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The impact of softmax on the value function itself in reinforcement learning (RL) is often viewed as problematic because it leads to sub-optimal value (or Q) functions and interferes with the contraction properties of the Bellman operator.…

Machine Learning · Computer Science 2019-05-21 Zhao Song , Ronald E. Parr , Lawrence Carin

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,…

Artificial Intelligence · Computer Science 2025-02-11 Jiachen Xi , Alfredo Garcia , Petar Momcilovic

A softmax operator applied to a set of values acts somewhat like the maximization function and somewhat like an average. In sequential decision making, softmax is often used in settings where it is necessary to maximize utility but also to…

Artificial Intelligence · Computer Science 2017-06-15 Kavosh Asadi , Michael L. Littman

$Q$-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

Tackling overestimation in $Q$-learning is an important problem that has been extensively studied in single-agent reinforcement learning, but has received comparatively little attention in the multi-agent setting. In this work, we…

Machine Learning · Computer Science 2021-06-14 Ling Pan , Tabish Rashid , Bei Peng , Longbo Huang , Shimon Whiteson

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…

Machine Learning · Computer Science 2022-06-03 Andrea Zanette , Martin J. Wainwright

The $Q$-function is a central quantity in many Reinforcement Learning (RL) algorithms for which RL agents behave following a (soft)-greedy policy w.r.t. to $Q$. It is a powerful tool that allows action selection without a model of the…

Machine Learning · Computer Science 2022-06-01 Nino Vieillard , Marcin Andrychowicz , Anton Raichuk , Olivier Pietquin , Matthieu Geist

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 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

Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…

Optimization and Control · Mathematics 2024-09-13 Sihan Zeng , Thinh T. Doan

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…

Machine Learning · Computer Science 2025-02-11 Han-Dong Lim , Donghwan Lee

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

Soft Q-learning is a variation of Q-learning designed to solve entropy regularized Markov decision problems where an agent aims to maximize the entropy regularized value function. Despite its empirical success, there have been limited…

Machine Learning · Computer Science 2024-09-06 Narim Jeong , Donghwan Lee

The softmax function is a basic operator in machine learning and optimization, used in classification, attention mechanisms, reinforcement learning, game theory, and problems involving log-sum-exp terms. Existing robustness guarantees of…

Machine Learning · Computer Science 2025-10-28 Pravin Nair

Value decomposition is a core approach for cooperative multi-agent reinforcement learning (MARL). However, existing methods still rely on a single optimal action and struggle to adapt when the underlying value function shifts during…

Artificial Intelligence · Computer Science 2026-05-21 Yonghyeon Jo , Sunwoo Lee , Seungyul Han

Value function estimation is an important task in reinforcement learning, i.e., prediction. The Boltzmann softmax operator is a natural value estimator and can provide several benefits. However, it does not satisfy the non-expansion…

Machine Learning · Computer Science 2019-09-10 Ling Pan , Qingpeng Cai , Qi Meng , Wei Chen , Longbo Huang , Tie-Yan Liu

In a discounted reward Markov Decision Process (MDP), the objective is to find the optimal value function, i.e., the value function corresponding to an optimal policy. This problem reduces to solving a functional equation known as the…

Machine Learning · Computer Science 2019-06-17 Chandramouli Kamanchi , Raghuram Bharadwaj Diddigi , Shalabh Bhatnagar

A soft-max function has two main efficiency measures: (1) approximation - which corresponds to how well it approximates the maximum function, (2) smoothness - which shows how sensitive it is to changes of its input. Our goal is to identify…

Machine Learning · Computer Science 2026-01-01 Alessandro Epasto , Mohammad Mahdian , Vahab Mirrokni , Manolis Zampetakis

SoftMax is a ubiquitous ingredient of modern machine learning algorithms. It maps an input vector onto a probability simplex and reweights the input by concentrating the probability mass at large entries. Yet, as a smooth approximation to…

Machine Learning · Computer Science 2025-01-09 Yuxuan Zhou , Mario Fritz , Margret Keuper

Enabling machine learning classifiers to defer their decision to a downstream expert when the expert is more accurate will ensure improved safety and performance. This objective can be achieved with the learning-to-defer framework which…

Machine Learning · Computer Science 2023-11-03 Yuzhou Cao , Hussein Mozannar , Lei Feng , Hongxin Wei , Bo An
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