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Reinforcement learning has traditionally been studied with exponential discounting or the average reward setup, mainly due to their mathematical tractability. However, such frameworks fall short of accurately capturing human behavior, which…

Machine Learning · Computer Science 2024-09-18 S. R. Eshwar , Mayank Motwani , Nibedita Roy , Gugan Thoppe

While Bayesian-based exploration often demonstrates superior empirical performance compared to bonus-based methods in model-based reinforcement learning (RL), its theoretical understanding remains limited for model-free settings. Existing…

Machine Learning · Computer Science 2026-02-05 He Wang , Xingyu Xu , Yuejie Chi

Self-imitation learning motivated by lower-bound Q-learning is a novel and effective approach for off-policy learning. In this work, we propose a n-step lower bound which generalizes the original return-based lower-bound Q-learning, and…

Machine Learning · Computer Science 2021-02-16 Yunhao Tang

We study whether the learning rate $\alpha$, the discount factor $\gamma$ and the reward signal $r$ have an influence on the overestimation bias of the Q-Learning algorithm. Our preliminary results in environments which are stochastic and…

Machine Learning · Statistics 2022-10-12 Julius Wagenbach , Matthia Sabatelli

We describe a general technique that yields the first {\em Statistical Query lower bounds} for a range of fundamental high-dimensional learning problems involving Gaussian distributions. Our main results are for the problems of (1) learning…

Machine Learning · Computer Science 2017-05-18 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

We study the problem of PAC learning $\gamma$-margin halfspaces with Random Classification Noise. We establish an information-computation tradeoff suggesting an inherent gap between the sample complexity of the problem and the sample…

Machine Learning · Computer Science 2023-06-29 Ilias Diakonikolas , Jelena Diakonikolas , Daniel M. Kane , Puqian Wang , Nikos Zarifis

Quantum signal processing (QSP) provides a systematic framework for implementing a polynomial transformation of a linear operator, and unifies nearly all known quantum algorithms. In parallel, recent works have developed randomized…

Quantum Physics · Physics 2025-03-26 John M. Martyn , Patrick Rall

This paper develops a quantized Q-learning algorithm for the optimal control of controlled diffusion processes on $\mathbb{R}^d$ under both discounted and ergodic (average) cost criteria. We first establish near-optimality of finite-state…

Optimization and Control · Mathematics 2026-03-16 Erhan Bayraktar , Ali D. Kara , Somnath Pradhan , Serdar Yuksel

Q-learning suffers from overestimation bias, because it approximates the maximum action value using the maximum estimated action value. Algorithms have been proposed to reduce overestimation bias, but we lack an understanding of how bias…

Machine Learning · Computer Science 2021-08-10 Qingfeng Lan , Yangchen Pan , Alona Fyshe , Martha White

Various algorithms in reinforcement learning exhibit dramatic variability in their convergence rates and ultimate accuracy as a function of the problem structure. Such instance-specific behavior is not captured by existing global minimax…

Machine Learning · Statistics 2021-06-29 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

We present the convergence rates of synchronous and asynchronous Q-learning for average-reward Markov decision processes, where the absence of contraction poses a fundamental challenge. Existing non-asymptotic results overcome this…

Machine Learning · Computer Science 2026-01-30 Zijun Chen , Zaiwei Chen , Nian Si , Shengbo Wang

Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal…

Machine Learning · Computer Science 2019-06-07 Lin F. Yang , Mengdi Wang

We propose a new approach to solving dynamic decision problems with unbounded rewards based on the transformations used in Q-learning. In our case, the objective of the transform is to convert an unbounded dynamic program into a bounded…

Optimization and Control · Mathematics 2022-08-02 Qingyin Ma , John Stachurski , Alexis Akira Toda

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

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

Quantum Boltzmann machines (QBMs) are machine-learning models for both classical and quantum data. We give an operational definition of QBM learning in terms of the difference in expectation values between the model and target, taking into…

Quantum Physics · Physics 2025-02-13 Luuk Coopmans , Marcello Benedetti

In the search with wildcards problem [Ambainis, Montanaro, Quantum Inf.~Comput.'14], one's goal is to learn an unknown bit-string $x \in \{-1,1\}^n$. An algorithm may, at unit cost, test equality of any subset of the hidden string with a…

Quantum Physics · Physics 2025-11-07 Arjan Cornelissen , Nikhil S. Mande , Subhasree Patro , Nithish Raja , Swagato Sanyal

The exploration-exploitation dilemma has been a central challenge in reinforcement learning (RL) with complex model classes. In this paper, we propose a new algorithm, Monotonic Q-Learning with Upper Confidence Bound (MQL-UCB) for RL with…

Machine Learning · Computer Science 2025-10-06 Heyang Zhao , Jiafan He , Quanquan Gu

$Q$-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

We study the problem of learning the optimal policy in a discounted, infinite-horizon reinforcement learning (RL) setting in the presence of adversarially corrupted rewards. To address this problem, we develop a novel robust variant of the…

Machine Learning · Computer Science 2026-05-22 Sreejeet Maity , Aritra Mitra