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The paper introduces the first formulation of convex Q-learning for Markov decision processes with function approximation. The algorithms and theory rest on a relaxation of a dual of Manne's celebrated linear programming characterization of…

Optimization and Control · Mathematics 2023-09-12 Fan Lu , Sean Meyn

We study the problem of learning in the presence of an adversary that can corrupt an $\eta$ fraction of the training examples with the goal of causing failure on a specific test point. In the realizable setting, prior work established that…

Machine Learning · Computer Science 2025-06-04 Bogdan Chornomaz , Yonatan Koren , Shay Moran , Tom Waknine

This paper develops a novel control-theoretic framework to analyze the non-asymptotic convergence of Q-learning. We show that the dynamics of asynchronous Q-learning with a constant step-size can be naturally formulated as a discrete-time…

Optimization and Control · Mathematics 2024-08-23 Donghwan Lee , Jianghai Hu , Niao He

In this paper, we delve into the statistical analysis of the fitted Q-evaluation (FQE) method, which focuses on estimating the value of a target policy using offline data generated by some behavior policy. We provide a comprehensive…

Statistics Theory · Mathematics 2024-06-18 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

We consider a general asynchronous Stochastic Approximation (SA) scheme featuring a weighted infinity-norm contractive operator, and prove a bound on its finite-time convergence rate on a single trajectory. Additionally, we specialize the…

Optimization and Control · Mathematics 2020-02-06 Guannan Qu , Adam Wierman

The classical theory of reinforcement learning (RL) has focused on tabular and linear representations of value functions. Further progress hinges on combining RL with modern function approximators such as kernel functions and deep neural…

Machine Learning · Computer Science 2021-01-01 Zhuoran Yang , Chi Jin , Zhaoran Wang , Mengdi Wang , Michael I. Jordan

This paper studies the problem of learning an unknown function $f$ from given data about $f$. The learning problem is to give an approximation $\hat f$ to $f$ that predicts the values of $f$ away from the data. There are numerous settings…

Machine Learning · Computer Science 2023-06-27 Peter Binev , Andrea Bonito , Ronald DeVore , Guergana Petrova

We consider the well-studied problem of learning intersections of halfspaces under the Gaussian distribution in the challenging \emph{agnostic learning} model. Recent work of Diakonikolas et al. (2021) shows that any Statistical Query (SQ)…

Machine Learning · Computer Science 2022-02-11 Daniel Hsu , Clayton Sanford , Rocco Servedio , Emmanouil-Vasileios Vlatakis-Gkaragkounis

We study Reinforcement Learning (RL) in environments with large state spaces, where function approximation is required for sample-efficient learning. Departing from a long history of prior work, we consider the weakest possible form of…

Machine Learning · Computer Science 2025-04-09 Akshay Krishnamurthy , Gene Li , Ayush Sekhari

In this paper, we investigate the sample complexity of policy evaluation in infinite-horizon offline reinforcement learning (also known as the off-policy evaluation problem) with linear function approximation. We identify a hard regime…

Machine Learning · Computer Science 2021-03-19 Lin Chen , Bruno Scherrer , Peter L. Bartlett

We propose a robust Q-learning algorithm for Markov decision processes under model uncertainty when each state-action pair is associated with a finite ambiguity set of candidate transition kernels. This finite-measure framework enables…

Optimization and Control · Mathematics 2026-02-10 Julian Sester , Cécile Decker

We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…

Optimization and Control · Mathematics 2020-01-30 Coralia Cartis , Nick Gould , Philippe L. Toint

Zap Q-learning is a recent class of reinforcement learning algorithms, motivated primarily as a means to accelerate convergence. Stability theory has been absent outside of two restrictive classes: the tabular setting, and optimal stopping.…

Machine Learning · Computer Science 2020-07-17 Shuhang Chen , Adithya M. Devraj , Fan Lu , Ana Bušić , Sean P. Meyn

Q-learning is known as one of the fundamental reinforcement learning (RL) algorithms. Its convergence has been the focus of extensive research over the past several decades. Recently, a new finitetime error bound and analysis for Q-learning…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Donghwna Lee

We study the problem of learning general (i.e., not necessarily homogeneous) halfspaces with Random Classification Noise under the Gaussian distribution. We establish nearly-matching algorithmic and Statistical Query (SQ) lower bound…

Machine Learning · Computer Science 2023-07-18 Ilias Diakonikolas , Jelena Diakonikolas , Daniel M. Kane , Puqian Wang , Nikos Zarifis

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

The balance between exploration and exploitation is a key problem for reinforcement learning methods, especially for Q-learning. In this paper, a fidelity-based probabilistic Q-learning (FPQL) approach is presented to naturally solve this…

Machine Learning · Computer Science 2018-06-11 Chunlin Chen , Daoyi Dong , Han-Xiong Li , Jian Chu , Tzyh-Jong Tarn

This work presents the first finite-time analysis for the last-iterate convergence of average-reward $Q$-learning with an asynchronous implementation. A key feature of the algorithm we study is the use of adaptive stepsizes, which serve as…

Machine Learning · Computer Science 2026-04-07 Zaiwei Chen , Phalguni Nanda

Analyzing the Markov decision process (MDP) with continuous state spaces is generally challenging. A recent interesting work \cite{shah2018q} solves MDP with bounded continuous state space by a nearest neighbor $Q$ learning approach, which…

Machine Learning · Computer Science 2024-06-18 Puning Zhao , Lifeng Lai

A primary requirement for any reinforcement learning method is that it should produce policies that improve upon the initial guess. In this work, we show that the widely used Deep Q-Network (DQN) fails to satisfy this minimal criterion --…

Machine Learning · Computer Science 2025-06-18 Aditya Gopalan , Gugan Thoppe
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