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This work presents the first finite-time analysis for the last-iterate convergence of average-reward $Q$-learning with an asynchronous implementation. A key feature of the algorithm we study is the use of adaptive stepsizes, which serve as…

Machine Learning · Computer Science 2026-04-07 Zaiwei Chen , Phalguni Nanda

The advancement of artificial intelligence has cast a new light on the development of optimization algorithm. This paper proposes to learn a two-phase (including a minimization phase and an escaping phase) global optimization algorithm for…

Machine Learning · Computer Science 2020-03-11 Haotian Zhang , Jianyong Sun , Zongben Xu

Robots find extensive applications in industry. In recent years, the influence of robots has also increased rapidly in domestic scenarios. The Q-learning algorithm aims to maximise the reward for reaching the goal. This paper proposes a…

Robotics · Computer Science 2024-09-04 Varun Prakash Rajamohan , Senthil Kumar Jagatheesaperumal

Q-learning (QL), a common reinforcement learning algorithm, suffers from over-estimation bias due to the maximization term in the optimal Bellman operator. This bias may lead to sub-optimal behavior. Double-Q-learning tackles this issue by…

Machine Learning · Computer Science 2021-04-21 Oren Peer , Chen Tessler , Nadav Merlis , Ron Meir

While Bayesian-based exploration often demonstrates superior empirical performance compared to bonus-based methods in model-based reinforcement learning (RL), its theoretical understanding remains limited for model-free settings. Existing…

Machine Learning · Computer Science 2026-02-05 He Wang , Xingyu Xu , Yuejie Chi

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

Machine Learning · Statistics 2017-12-01 Naman Agarwal , Brian Bullins , Elad Hazan

This paper addresses the problem of learning optimal policies for satisfying signal temporal logic (STL) specifications by agents with unknown stochastic dynamics. The system is modeled as a Markov decision process, in which the states…

Systems and Control · Computer Science 2016-09-26 Derya Aksaray , Austin Jones , Zhaodan Kong , Mac Schwager , Calin Belta

We prove performance guarantees of two algorithms for approximating $Q^\star$ in batch reinforcement learning. Compared to classical iterative methods such as Fitted Q-Iteration---whose performance loss incurs quadratic dependence on…

Machine Learning · Computer Science 2020-08-25 Tengyang Xie , Nan Jiang

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

Reinforcement learning techniques achieved human-level performance in several tasks in the last decade. However, in recent years, the need for interpretability emerged: we want to be able to understand how a system works and the reasons…

Machine Learning · Computer Science 2023-01-13 Leonardo Lucio Custode , Giovanni Iacca

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

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

Existing studies indicate that momentum ideas in conventional optimization can be used to improve the performance of Q-learning algorithms. However, the finite-sample analysis for momentum-based Q-learning algorithms is only available for…

Machine Learning · Computer Science 2020-07-31 Bowen Weng , Huaqing Xiong , Lin Zhao , Yingbin Liang , Wei Zhang

Model-free reinforcement learning (RL) algorithms, such as Q-learning, directly parameterize and update value functions or policies without explicitly modeling the environment. They are typically simpler, more flexible to use, and thus more…

Machine Learning · Computer Science 2018-07-11 Chi Jin , Zeyuan Allen-Zhu , Sebastien Bubeck , Michael I. Jordan

Two-stage stochastic programming is a problem formulation for decision-making under uncertainty. In the first stage, the actor makes a best "here and now" decision in the presence of uncertain quantities that will be resolved in the future,…

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

Q-Learning is a fundamental off-policy reinforcement learning (RL) algorithm that has the objective of approximating action-value functions in order to learn optimal policies. Nonetheless, it has difficulties in reconciling bias with…

Machine Learning · Computer Science 2024-11-22 Mahammad Humayoo

In Markov decision processes (MDPs), quantile risk measures such as Value-at-Risk are a standard metric for modeling RL agents' preferences for certain outcomes. This paper proposes a new Q-learning algorithm for quantile optimization in…

Machine Learning · Computer Science 2024-11-01 Jia Lin Hau , Erick Delage , Esther Derman , Mohammad Ghavamzadeh , Marek Petrik

In this work, we introduce a learning model designed to meet the needs of applications in which computational resources are limited, and robustness and interpretability are prioritized. Learning problems can be formulated as constrained…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Christos Mavridis , John Baras

We present an approach called Q-probing to adapt a pre-trained language model to maximize a task-specific reward function. At a high level, Q-probing sits between heavier approaches such as finetuning and lighter approaches such as few shot…

Machine Learning · Computer Science 2024-06-04 Kenneth Li , Samy Jelassi , Hugh Zhang , Sham Kakade , Martin Wattenberg , David Brandfonbrener
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