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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

An agent's ability to leverage past experience is critical for efficiently solving new tasks. Prior work has focused on using value function estimates to obtain zero-shot approximations for solutions to a new task. In soft Q-learning, we…

Machine Learning · Computer Science 2024-06-27 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

In this paper, a Gauss-Newton Temporal Difference (GNTD) learning method is proposed to solve the Q-learning problem with nonlinear function approximation. In each iteration, our method takes one Gauss-Newton (GN) step to optimize a variant…

Optimization and Control · Mathematics 2024-04-02 Zhifa Ke , Junyu Zhang , Zaiwen Wen

Consider systems of equations $q_i(x)=0$, where $q_i: {\Bbb R}^n \longrightarrow {\Bbb R}$, $i=1, \ldots, m$, are quadratic forms. Our goal is to tell efficiently systems with many non-trivial solutions or near-solutions $x \ne 0$ from…

Optimization and Control · Mathematics 2020-06-24 Alexander Barvinok

We study time-inhomogeneous episodic reinforcement learning (RL) under general function approximation and sparse rewards. We design a new algorithm, Variance-weighted Optimistic $Q$-Learning (VO$Q$L), based on $Q$-learning and bound its…

Machine Learning · Computer Science 2022-12-13 Alekh Agarwal , Yujia Jin , Tong Zhang

We present the first regret bound for classical online Q-learning in infinite-horizon discounted Markov decision processes (MDPs), without relying on optimism or bonus terms. We first analyze Boltzmann Q-learning with decaying temperature…

Machine Learning · Computer Science 2026-05-18 Rahul Singh , Siddharth Chandak , Eric Moulines , Vivek S. Borkar , Nicholas Bambos

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 quantum algorithm for `extremal learning', which is the process of finding the input to a hidden function that extremizes the function output, without having direct access to the hidden function, given only partial input-output…

This paper investigates to what extent one can improve reinforcement learning algorithms. Our study is split in three parts. First, our analysis shows that the classical asymptotic convergence rate $O(1/\sqrt{N})$ is pessimistic and can be…

Machine Learning · Computer Science 2021-10-25 Othmane Mounjid , Charles-Albert Lehalle

For some hypothesis classes and input distributions, active agnostic learning needs exponentially fewer samples than passive learning; for other classes and distributions, it offers little to no improvement. The most popular algorithms for…

Machine Learning · Computer Science 2024-05-24 Eric Price , Yihan Zhou

We study the interplay between the data distribution and Q-learning-based algorithms with function approximation. We provide a unified theoretical and empirical analysis as to how different properties of the data distribution influence the…

Machine Learning · Computer Science 2023-02-13 Pedro P. Santos , Diogo S. Carvalho , Alberto Sardinha , Francisco S. Melo

This paper presents a novel systematic methodology to obtain new simple and tight approximations, lower bounds, and upper bounds for the Gaussian Q-function, and functions thereof, in the form of a weighted sum of exponential functions.…

Signal Processing · Electrical Eng. & Systems 2020-12-21 Islam M. Tanash , Taneli Riihonen

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…

Machine Learning · Computer Science 2018-06-04 Ilias Diakonikolas , Weihao Kong , Alistair Stewart

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

Machine Learning · Computer Science 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill

Existing studies indicate that momentum ideas in conventional optimization can be used to improve the performance of Q-learning algorithms. However, the finite-sample analysis for momentum-based Q-learning algorithms is only available for…

Machine Learning · Computer Science 2020-07-31 Bowen Weng , Huaqing Xiong , Lin Zhao , Yingbin Liang , Wei Zhang

Q-learning is a regression-based approach that is widely used to formalize the development of an optimal dynamic treatment strategy. Finite dimensional working models are typically used to estimate certain nuisance parameters, and…

Methodology · Statistics 2020-03-30 Ashkan Ertefaie , James R. McKay , David Oslin , Robert L. Strawderman

Full-sampling (e.g., Q-learning) and pure-expectation (e.g., Expected Sarsa) algorithms are efficient and frequently used techniques in reinforcement learning. Q$(\sigma,\lambda)$ is the first approach unifies them with eligibility trace…

Machine Learning · Computer Science 2019-09-09 Long Yang , Yu Zhang , Qian Zheng , Pengfei Li , Gang Pan

We present an approach called Q-probing to adapt a pre-trained language model to maximize a task-specific reward function. At a high level, Q-probing sits between heavier approaches such as finetuning and lighter approaches such as few shot…

Machine Learning · Computer Science 2024-06-04 Kenneth Li , Samy Jelassi , Hugh Zhang , Sham Kakade , Martin Wattenberg , David Brandfonbrener