Related papers: Q* Approximation Schemes for Batch Reinforcement L…
Double Q-learning is a classical method for reducing overestimation bias, which is caused by taking maximum estimated values in the Bellman operation. Its variants in the deep Q-learning paradigm have shown great promise in producing…
We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…
This paper develops an inverse reinforcement learning algorithm aimed at recovering a reward function from the observed actions of an agent. We introduce a strategy to flexibly handle different types of actions with two approximations of…
The $Q$-learning algorithm is a simple and widely-used stochastic approximation scheme for reinforcement learning, but the basic protocol can exhibit instability in conjunction with function approximation. Such instability can be observed…
We consider the problem of reinforcement learning using function approximation, where the approximating basis can change dynamically while interacting with the environment. A motivation for such an approach is maximizing the value function…
Regularized Markov Decision Processes serve as models of sequential decision making under uncertainty wherein the decision maker has limited information processing capacity and/or aversion to model ambiguity. With functional approximation,…
The use of target networks in deep reinforcement learning is a widely popular solution to mitigate the brittleness of semi-gradient approaches and stabilize learning. However, target networks notoriously require additional memory and delay…
In this study, we consider the application of max-plus-linear approximators for Q-function in offline reinforcement learning of discounted Markov decision processes. In particular, we incorporate these approximators to propose novel fitted…
This paper develops an online inverse reinforcement learning algorithm aimed at efficiently recovering a reward function from ongoing observations of an agent's actions. To reduce the computation time and storage space in reward estimation,…
Q-learning is a stochastic approximation version of the classic value iteration. The literature has established that Q-learning suffers from both maximization bias and slower convergence. Recently, multi-step algorithms have shown practical…
Q-learning is widely used algorithm in reinforcement learning community. Under the lookup table setting, its convergence is well established. However, its behavior is known to be unstable with the linear function approximation case. This…
Despite its experimental success, Model-based Reinforcement Learning still lacks a complete theoretical understanding. To this end, we analyze the error in the cumulative reward using a contraction approach. We consider both stochastic and…
We consider the problem of Approximate Dynamic Programming in relational domains. Inspired by the success of fitted Q-learning methods in propositional settings, we develop the first relational fitted Q-learning algorithms by representing…
Bimodal, stochastic environments present a challenge to typical Reinforcement Learning problems. This problem is one that is surprisingly common in real world applications, being particularly applicable to pricing problems. In this paper we…
When function approximation is used, solving the Bellman optimality equation with stability guarantees has remained a major open problem in reinforcement learning for decades. The fundamental difficulty is that the Bellman operator may…
We study offline multitask reinforcement learning in settings where multiple tasks share a low-rank representation of their action-value functions. In this regime, a learner is provided with fixed datasets collected from several related…
Q-learning methods represent a commonly used class of algorithms in reinforcement learning: they are generally efficient and simple, and can be combined readily with function approximators for deep reinforcement learning (RL). However, the…
The vast majority of Reinforcement Learning methods is largely impacted by the computation effort and data requirements needed to obtain effective estimates of action-value functions, which in turn determine the quality of the overall…
Q-learning (QL), a common reinforcement learning algorithm, suffers from over-estimation bias due to the maximization term in the optimal Bellman operator. This bias may lead to sub-optimal behavior. Double-Q-learning tackles this issue by…
In the reinforcement learning literature, strong theoretical guarantees have been obtained for algorithms applicable to LTI systems. However, in the nonlinear case only weaker results have been obtained for algorithms that mostly rely on…