arXiv AI

Single or Multiple Policies for Phase-Structured Reinforcement Learning?

arXiv Machine Learning
4d ago

A Model-Free Continuous-Time RL Algorithm from Discrete-Time Off-Policy Data with End-to-End Guarantees

The paper introduces a model‑free continuous‑time reinforcement learning algorithm that learns from a fixed batch of discrete‑time off‑policy data. It builds on the PhiBE‑Q framework to create a PhiBE‑PI policy iteration that uses a single state‑action critic, avoiding explicit drift or diffusion estimation. The authors provide a local end‑to‑end suboptimality guarantee under linear function approximation, analyze error propagation from discretization, function approximation, and finite samples, and reveal a bias‑variance trade‑off where finer time discretization can worsen statistical error.

By Chaorui Yao, Yuming Paul Zhang, Lin Yang, Yuhua Zhu
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
Oct 8

An Informational Curse of Horizon in Goal-Conditioned Policy Learning

The paper identifies an informational curse of horizon in goal-conditioned policy learning, showing that longer goal relabeling horizons during training can hurt policy generalization and performance. Controlled experiments with oracle planners separate training horizons from test horizons, revealing that behavioral cloning policies degrade with longer horizons while reinforcement learning mitigates this effect. The authors attribute this to reduced conditional mutual information between actions and hindsight-relabeled goals, and demonstrate that distilling short-horizon policy Jacobians into long-horizon policies improves performance, especially in combinatorial manipulation tasks.

By John L. Zhou, Yuxuan Dong, Jonathan C. Kao
arXiv Machine Learning
Oct 19

Reinforcement Learning in MDPs with Information-Ordered Policies

The paper introduces a framework for reinforcement learning in Markov decision processes where policies are ordered by the information they provide, allowing data from one policy to estimate the performance of others. An epoch‑based algorithm is developed for infinite‑horizon average‑cost MDPs with continuous state and action spaces, achieving regret that scales with the width of the policy class’s information order. The authors apply the framework to lost‑sales inventory, dual‑sourcing, and state‑dependent queueing systems, demonstrating improved regret bounds and empirical performance without requiring global convexity or specific arrival‑rate structures.

By Zhongjun Zhang, Shipra Agrawal, Ilan Lobel, Sean R. Sinclair, Christina Lee Yu
arXiv Machine Learning
Sep 10

Decision-Centered Abstractions via Orthogonal Estimation of Difference-of-Q Functions

The paper introduces state abstractions that preserve the difference of Q‑functions for offline reinforcement learning, aiming to exclude irrelevant dynamics from rich state data. It proposes a dynamic generalization of the R‑learner that uses orthogonal estimation and sparse learning to estimate the Q‑function contrast, achieving faster convergence and consistency under a margin condition. Experiments on simulated and simulator‑augmented real data show variance reductions and demonstrate that the necessary information for sequential decision‑making can be smaller than that required for full state prediction.

By Defu Cao, Angela Zhou
arXiv Machine Learning
Oct 8

Average-Reward Reinforcement Learning for Multichain MDPs: A Hierarchical Decomposition Approach

The paper introduces an asynchronous value‑iteration RL algorithm for average‑reward multichain MDPs that requires only the transition graph and uses Bather’s decomposition to partition the state space into communicating subsystems and transient states. This hierarchical decomposition transforms the global decision problem into structured subproblems, enabling the algorithm to converge to the optimal gain and produce gain‑optimal policies in finite time. Two additional algorithms are presented: one that approximately solves the multichain average optimality equations for near gain‑optimality, and another that approximates the optimal bias function to achieve near bias‑optimality, both with almost‑sure convergence guarantees and improved transient performance. whyItMatters":"The work offers the first essentially model‑free average‑reward RL algorithms for general multichain MDPs, avoiding reductions to discounted problems."

By Huizhen Yu, Isaiah Heidt