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Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability

Machine Learning 2026-05-12 v1 Artificial Intelligence Information Theory math.IT Statistics Theory Machine Learning Statistics Theory

Abstract

\emph{Kullback-Leibler} (KL) regularization is ubiquitous in reinforcement learning algorithms in the form of \emph{reverse} or \emph{forward} KL. Recent studies have demonstrated ϵ1\epsilon^{-1}-type fast rates for decision making under reverse KL regularization, in contrast to the standard ϵ2\epsilon^{-2}-type sample complexity. However, for forward-KL-regularized objectives, existing statistical analyses are either not applicable or result in O~(ϵ2)\tilde{O}(\epsilon^{-2}) slow rates. We take the first step towards addressing this problem via a streamlined analysis of forward-KL-regularized offline CBs. We give the first O~(ϵ1)\tilde{O}(\epsilon^{-1}) upper bounds in tabular and general function approximation settings, both under notions of \emph{single-policy concentrability}. In particular, our convex-analytical pipeline unifies these settings by exploiting the pessimism principle in a novel way and completely bypasses the proof routines in previous works based on the mean value theorem, which might be of independent interest. Moreover, we provide rate-optimal lower bounds, manifesting the tightness of our upper bounds in terms of statistical rates. Our lower bounds also demonstrate that the forward-KL-regularized sample complexity recovers the unregularized slow rate in the low-regularization regime, similarly to the reverse-KL regularization.

Keywords

Cite

@article{arxiv.2605.09214,
  title  = {Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability},
  author = {Qingyue Zhao and Kaixuan Ji and Heyang Zhao and Quanquan Gu},
  journal= {arXiv preprint arXiv:2605.09214},
  year   = {2026}
}

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31 pages, comments are welcome