(More) Efficient Reinforcement Learning via Posterior Sampling
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Abstract (arXiv)
Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient exploration, posterior sampling for reinforcement learning (PSRL). This algorithm proceeds in repeated episodes of known duration. At the start of each episode, PSRL updates a prior distribution over Markov decision processes and takes one sample from this posterior. PSRL then follows the policy that is optimal for this sample during the episode. The algorithm is conceptually simple, computationally efficient and allows an agent to encode prior knowledge in a natural way. We establish an tildeO(τ S √AT) bound on the expected regret, where T is time, τ is the episode length and S and A are the cardinalities of the state and action spaces. This bound is one of the first for an algorithm not based on optimism, and close to the state of the art for any reinforcement learning algorithm. We show through simulation that PSRL significantly outperforms existing algorithms with similar regret bounds.
Key facts. Cited by 233 papers in the map (data through 7 Oct 2026). First posted on arXiv 4 Jun 2013.
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Citing papers per year: 2020: 1; 2021: 39; 2022: 37; 2023: 55; 2024: 33; 2025: 39; 2026: 29.
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- 2025Toward Efficient Exploration by Large Language Model Agents29 Apr 2025
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- 2023Supervised Pretraining Can Learn In-Context Reinforcement Learningcited by 137
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- 2021Recent Advances in Reinforcement Learning in Financecited by 102
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- 2021A Survey of Exploration Methods in Reinforcement Learningcited by 68
- 2021Reinforcement Learning, Bit by Bitcited by 59
- 2021Exploration in Deep Reinforcement Learning: From Single-Agent to Multiagent Domaincited by 57
- 2021Randomized Exploration for Reinforcement Learning with General Value Function Approximationcited by 49
- 2023Settling the Sample Complexity of Online Reinforcement Learningcited by 44
- 2021Simple Agent, Complex Environment: Efficient Reinforcement Learning with Agent Statescited by 42
- 2021Beyond Value-Function Gaps: Improved Instance-Dependent Regret Bounds for Episodic Reinforcement Learningcited by 33
- 2021On the Theory of Reinforcement Learning with Once-per-Episode Feedbackcited by 32
12 most cited of 206 All 206 (JSON)
- 2026Towards Optimal Policy Improvement1 Oct 2026
- 2026Deep Epistemic Value Functions for Optimistic Exploration28 Sep 2026
- 2026Minimax-Optimality of Posterior Sampling for Reinforcement Learning27 Sep 2026
- 2026Provably Efficient Reinforcement Learning in Continuous-Time Episodic MDPs with Poisson Decision Epochs19 Sep 2026
- 2026Certified Predictive Value-of-Advice Gating for Cost-Aware Language-Model Guidance in Reinforcement Learning26 Aug 2026
- 2026Variance Driven Exploration: A Provable and Efficient Methodology for Pure Exploration in Highly Stochastic Environments22 Aug 2026
- 2026Information-Based Exploration via Random Features for Reinforcement Learning20 Jul 2026
- 2026Prompt-Driven Exploration: Language as an Exploration Space for VLA Reinforcement Learning9 Jul 2026
- 2026Mathematical methods of reinforcement learning8 Jul 2026
- 2026Full Bayesian Reinforcement Learning via LF-IBIS2 Jul 2026
- 2026Quantile of Means: A Bonus-Free Ensemble Method for Minimax Optimal Reinforcement Learning18 Jun 2026
- 2026Bayesian learning for the stochastic shortest path problem3 Jun 2026
12 newest of 206 All 206 (JSON)