arXiv Machine Learning

Mathematical methods of reinforcement learning

arXiv:2607. 06935v1 Announce Type: cross Abstract: Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory.

arXiv Machine Learning
1d ago

Towards Optimal Policy Improvement

The paper introduces a framework for optimal policy improvement in reinforcement learning, defining it as the best single update under given constraints. It shows that restricting improvement to a subset of states is equivalent to solving an induced Markov Decision Process, linking planning with explicit or implicit models to optimal policy improvement. The authors develop a novel operator for greedification under approximate evaluation, demonstrating empirical gains across several RL algorithms and settings.

By Yaniv Oren, Viliam Vadocz, Wiktor Zabka, Thomas Evers, Jan Robine, Wendelin B\"ohmer, Matthijs T. J. Spaan, Martha White, Hendrik Baier, Fenghui Yu
arXiv Machine Learning
Aug 24

Smart Exploration in Reinforcement Learning using Bounded Uncertainty Models

The paper introduces BUMEX, a reinforcement learning exploration strategy that leverages a set of prior models containing the true transition kernel and reward function. By optimizing over this model set, the method derives upper and lower bounds on the Q‑function to guide exploration, providing theoretical guarantees of convergence to the optimal policy. When the model set follows a bounded‑parameter MDP structure, the optimization becomes convex, enabling finite‑time convergence under mild assumptions and demonstrating accelerated learning in simulations.

By J. S. van Hulst, W. P. M. H. Heemels, D. J. Antunes
arXiv Machine Learning
Jul 1

End-to-End Efficient RL for Linear Bellman Complete MDPs with Deterministic Transitions

arXiv:2603. 23461v2 Announce Type: replace Abstract: We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains linear.

By Zakaria Mhammedi, Alexander Rakhlin, Nneka Okolo
arXiv Machine Learning
4d ago

Provable Benefits of Regularization: Fast Rates for Adversarial Imitation Learning

The paper introduces Dually Regularized AIL, a model‑free algorithm for adversarial imitation learning that jointly applies KL policy regularization and a quadratic reward penalty based on expert and learner occupancies. It proves fast convergence rates, achieving a ×O(1/K+1/N) bound on the regularized imitation gap in finite‑horizon MDPs with general function approximation, and establishes the first algorithm to attain ×O(1/ε) sample complexity in both expert demonstrations and online interactions for this regularized objective.

By Hanbin Zhou, Shangzhe Li, Alexander Braverman, Weitong Zhang