Latent prediction–where agents learn by predicting their own latents–has emerged as a powerful paradigm for training general representations in machine learning. In reinforcement learning (RL), this approach has been explored to define auxiliary losses for a variety of settings, including reward-based and unsupervised RL, behavior cloning, and world modeling. While existing methods are typically limited to single-task learning, one-step prediction, or on-policy trajectory data, we show that temporal difference (TD) learning enables learning representations predictive of long-term latent dynamics across multiple policies from offline, reward-free transitions. Building on this, we introduce TD-JEPA, which leverages TD-based latent-predictive representations into unsupervised RL. TD-JEPA trains explicit state and task encoders, a policy-conditioned multi-step predictor, and a set of parameterized policies directly in latent space. This enables zero-shot optimization of any reward function at test time. Theoretically, we show that an idealized variant of TD-JEPA avoids collapse with proper initialization, and learns encoders that capture a low-rank factorization of long-term policy dynamics, while the predictor recovers their successor features in latent space. Empirically, TD-JEPA matches or outperforms state-of-the-art baselines on locomotion, navigation, and manipulation tasks across 13 datasets in ExoRL and OGBench, especially in the challenging setting of zero-shot RL from pixels.

Online learning in arbitrary, and possibly adversarial, environments has been extensively studied in sequential decision-making, and it is closely connected to equilibrium computation in game theory. Most existing online learning algorithms rely on \emph{numeric} utility feedback from the environment, which may be unavailable in human-in-the-loop applications and/or may be restricted by privacy concerns. In this paper, we study an online learning model in which the learner only observes a \emph{ranking} over a set of proposed actions at each timestep. We consider two ranking mechanisms: rankings induced by the \emph{instantaneous} utility at the current timestep, and rankings induced by the \emph{time-average} utility up to the current timestep, under both \emph{full-information} and \emph{bandit} feedback settings. Using the standard external-regret metric, we show that sublinear regret is impossible with instantaneous-utility ranking feedback in general. Moreover, when the ranking model is relatively deterministic, \emph{i.e.}, under the Plackett-Luce model with a temperature that is sufficiently small, sublinear regret is also impossible with time-average utility ranking feedback. We then develop new algorithms that achieve sublinear regret under the additional assumption that the utility sequence has sublinear total variation. Notably, for full-information time-average utility ranking feedback, this additional assumption can be removed. As a consequence, when all players in a normal-form game follow our algorithms, repeated play yields an approximate coarse correlated equilibrium. We also demonstrate the effectiveness of our algorithms in an online large-language-model routing task.

In pure exploration problems, a statistician sequentially collects information to answer a question about some stochastic and unknown environment. The probability of returning a wrong answer should not exceed a maximum risk parameter $\delta$ and good algorithms make as few queries to the environment as possible. The Track-and-Stop algorithm is a pioneering method to solve these problems. Specifically, it is well-known that it enjoys asymptotic optimality sample complexity guarantees for $\delta \to 0$ whenever the map from the environment to its correct answers is single-valued (e.g., best-arm identification with a unique optimal arm). The Sticky Track-and-Stop algorithm extends these results to settings where, for each environment, there might exist multiple correct answers (e.g., $\epsilon$-optimal arm identification). Although both methods are optimal in the asymptotic regime, their non-asymptotic guarantees remain unknown. In this work, we fill this gap and provide non-asymptotic guarantees for both algorithms.

Robust decision-making is crucial in numerous risk-sensitive applications where outcomes are uncertain and the cost of failure is high. Conditional Robust Optimization (CRO) offers a framework for such tasks by constructing prediction sets for the outcome that satisfy predefined coverage requirements and then making decisions based on these sets. Many existing approaches leverage conformal prediction to build prediction sets with guaranteed coverage for CRO. However, since coverage is a sufficient but not necessary condition for robustness, enforcing such constraints often leads to overly conservative decisions. To overcome this limitation, we propose a novel framework named Conformal Robustness Control (CRC), that directly optimizes the prediction set construction under explicit robustness constraints, thereby enabling more efficient decisions without compromising robustness. We develop efficient algorithms to solve the CRC optimization problem, and also provide theoretical guarantees on both robustness and optimality. Empirical results show that CRC consistently yields more effective decisions than existing baselines while still meeting the target robustness level.

Behavior Foundation Models (BFMs) are capable of retrieving high-performing policy for any reward function specified directly at test-time, commonly referred to as zero-shot reinforcement learning (RL). While this is a very efficient process in terms of compute, it can be less so in terms of data: as a standard assumption, BFMs require computing rewards over a non-negligible inference dataset, assuming either access to a functional form of rewards, or significant labeling efforts. To alleviate these limitations, we tackle the problem of task inference purely through interaction with the environment at test-time. We propose OpTI-BFM, an optimistic decision criterion that directly models uncertainty over reward functions and guides BFMs in data collection for task inference. Formally, we provide a regret bound for well- trained BFMs through a direct connection to upper-confidence algorithms for linear bandits. Empirically, we evaluate OpTI-BFM on established zero-shot benchmarks, and observe that it enables successor-features-based BFMs to identify and optimize an unseen reward function in a handful of episodes with minimal compute overhead.

Auto-bidding is a critical tool for advertisers to improve advertising performance. Recent progress has demonstrated that AI-Generated Bidding (AIGB), which learns a conditional generative planner from offline data, achieves superior performance compared to typical offline reinforcement learning (RL)-based auto-bidding methods. However, existing AIGB methods still face a performance bottleneck due to their inherent inability to explore beyond the static dataset with feedback. To address this, we propose AIGB-Pearl (Planning with EvaluAtor via RL), a novel method that integrates generative planning and policy optimization. The core of AIGB-Pearl lies in constructing a trajectory evaluator to assess the quality of generated scores and designing a provably sound KL-Lipschitz-constrained score-maximization scheme to ensure safe and efficient exploration beyond the offline dataset. A practical algorithm that incorporates the synchronous coupling technique is further developed to ensure the model regularity required by the proposed scheme. Extensive experiments on both simulated and real-world advertising systems demonstrate the state-of-the-art performance of our approach.