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Deep Q-Learning is an important reinforcement learning algorithm, which involves training a deep neural network, called Deep Q-Network (DQN), to approximate the well-known Q-function. Although wildly successful under laboratory conditions,…

Machine Learning · Computer Science 2021-04-13 Arunselvan Ramaswamy , Eyke Hüllermeier

Deep Reinforcement Learning (RL) powered by neural net approximation of the Q function has had enormous empirical success. While the theory of RL has traditionally focused on linear function approximation (or eluder dimension) approaches,…

Machine Learning · Computer Science 2021-12-28 Baihe Huang , Kaixuan Huang , Sham M. Kakade , Jason D. Lee , Qi Lei , Runzhe Wang , Jiaqi Yang

Distributional assumptions have been shown to be necessary for the robust learnability of concept classes when considering the exact-in-the-ball robust risk and access to random examples by Gourdeau et al. (2019). In this paper, we study…

Machine Learning · Computer Science 2023-07-21 Pascale Gourdeau , Varun Kanade , Marta Kwiatkowska , James Worrell

In deep learning tasks, the learning rate determines the update step size in each iteration, which plays a critical role in gradient-based optimization. However, the determination of the appropriate learning rate in practice typically…

Machine Learning · Statistics 2020-04-08 Yingqiu Zhu , Yu Chen , Danyang Huang , Bo Zhang , Hansheng Wang

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

The core challenge of offline reinforcement learning (RL) is dealing with the (potentially catastrophic) extrapolation error induced by the distribution shift between the history dataset and the desired policy. A large portion of prior work…

Machine Learning · Computer Science 2023-07-27 Laixi Shi , Robert Dadashi , Yuejie Chi , Pablo Samuel Castro , Matthieu Geist

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

Network slicing promises to provision diversified services with distinct requirements in one infrastructure. Deep reinforcement learning (e.g., deep $\mathcal{Q}$-learning, DQL) is assumed to be an appropriate algorithm to solve the…

Machine Learning · Computer Science 2019-06-12 Chen Qi , Yuxiu Hua , Rongpeng Li , Zhifeng Zhao , Honggang Zhang

$Q$-learning with function approximation is one of the most empirically successful while theoretically mysterious reinforcement learning (RL) algorithms, and was identified in Sutton (1999) as one of the most important theoretical open…

Machine Learning · Computer Science 2022-05-04 Zaiwei Chen , John Paul Clarke , Siva Theja Maguluri

We consider the question of learning $Q$-function in a sample efficient manner for reinforcement learning with continuous state and action spaces under a generative model. If $Q$-function is Lipschitz continuous, then the minimal sample…

Machine Learning · Computer Science 2020-06-12 Devavrat Shah , Dogyoon Song , Zhi Xu , Yuzhe Yang

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

In Reinforcement Learning the Q-learning algorithm provably converges to the optimal solution. However, as others have demonstrated, Q-learning can also overestimate the values and thereby spend too long exploring unhelpful states. Double…

Machine Learning · Computer Science 2023-03-16 David Barber

We propose Q-learning with Adjoint Matching (QAM), a novel TD-based reinforcement learning (RL) algorithm that tackles a long-standing challenge in continuous-action RL: efficient optimization of an expressive diffusion or flow-matching…

Machine Learning · Computer Science 2026-05-20 Qiyang Li , Sergey Levine

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

Machine Learning · Computer Science 2021-10-06 Gaon An , Seungyong Moon , Jang-Hyun Kim , Hyun Oh Song

Dynamic decision-making under distributional shifts is of fundamental interest in theory and applications of reinforcement learning: The distribution of the environment in which the data is collected can differ from that of the environment…

Machine Learning · Computer Science 2024-09-05 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

We study reinforcement learning (RL) in high dimensional episodic Markov decision processes (MDP). We consider value-based RL when the optimal Q-value is a linear function of d-dimensional state-action feature representation. For instance,…

Artificial Intelligence · Computer Science 2019-09-10 Kamyar Azizzadenesheli , Animashree Anandkumar

Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al.,…

Machine Learning · Computer Science 2020-02-25 Jianqing Fan , Zhaoran Wang , Yuchen Xie , Zhuoran Yang

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

We study a classification problem where each feature can be acquired for a cost and the goal is to optimize a trade-off between the expected classification error and the feature cost. We revisit a former approach that has framed the problem…

Artificial Intelligence · Computer Science 2018-11-13 Jaromír Janisch , Tomáš Pevný , Viliam Lisý