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The optimistic nature of the Q-learning target leads to an overestimation bias, which is an inherent problem associated with standard $Q-$learning. Such a bias fails to account for the possibility of low returns, particularly in risky…

Machine Learning · Computer Science 2021-11-05 Thommen George Karimpanal , Hung Le , Majid Abdolshah , Santu Rana , Sunil Gupta , Truyen Tran , Svetha Venkatesh

We study tabular reinforcement learning problems with multiple steps of lookahead information. Before acting, the learner observes $\ell$ steps of future transition and reward realizations: the exact state the agent would reach and the…

Machine Learning · Computer Science 2026-01-16 Nadav Merlis

Reliable long-horizon value prediction is difficult in offline reinforcement learning because fitted value methods combine bootstrapping, function approximation, and distribution shift, while standard guarantees often require Bellman…

Machine Learning · Statistics 2026-05-11 Lars van der Laan , Nathan Kallus

Recently, there has been a surge of interest in analyzing the non-asymptotic behavior of model-free reinforcement learning algorithms. However, the performance of such algorithms in non-ideal environments, such as in the presence of…

Machine Learning · Computer Science 2024-09-06 Sreejeet Maity , Aritra Mitra

We study offline reinforcement learning under $Q^\star$-approximation and partial coverage, a setting that motivates practical algorithms such as Conservative $Q$-Learning (CQL; Kumar et al., 2020) but has received limited theoretical…

Machine Learning · Computer Science 2026-02-13 Haolin Liu , Braham Snyder , Chen-Yu Wei

In Reinforcement Learning the Q-learning algorithm provably converges to the optimal solution. However, as others have demonstrated, Q-learning can also overestimate the values and thereby spend too long exploring unhelpful states. Double…

Machine Learning · Computer Science 2023-03-16 David Barber

This paper considers a stochastic linear quadratic problem for discrete-time systems with multiplicative noises over an infinite horizon. To obtain the optimal solution, we propose an online iterative algorithm of reinforcement learning…

Optimization and Control · Mathematics 2023-11-22 Hongdan Li , Lucky Qiaofeng Li , Xun Li , Zhaorong Zhang

Fitted $Q$-iteration (FQI) and soft FQI are widely used value-based methods for offline reinforcement learning, but their standard stability guarantees often depend on Bellman completeness, a strong closure condition that can fail under…

Machine Learning · Statistics 2026-05-11 Lars van der Laan , Nathan Kallus

Artificial neural networks are promising for general function approximation but challenging to train on non-independent or non-identically distributed data due to catastrophic forgetting. The experience replay buffer, a standard component…

Machine Learning · Computer Science 2023-04-12 Qingfeng Lan , Yangchen Pan , Jun Luo , A. Rupam Mahmood

Value-function approximation methods that operate in batch mode have foundational importance to reinforcement learning (RL). Finite sample guarantees for these methods often crucially rely on two types of assumptions: (1) mild distribution…

Machine Learning · Computer Science 2019-05-02 Jinglin Chen , Nan Jiang

We make progress in a long-standing problem of batch reinforcement learning (RL): learning $Q^\star$ from an exploratory and polynomial-sized dataset, using a realizable and otherwise arbitrary function class. In fact, all existing…

Machine Learning · Computer Science 2021-06-18 Tengyang Xie , Nan Jiang

This paper considers batch Reinforcement Learning (RL) with general value function approximation. Our study investigates the minimal assumptions to reliably estimate/minimize Bellman error, and characterizes the generalization performance…

Machine Learning · Computer Science 2021-03-26 Yaqi Duan , Chi Jin , Zhiyuan Li

We study the convergence of $Q$-learning with linear function approximation. Our key contribution is the introduction of a novel multi-Bellman operator that extends the traditional Bellman operator. By exploring the properties of this…

Machine Learning · Computer Science 2023-10-02 Diogo S. Carvalho , Pedro A. Santos , Francisco S. Melo

In value-based reinforcement learning methods such as deep Q-learning, function approximation errors are known to lead to overestimated value estimates and suboptimal policies. We show that this problem persists in an actor-critic setting…

Artificial Intelligence · Computer Science 2018-10-23 Scott Fujimoto , Herke van Hoof , David Meger

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

Rewards serve as a measure of user satisfaction and act as a limiting factor in interactive recommender systems. In this research, we focus on the problem of learning to reward (LTR), which is fundamental to reinforcement learning. Previous…

Machine Learning · Computer Science 2023-10-31 Jialin Liu , Xinyan Su , Zeyu He , Xiangyu Zhao , Jun Li

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…

Machine Learning · Computer Science 2021-03-01 Joan Bas-Serrano , Sebastian Curi , Andreas Krause , Gergely Neu

Reinforcement learning has driven impressive advances in machine learning. Simultaneously, quantum-enhanced machine learning algorithms using quantum annealing underlie heavy developments. Recently, a multi-agent reinforcement learning…

Artificial Intelligence · Computer Science 2021-11-23 Tobias Müller , Christoph Roch , Kyrill Schmid , Philipp Altmann

Guided exploration with expert demonstrations improves data efficiency for reinforcement learning, but current algorithms often overuse expert information. We propose a novel algorithm to speed up Q-learning with the help of a limited…

Machine Learning · Computer Science 2022-10-06 Fengdi Che , Xiru Zhu , Doina Precup , David Meger , Gregory Dudek

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo