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We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the…

Machine Learning · Computer Science 2018-10-24 Devavrat Shah , Qiaomin Xie

The Q-learning algorithm is known to be affected by the maximization bias, i.e. the systematic overestimation of action values, an important issue that has recently received renewed attention. Double Q-learning has been proposed as an…

Machine Learning · Computer Science 2021-02-03 Rong Zhu , Mattia Rigotti

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…

Machine Learning · Statistics 2019-03-04 Hiva Ghanbari , Minhan Li , Katya Scheinberg

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

This paper investigates the computational complexity of reinforcement learning in a novel linear function approximation regime, termed partial $q^{\pi}$-realizability. In this framework, the objective is to learn an $\epsilon$-optimal…

Artificial Intelligence · Computer Science 2025-10-31 Shayan Karimi , Xiaoqi Tan

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…

Systems and Control · Electrical Eng. & Systems 2022-05-19 Shambhuraj Sawant , Sebastien Gros

Multi-distribution or collaborative learning involves learning a single predictor that works well across multiple data distributions, using samples from each during training. Recent research on multi-distribution learning, focusing on…

Machine Learning · Computer Science 2024-09-27 Kasper Green Larsen , Omar Montasser , Nikita Zhivotovskiy

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

Machine Learning · Computer Science 2019-04-04 Chao Qu , Shie Mannor , Huan Xu

In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The…

Machine Learning · Computer Science 2019-05-16 Borislav Mavrin , Shangtong Zhang , Hengshuai Yao , Linglong Kong , Kaiwen Wu , Yaoliang Yu

Let $\mathbb{F}_q$ be the finite field of size $q$ and let $\ell: \mathbb{F}_q^n \to \mathbb{F}_q$ be a linear function. We introduce the {\em Learning From Subset} problem LFS$(q,n,d)$ of learning $\ell$, given samples $u \in…

Quantum Physics · Physics 2018-06-27 Gábor Ivanyos , Anupam Prakash , Miklos Santha

Watkins' and Dayan's Q-learning is a model-free reinforcement learning algorithm that iteratively refines an estimate for the optimal action-value function of an MDP by stochastically "visiting" many state-ation pairs [Watkins and Dayan,…

Machine Learning · Computer Science 2021-08-09 Matthew T. Regehr , Alex Ayoub

Reinforcement learning with function approximation has recently achieved tremendous results in applications with large state spaces. This empirical success has motivated a growing body of theoretical work proposing necessary and sufficient…

Machine Learning · Computer Science 2022-07-05 Daniel Kane , Sihan Liu , Shachar Lovett , Gaurav Mahajan

In this work, we present a new model-free and off-policy reinforcement learning (RL) algorithm, that is capable of finding a near-optimal policy with state-action observations from arbitrary behavior policies. Our algorithm, called the…

Optimization and Control · Mathematics 2025-07-21 Narim Jeong , Donghwan Lee , Niao He

We propose a distributed deep learning model to successfully learn control policies directly from high-dimensional sensory input using reinforcement learning. The model is based on the deep Q-network, a convolutional neural network trained…

Machine Learning · Computer Science 2015-10-16 Hao Yi Ong , Kevin Chavez , Augustus Hong

$Q$-learning is one of the most fundamental reinforcement learning algorithms. It is widely believed that $Q$-learning with linear function approximation (i.e., linear $Q$-learning) suffers from possible divergence until the recent work…

Machine Learning · Computer Science 2025-05-28 Xinyu Liu , Zixuan Xie , Shangtong Zhang

It is well known that the extension of Watkins' algorithm to general function approximation settings is challenging: does the projected Bellman equation have a solution? If so, is the solution useful in the sense of generating a good…

Optimization and Control · Mathematics 2020-08-11 Prashant G. Mehta , Sean P. Meyn

We give an efficient algorithm for learning a binary function in a given class C of bounded VC dimension, with training data distributed according to P and test data according to Q, where P and Q may be arbitrary distributions over X. This…

Machine Learning · Computer Science 2021-02-17 Adam Kalai , Varun Kanade
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