Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learning
- URL: http://arxiv.org/abs/2506.04626v1
- Date: Thu, 05 Jun 2025 04:36:38 GMT
- Title: Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learning
- Authors: Haochen Zhang, Zhong Zheng, Lingzhou Xue,
- Abstract summary: We study the problem of on-policy single-agent reinforcement learning (RL) and federated RL (FRL)<n>We propose two novel model-free RL algorithms -- Q-EarlySettled-LowCost and FedQ-EarlySettled-LowCost.
- Score: 4.895986534376972
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Motivated by real-world settings where data collection and policy deployment -- whether for a single agent or across multiple agents -- are costly, we study the problem of on-policy single-agent reinforcement learning (RL) and federated RL (FRL) with a focus on minimizing burn-in costs (the sample sizes needed to reach near-optimal regret) and policy switching or communication costs. In parallel finite-horizon episodic Markov Decision Processes (MDPs) with $S$ states and $A$ actions, existing methods either require superlinear burn-in costs in $S$ and $A$ or fail to achieve logarithmic switching or communication costs. We propose two novel model-free RL algorithms -- Q-EarlySettled-LowCost and FedQ-EarlySettled-LowCost -- that are the first in the literature to simultaneously achieve: (i) the best near-optimal regret among all known model-free RL or FRL algorithms, (ii) low burn-in cost that scales linearly with $S$ and $A$, and (iii) logarithmic policy switching cost for single-agent RL or communication cost for FRL. Additionally, we establish gap-dependent theoretical guarantees for both regret and switching/communication costs, improving or matching the best-known gap-dependent bounds.
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