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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…
Stability issues with reinforcement learning methods persist. To better understand some of these stability and convergence issues involving deep reinforcement learning methods, we examine a simple linear quadratic example. We interpret the…
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,…
Zap Q-learning is a recent class of reinforcement learning algorithms, motivated primarily as a means to accelerate convergence. Stability theory has been absent outside of two restrictive classes: the tabular setting, and optimal stopping.…
Q-learning is a stochastic approximation version of the classic value iteration. The literature has established that Q-learning suffers from both maximization bias and slower convergence. Recently, multi-step algorithms have shown practical…
Q-learning methods represent a commonly used class of algorithms in reinforcement learning: they are generally efficient and simple, and can be combined readily with function approximators for deep reinforcement learning (RL). However, the…
Q-learning is a regression-based approach that is widely used to formalize the development of an optimal dynamic treatment strategy. Finite dimensional working models are typically used to estimate certain nuisance parameters, and…
In reinforcement learning (RL), Q-learning is a fundamental algorithm whose convergence is guaranteed in the tabular setting. However, this convergence guarantee does not hold under linear function approximation. To overcome this…
Q-learning has become an important part of the reinforcement learning toolkit since its introduction in the dissertation of Chris Watkins in the 1980s. The purpose of this paper is in part a tutorial on stochastic approximation and…
Hierarchical Reinforcement Learning promises, among other benefits, to efficiently capture and utilize the temporal structure of a decision-making problem and to enhance continual learning capabilities, but theoretical guarantees lag behind…
Q-learning is a popular reinforcement learning algorithm. This algorithm has however been studied and analysed mainly in the infinite horizon setting. There are several important applications which can be modeled in the framework of finite…
This paper investigates the instability of Q-learning in continuous environments, a challenge frequently encountered by practitioners. Traditionally, this instability is attributed to bootstrapping and regression model errors. Using a…
Q-learning is a popular Reinforcement Learning (RL) algorithm which is widely used in practice with function approximation (Mnih et al., 2015). In contrast, existing theoretical results are pessimistic about Q-learning. For example, (Baird,…
Replication of experimental results has been a challenge faced by many scientific disciplines, including the field of machine learning. Recent work on the theory of machine learning has formalized replicability as the demand that an…
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…
Low-complexity models such as linear function representation play a pivotal role in enabling sample-efficient reinforcement learning (RL). The current paper pertains to a scenario with value-based linear representation, which postulates the…
This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…
Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…
A commonly used heuristic in RL is experience replay (e.g.~\citet{lin1993reinforcement, mnih2015human}), in which a learner stores and re-uses past trajectories as if they were sampled online. In this work, we initiate a rigorous study of…
$Q$-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…