Related papers: Finite-Time Analysis for Double Q-learning
This paper studies the q-learning, recently coined as the continuous time counterpart of Q-learning by Jia and Zhou (2023), for continuous time Mckean-Vlasov control problems in the setting of entropy-regularized reinforcement learning. In…
Motivated by the study of $Q$-learning algorithms in reinforcement learning, we study a class of stochastic approximation procedures based on operators that satisfy monotonicity and quasi-contractivity conditions with respect to an…
Deep Q-learning algorithms remain notoriously unstable, especially during early training when the maximization operator amplifies estimation errors. Inspired by bounded rationality theory and developmental learning, we introduce Sat-EnQ, a…
In this work, we present the first finite-time analysis of Q-learning with time-varying learning policies (i.e., on-policy sampling) for discounted Markov decision processes under minimal assumptions, requiring only the existence of a…
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 question of learning $Q$-function in a sample efficient manner for reinforcement learning with continuous state and action spaces under a generative model. If $Q$-function is Lipschitz continuous, then the minimal sample…
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…
We introduce the lookahead-bounded Q-learning (LBQL) algorithm, a new, provably convergent variant of Q-learning that seeks to improve the performance of standard Q-learning in stochastic environments through the use of ``lookahead'' upper…
Popular Maximum Entropy Inverse Reinforcement Learning approaches require the computation of expected state visitation frequencies for the optimal policy under an estimate of the reward function. This usually requires intermediate value…
We study reinforcement learning in infinite-horizon discounted Markov decision processes with continuous state spaces, where data are generated online from a single trajectory under a Markovian behavior policy. To avoid maintaining an…
Reinforcement learning has witnessed significant advancements, particularly with the emergence of model-based approaches. Among these, $Q$-learning has proven to be a powerful algorithm in model-free settings. However, the extension of…
We propose a quantum algorithm for `extremal learning', which is the process of finding the input to a hidden function that extremizes the function output, without having direct access to the hidden function, given only partial input-output…
Motivated by the widespread use of temporal-difference (TD-) and Q-learning algorithms in reinforcement learning, this paper studies a class of biased stochastic approximation (SA) procedures under a mild "ergodic-like" assumption on the…
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…
Reinforcement learning (RL) has seen significant research and application results but often requires large amounts of training data. This paper proposes two data-efficient off-policy RL methods that use parametrized Q-learning. In these…
Temporal-difference learning (TD), coupled with neural networks, is among the most fundamental building blocks of deep reinforcement learning. However, due to the nonlinearity in value function approximation, such a coupling leads to…
Two-time-scale stochastic approximation, a generalized version of the popular stochastic approximation, has found broad applications in many areas including stochastic control, optimization, and machine learning. Despite its popularity,…
Recently, a new multi-step temporal learning algorithm, called $Q(\sigma)$, unifies $n$-step Tree-Backup (when $\sigma=0$) and $n$-step Sarsa (when $\sigma=1$) by introducing a sampling parameter $\sigma$. However, similar to other…
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…
We analyse quantile temporal-difference learning (QTD), a distributional reinforcement learning algorithm that has proven to be a key component in several successful large-scale applications of reinforcement learning. Despite these…