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We consider a new family of operators for reinforcement learning with the goal of alleviating the negative effects and becoming more robust to approximation or estimation errors. Various theoretical results are established, which include…

Machine Learning · Statistics 2019-05-29 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

Value function approximation is important in modern reinforcement learning (RL) problems especially when the state space is (infinitely) large. Despite the importance and wide applicability of value function approximation, its theoretical…

Machine Learning · Computer Science 2023-02-24 Hanlin Zhu , Ruosong Wang , Jason D. Lee

$Q$-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

Q-functions are widely used in discrete-time learning and control to model future costs arising from a given control policy, when the initial state and input are given. Although some of their properties are understood, Q-functions…

Optimization and Control · Mathematics 2019-02-21 Joseph Warrington

In this paper reinforcement learning with binary vector actions was investigated. We suggest an effective architecture of the neural networks for approximating an action-value function with binary vector actions. The proposed architecture…

Neural and Evolutionary Computing · Computer Science 2015-12-07 Naoto Yoshida

Reinforcement Learning algorithms designed for high-dimensional spaces often enforce the Bellman equation on a sampled subset of states, relying on generalization to propagate knowledge across the state space. In this paper, we identify and…

Machine Learning · Computer Science 2025-02-18 Brieuc Pinon , Raphaël Jungers , Jean-Charles Delvenne

Learning and planning in partially-observable domains is one of the most difficult problems in reinforcement learning. Traditional methods consider these two problems as independent, resulting in a classical two-stage paradigm: first learn…

Artificial Intelligence · Computer Science 2019-11-25 Tianyu Li , Bogdan Mazoure , Doina Precup , Guillaume Rabusseau

Distributional reinforcement learning improves performance by capturing environmental stochasticity, but a comprehensive theoretical understanding of its effectiveness remains elusive. In addition, the intractable element of the infinite…

Machine Learning · Computer Science 2025-05-14 Taehyun Cho , Seungyub Han , Seokhun Ju , Dohyeong Kim , Kyungjae Lee , Jungwoo Lee

We formulate an efficient approximation for multi-agent batch reinforcement learning, the approximated multi-agent fitted Q iteration (AMAFQI). We present a detailed derivation of our approach. We propose an iterative policy search and show…

Machine Learning · Computer Science 2023-04-06 Antoine Lesage-Landry , Duncan S. Callaway

In value-based deep reinforcement learning methods, approximation of value functions induces overestimation bias and leads to suboptimal policies. We show that in deep actor-critic methods that aim to overcome the overestimation bias, if…

Machine Learning · Computer Science 2021-12-28 Baturay Saglam , Enes Duran , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

It is well known that the extension of Watkins' algorithm to general function approximation settings is challenging: does the projected Bellman equation have a solution? If so, is the solution useful in the sense of generating a good…

Optimization and Control · Mathematics 2020-08-11 Prashant G. Mehta , Sean P. Meyn

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

Machine Learning · Computer Science 2024-09-25 Woojin Chae , Dabeen Lee

Despite many algorithmic advances, our theoretical understanding of practical distributional reinforcement learning methods remains limited. One exception is Rowland et al. (2018)'s analysis of the C51 algorithm in terms of the Cram\'er…

Machine Learning · Computer Science 2019-02-11 Marc G. Bellemare , Nicolas Le Roux , Pablo Samuel Castro , Subhodeep Moitra

Active learning parallelization is widely used, but typically relies on fixing the batch size throughout experimentation. This fixed approach is inefficient because of a dynamic trade-off between cost and speed -- larger batches are more…

Machine Learning · Computer Science 2024-10-15 Masaki Adachi , Satoshi Hayakawa , Martin Jørgensen , Xingchen Wan , Vu Nguyen , Harald Oberhauser , Michael A. Osborne

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

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

We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…

Machine Learning · Computer Science 2024-07-09 Wenlong Mou , Yuhua Zhu

We propose a hybrid approach aimed at improving the sample efficiency in goal-directed reinforcement learning. We do this via a two-step mechanism where firstly, we approximate a model from Model-Free reinforcement learning. Then, we…

Machine Learning · Computer Science 2019-01-09 Shoubhik Debnath , Gaurav Sukhatme , Lantao Liu

Adversarial imitation learning (AIL) achieves high-quality imitation by mitigating compounding errors in behavioral cloning (BC), but often exhibits training instability due to adversarial optimization. To avoid this issue, a class of…

Machine Learning · Computer Science 2026-03-25 Tian Xu , Chenyang Wang , Xiaochen Zhai , Ziniu Li , Yi-Chen Li , Yang Yu

The popular Q-learning algorithm is known to overestimate action values under certain conditions. It was not previously known whether, in practice, such overestimations are common, whether they harm performance, and whether they can…

Machine Learning · Computer Science 2015-12-10 Hado van Hasselt , Arthur Guez , David Silver