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We study Q-learning with Polyak-Ruppert averaging in a discounted Markov decision process in synchronous and tabular settings. Under a Lipschitz condition, we establish a functional central limit theorem for the averaged iteration…

Machine Learning · Statistics 2023-02-21 Xiang Li , Wenhao Yang , Jiadong Liang , Zhihua Zhang , Michael I. Jordan

LLMs are commonly trained with a learning rate (LR) warmup, followed by cosine decay to 10% of the maximum (10x decay). In a large-scale empirical study, we show that under an optimal peak LR, a simple linear decay-to-zero (D2Z) schedule…

Machine Learning · Computer Science 2025-11-25 Shane Bergsma , Nolan Dey , Gurpreet Gosal , Gavia Gray , Daria Soboleva , Joel Hestness

Although Q-learning is one of the most successful algorithms for finding the best action-value function (and thus the optimal policy) in reinforcement learning, its implementation often suffers from large overestimation of Q-function values…

Machine Learning · Computer Science 2020-10-13 Huaqing Xiong , Lin Zhao , Yingbin Liang , Wei Zhang

$Q$-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

This paper develops a novel control-theoretic framework to analyze the non-asymptotic convergence of Q-learning. We show that the dynamics of asynchronous Q-learning with a constant step-size can be naturally formulated as a discrete-time…

Optimization and Control · Mathematics 2024-08-23 Donghwan Lee , Jianghai Hu , Niao He

We undertake a precise study of the asymptotic and non-asymptotic properties of stochastic approximation procedures with Polyak-Ruppert averaging for solving a linear system $\bar{A} \theta = \bar{b}$. When the matrix $\bar{A}$ is Hurwitz,…

Machine Learning · Statistics 2020-04-10 Wenlong Mou , Chris Junchi Li , Martin J. Wainwright , Peter L. Bartlett , Michael I. Jordan

This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…

Machine Learning · Computer Science 2026-04-21 Xingtu Liu

Q-learning has long been one of the most popular reinforcement learning algorithms, and theoretical analysis of Q-learning has been an active research topic for decades. Although researches on asymptotic convergence analysis of Q-learning…

Artificial Intelligence · Computer Science 2022-07-26 Han-Dong Lim , Donghwan Lee

Setting the learning rate (LR) for a deep learning model is a critical part of successful training. Choosing LRs is often done empirically with trial and error. In this work, we explore a solvable model of optimal LR schedules for a…

Disordered Systems and Neural Networks · Physics 2026-05-11 Blake Bordelon , Francesco Mori

Sample complexity bounds are a common performance metric in the Reinforcement Learning literature. In the discounted cost, infinite horizon setting, all of the known bounds have a factor that is a polynomial in $1/(1-\gamma)$, where $\gamma…

Machine Learning · Computer Science 2020-07-09 Adithya M. Devraj , Sean P. Meyn

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

We study optimal learning-rate schedules (LRSs) under the functional scaling law (FSL) framework introduced in Li et al. (2025), which accurately models the loss dynamics of both linear regression and large language model (LLM)…

Machine Learning · Statistics 2026-02-17 Binghui Li , Zilin Wang , Fengling Chen , Shiyang Zhao , Ruiheng Zheng , Lei Wu

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…

Machine Learning · Computer Science 2024-07-03 Antony Vijesh , Shreyas S R

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

Recent progress in reinforcement learning has led to remarkable performance in a range of applications, but its deployment in high-stakes settings remains quite rare. One reason is a limited understanding of the behavior of reinforcement…

Machine Learning · Computer Science 2020-11-04 Feicheng Wang , Lucas Janson

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

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…

Machine Learning · Computer Science 2020-06-12 Devavrat Shah , Dogyoon Song , Zhi Xu , Yuzhe Yang

This paper presents the first non-asymptotic result showing that a model-free algorithm can achieve a logarithmic cumulative regret for episodic tabular reinforcement learning if there exists a strictly positive sub-optimality gap in the…

Machine Learning · Computer Science 2021-02-24 Kunhe Yang , Lin F. Yang , Simon S. Du

Q-learning is known as one of the fundamental reinforcement learning (RL) algorithms. Its convergence has been the focus of extensive research over the past several decades. Recently, a new finitetime error bound and analysis for Q-learning…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Donghwna Lee

We study the continuous-time counterpart of Q-learning for reinforcement learning (RL) under the entropy-regularized, exploratory diffusion process formulation introduced by Wang et al. (2020). As the conventional (big) Q-function collapses…

Machine Learning · Computer Science 2025-05-07 Yanwei Jia , Xun Yu Zhou
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