arXiv Statistics ML

Minimax Regret for Sobolev Kernel-Based Reinforcement Learning

arXiv Machine Learning
Sep 24

Limiting-Kernel Q($\lambda$): Bridging Short and Long Horizons

Limiting‑Kernel Q(λ) (LKQL) is an off‑policy value estimator that blends n‑step truncation with a long‑horizon approximation based on the limiting kernel. It maintains the computational efficiency of n‑step methods while improving policy evaluation accuracy, especially for long‑horizon tasks. The authors prove faster convergence of LKQL’s operator under aperiodicity and near‑on‑policy conditions, and demonstrate empirical gains on MuJoCo continuous‑control benchmarks.

By Tolga Ok, Arman Sharifi Kolarijani, Peyman Mohajerin Esfahani, Mohamad Amin Sharifi Kolarijani
arXiv Machine Learning
Sep 17

A Convergence Framework for Deep $V$-Learning: Error Propagation and Sharp Action-Gap Bounds

The paper presents a convergence framework for deep $V$‑learning over a finite horizon $H$, deriving explicit bounds on policy loss by decomposing the Bellman update error into six residuals. It shows how $L^s$ concentrability controls expected $L^1$ loss, quantifies the impact of shared sampling across horizon levels, and provides optimal and near‑optimal sample allocations for statistical error rates. The work also establishes sharp action‑gap bounds under a margin condition, transfers optimal‑gap results to frozen‑iterate gaps, and offers consistency guarantees for generative‑reset approximate‑ERM procedures with exact action scores.

By Yury Kolomeytsev
arXiv Machine Learning
Oct 9

A General $\widetilde{\Omega}(\sqrt{T \gamma_T})$ Lower Bound for Kernel Bandits

The paper establishes a general minimax regret lower bound of Ω(√{Tγ_T/ log T}) for kernel bandits with non‑constant continuous kernels on compact domains, matching existing upper bounds up to logarithmic factors. It shows that this log factor is unavoidable in general but can be removed under specific conditions. Consequently, the optimal scaling is exactly Θ(√{Tγ_T}) for several common kernels, including Matérn‑ν (ν∈(0,2)), γ‑exponential (γ∈(0,2)), and certain piecewise‑polynomial kernels.

By Chenkai Ma, Jonathan Scarlett
arXiv Machine Learning
Jul 28

Finite-Time Analysis of the Natural Policy Gradient in Finite-Horizon Markov Decision Processes

arXiv:2607. 22982v1 Announce Type: new Abstract: Natural Policy Gradient (NPG) is a well-established Reinforcement Learning algorithm that underlies widely used methods such as Trust Region Policy Optimization and Proximal Policy Optimization, both of which have demonstrated strong empirical success.

By Asha Barua, Sajad Khodadadian