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Applying Q-learning to high-dimensional or continuous action spaces can be difficult due to the required maximization over the set of possible actions. Motivated by techniques from amortized inference, we replace the expensive maximization…

Machine Learning · Computer Science 2020-01-23 Tom Van de Wiele , David Warde-Farley , Andriy Mnih , Volodymyr Mnih

This paper considers a class of reinforcement learning problems, which involve systems with two types of states: stochastic and pseudo-stochastic. In such systems, stochastic states follow a stochastic transition kernel while the…

Machine Learning · Computer Science 2023-11-09 Honghao Wei , Xin Liu , Weina Wang , Lei Ying

In data-driven decision-making in marketing, healthcare, and education, it is desirable to utilize a large amount of data from existing ventures to navigate high-dimensional feature spaces and address data scarcity in new ventures. We…

Machine Learning · Computer Science 2026-01-13 Elynn Chen , Xi Chen , Wenbo Jing

Deep Q-learning Network (DQN) is a successful way which combines reinforcement learning with deep neural networks and leads to a widespread application of reinforcement learning. One challenging problem when applying DQN or other…

Machine Learning · Computer Science 2022-09-19 Zhe Zhang , Yukun Zou , Junjie Lai , Qing Xu

The problem of two-player zero-sum Markov games has recently attracted increasing interests in theoretical studies of multi-agent reinforcement learning (RL). In particular, for finite-horizon episodic Markov decision processes (MDPs), it…

Machine Learning · Computer Science 2024-06-07 Songtao Feng , Ming Yin , Yu-Xiang Wang , Jing Yang , Yingbin Liang

Time-inhomogeneous finite-horizon Markov decision processes (MDP) are frequently employed to model decision-making in dynamic treatment regimes and other statistical reinforcement learning (RL) scenarios. These fields, especially healthcare…

Machine Learning · Computer Science 2025-10-21 Elynn Chen , Sai Li , Michael I. Jordan

This paper addresses the meta-learning problem in sparse linear regression with infinite tasks. We assume that the learner can access several similar tasks. The goal of the learner is to transfer knowledge from the prior tasks to a similar…

Machine Learning · Computer Science 2021-02-19 Zhanyu Wang , Jean Honorio

In this paper we consider the problem of learning an $\epsilon$-optimal policy for a discounted Markov Decision Process (MDP). Given an MDP with $S$ states, $A$ actions, the discount factor $\gamma \in (0,1)$, and an approximation threshold…

Machine Learning · Computer Science 2020-12-25 Zihan Zhang , Yuan Zhou , Xiangyang Ji

$Q$-learning with function approximation is one of the most empirically successful while theoretically mysterious reinforcement learning (RL) algorithms, and was identified in Sutton (1999) as one of the most important theoretical open…

Machine Learning · Computer Science 2022-05-04 Zaiwei Chen , John Paul Clarke , Siva Theja Maguluri

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

$Q$-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

Understanding the theoretical capabilities and limitations of quantum machine learning (QML) models to solve machine learning tasks is crucial to advancing both quantum software and hardware developments. Similarly to the classical setting,…

Quantum Physics · Physics 2026-03-31 Qiuhao Chen , Yuling Jiao , Yinan Li , Xiliang Lu , Jerry Zhijian Yang

A critical and challenging problem in reinforcement learning is how to learn the state-action value function from the experience replay buffer and simultaneously keep sample efficiency and faster convergence to a high quality solution. In…

Machine Learning · Computer Science 2018-04-25 Weichao Li , Fuxian Huang , Xi Li , Gang Pan , Fei Wu

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

Q-learning and SARSA are foundational reinforcement learning algorithms whose practical success depends critically on step-size calibration. Step-sizes that are too large can cause numerical instability, while step-sizes that are too small…

Machine Learning · Statistics 2026-01-28 Hwanwoo Kim , Eric Laber

This paper studies accelerated algorithms for Q-learning. We propose an acceleration scheme by incorporating the historical iterates of the Q-function. The idea is conceptually inspired by the momentum-based acceleration methods in the…

Systems and Control · Electrical Eng. & Systems 2019-10-28 Bowen Weng , Lin Zhao , Huaqing Xiong , Wei Zhang

We study the sample complexity of obtaining an $\epsilon$-optimal policy in \emph{Robust} discounted Markov Decision Processes (RMDPs), given only access to a generative model of the nominal kernel. This problem is widely studied in the…

Machine Learning · Computer Science 2024-06-07 Pierre Clavier , Erwan Le Pennec , Matthieu Geist

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…

Systems and Control · Electrical Eng. & Systems 2025-04-09 J. S. van Hulst , W. P. M. H. Heemels , D. J. Antunes

Within the framework of statistical learning theory it is possible to bound the minimum number of samples required by a learner to reach a target accuracy. We show that if the bound on the accuracy is taken into account, quantum machine…

Quantum Physics · Physics 2020-11-04 Carlo Ciliberto , Andrea Rocchetto , Alessandro Rudi , Leonard Wossnig

Double Q-learning is a popular reinforcement learning algorithm in Markov decision process (MDP) problems. Clipped Double Q-learning, as an effective variant of Double Q-learning, employs the clipped double estimator to approximate the…

Machine Learning · Computer Science 2021-05-04 Haobo Jiang , Jin Xie , Jian Yang