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We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…

Machine Learning · Computer Science 2020-01-01 Zihan Zhang , Xiangyang Ji

We establish a tight characterization of the worst-case rates for the excess risk of agnostic learning with sample compression schemes and for uniform convergence for agnostic sample compression schemes. In particular, we find that the…

Machine Learning · Computer Science 2018-05-22 Steve Hanneke , Aryeh Kontorovich

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

In an episodic Markov Decision Process (MDP) problem, an online algorithm chooses from a set of actions in a sequence of $H$ trials, where $H$ is the episode length, in order to maximize the total payoff of the chosen actions. Q-learning,…

Machine Learning · Computer Science 2019-07-11 Xu Zhu

We study approximation of the embedding $\ell_p^m \hookrightarrow \ell_q^m$, $1 \leq p < q \leq \infty$, based on randomized algorithms that use up to $n$ arbitrary linear functionals as information on a problem instance where $n \ll m$. By…

Numerical Analysis · Mathematics 2025-09-22 Robert J. Kunsch , Marcin Wnuk

We study the problem of computationally efficient proper agnostic learning of multidimensional concept classes under the Gaussian distribution. In this setting, given i.i.d. labeled samples from an unknown distribution over $\mathbb{R}^d…

Data Structures and Algorithms · Computer Science 2026-05-28 Sergei Tikhonov , Arsen Vasilyan

Average-reward reinforcement learning offers a principled framework for long-term decision-making by maximizing the mean reward per time step. Although Q-learning is a widely used model-free algorithm with established sample complexity in…

Machine Learning · Statistics 2026-01-21 Yuchen Jiao , Jiin Woo , Gen Li , Gauri Joshi , Yuejie Chi

Approximate Dynamic Programming (ADP) is a methodology to solve multi-stage stochastic optimization problems in multi-dimensional discrete or continuous spaces. ADP approximates the optimal value function by adaptively sampling both action…

Optimization and Control · Mathematics 2021-07-02 Vijay Kumar , Mort Webster

Learning dexterous manipulation in high-dimensional state-action spaces is an important open challenge with exploration presenting a major bottleneck. Although in many cases the learning process could be guided by demonstrations or other…

The practicality of reinforcement learning algorithms has been limited due to poor scaling with respect to the problem size, as the sample complexity of learning an $\epsilon$-optimal policy is $\tilde{\Omega}\left(|S||A|H^3 /…

Machine Learning · Computer Science 2023-06-12 Tyler Sam , Yudong Chen , Christina Lee Yu

We study the problem of experiment planning with function approximation in contextual bandit problems. In settings where there is a significant overhead to deploying adaptive algorithms -- for example, when the execution of the data…

Machine Learning · Computer Science 2024-01-11 Aldo Pacchiano , Jonathan N. Lee , Emma Brunskill

Value function approximation has demonstrated phenomenal empirical success in reinforcement learning (RL). Nevertheless, despite a handful of recent progress on developing theory for RL with linear function approximation, the understanding…

Machine Learning · Computer Science 2020-06-22 Ruosong Wang , Ruslan Salakhutdinov , Lin F. Yang

The approximate degree of a Boolean function f is the least degree of a real polynomial that approximates f pointwise to error at most 1/3. Approximate degree is known to be a lower bound on quantum query complexity. We resolve or nearly…

Quantum Physics · Physics 2019-08-20 Mark Bun , Robin Kothari , Justin Thaler

Based on the recent breakthrough of Huang (2019), we show that for any total Boolean function $f$, $\bullet \quad \mathrm{deg}(f) = O(\widetilde{\mathrm{deg}}(f)^2)$: The degree of $f$ is at most quadratic in the approximate degree of $f$.…

Quantum Physics · Physics 2020-10-27 Scott Aaronson , Shalev Ben-David , Robin Kothari , Shravas Rao , Avishay Tal

Asynchronous Q-learning aims to learn the optimal action-value function (or Q-function) of a Markov decision process (MDP), based on a single trajectory of Markovian samples induced by a behavior policy. Focusing on a $\gamma$-discounted…

Machine Learning · Computer Science 2022-09-13 Gen Li , Yuting Wei , Yuejie Chi , Yuantao Gu , Yuxin Chen

Offline reinforcement learning (RL) suffers from extrapolation errors induced by out-of-distribution (OOD) actions. To address this, offline RL algorithms typically impose constraints on action selection, which can be systematically…

Machine Learning · Computer Science 2025-11-05 Yixiu Mao , Yun Qu , Qi Wang , Xiangyang Ji

We propose and analyse a class of analytically solvable models of quantum reinforcement learning (QRL), formulated as finite-horizon Markov decision processes in finite-dimensional Hilbert spaces. The models are built around a…

General Mathematics · Mathematics 2026-04-16 Andrea Cintio , Alessandro Michelangeli , Dmitrii Tsutskov

In stochastic zeroth-order optimization, a problem of practical relevance is understanding how to fully exploit the local geometry of the underlying objective function. We consider a fundamental setting in which the objective function is…

Machine Learning · Computer Science 2023-12-27 Qian Yu , Yining Wang , Baihe Huang , Qi Lei , Jason D. Lee

The textbook adversary bound for function evaluation states that to evaluate a function $f\colon D\to C$ with success probability $\frac{1}{2}+\delta$ in the quantum query model, one needs at least $\left( 2\delta -\sqrt{1-4\delta^2}…

Quantum Physics · Physics 2023-03-21 Duyal Yolcu

Algorithms for solving \textit{nonlinear} fixed-point equations -- such as average-reward \textit{$Q$-learning} and \textit{TD-learning} -- often involve semi-norm contractions. Achieving parameter-free optimal convergence rates for these…

Machine Learning · Computer Science 2026-03-24 Ankur Naskar , Gugan Thoppe , Vijay Gupta