aviv Rosenberg, Asaf Cassel +10

Reinforcement Learning from Human Feedback (RLHF) has become the standard approach for aligning Large Language Models (LLMs) with human preferences, allowing LLMs to demonstrate re…

cs.LG2023

Efficient Rate Optimal Regret for Adversarial Contextual MDPs Using Online Function Approximation

Orin Levy, Alon Cohen, Asaf Cassel +1

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 acc…

cs.LG2022

Eluder-based Regret for Stochastic Contextual MDPs

Orin Levy, Asaf Cassel, Alon Cohen +1

We present the E-UCRL algorithm for regret minimization in Stochastic Contextual Markov Decision Processes (CMDPs). The algorithm operates under the minimal assumptions of real…

cs.LG2022

Rate-Optimal Online Convex Optimization in Adaptive Linear Control

Asaf Cassel, Alon Cohen, Tomer Koren

We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We presen…

math.OC2022

Efficient Online Linear Control with Stochastic Convex Costs and Unknown Dynamics

Asaf Cassel, Alon Cohen, Tomer Koren

We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computa…

cs.LG2021★ 1 cited

Online Policy Gradient for Model Free Learning of Linear Quadratic Regulators with Regret

Asaf Cassel, Tomer Koren

We consider the task of learning to control a linear dynamical system under fixed quadratic costs, known as the Linear Quadratic Regulator (LQR) problem. While model-free approache…

math.PR2020★ 1 cited

The Pendulum Arrangement: Maximizing the Escape Time of Heterogeneous Random Walks

Asaf Cassel, Shie Mannor, Guy Tennenholtz

We identify a fundamental phenomenon of heterogeneous one dimensional random walks: the escape (traversal) time is maximized when the heterogeneity in transition probabilities form…

cs.LG2020★ 2 cited

Bandit Linear Control

Asaf Cassel, Tomer Koren

We consider the problem of controlling a known linear dynamical system under stochastic noise, adversarially chosen costs, and bandit feedback. Unlike the full feedback setting whe…

cs.LG2020★ 11 cited

Logarithmic Regret for Learning Linear Quadratic Regulators Efficiently

Asaf Cassel, Alon Cohen, Tomer Koren

We consider the problem of learning in Linear Quadratic Control systems whose transition parameters are initially unknown. Recent results in this setting have demonstrated efficien…

stat.ML2018★ 1 cited

A General Framework for Bandit Problems Beyond Cumulative Objectives

Asaf Cassel, Shie Mannor, Assaf Zeevi

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between s…