Efficient Bias-Span-Constrained Exploration-Exploitation in Reinforcement Learning
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Abstract (arXiv)
We introduce SCAL, an algorithm designed to perform efficient exploration-exploitation in any unknown weakly-communicating Markov decision process (MDP) for which an upper bound c on the span of the optimal bias function is known. For an MDP with S states, A actions and Gamma ≤ S possible next states, we prove a regret bound of widetildeO(c√Gamma SAT), which significantly improves over existing algorithms (e.g., UCRL and PSRL), whose regret scales linearly with the MDP diameter D. In fact, the optimal bias span is finite and often much smaller than D (e.g., D=∞ in non-communicating MDPs). A similar result was originally derived by Bartlett and Tewari (2009) for REGAL.C, for which no tractable algorithm is available. In this paper, we relax the optimization problem at the core of REGAL.C, we carefully analyze its properties, and we provide the first computationally efficient algorithm to solve it. Finally, we report numerical simulations supporting our theoretical findings and showing how SCAL significantly outperforms UCRL in MDPs with large diameter and small span.
Key facts. Cited by 65 papers in the map (data through 7 Oct 2026). First posted on arXiv 12 Feb 2018.
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Citing papers per year: 2021: 15; 2022: 9; 2023: 15; 2024: 13; 2025: 7; 2026: 6.
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- 2021Understanding Domain Randomization for Sim-to-real Transfercited by 69
- 2021A Survey of Exploration Methods in Reinforcement Learningcited by 68
- 2022Unpacking Reward Shaping: Understanding the Benefits of Reward Engineering on Sample Complexitycited by 59
- 2021Tactical Optimism and Pessimism for Deep Reinforcement Learningcited by 55
- 2021Policy Optimization in Adversarial MDPs: Improved Exploration via Dilated Bonusescited by 51
- 2021UCB Momentum Q-learning: Correcting the bias without forgettingcited by 45
- 2023Settling the Sample Complexity of Online Reinforcement Learningcited by 44
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- 2021Towards Tight Bounds on the Sample Complexity of Average-reward MDPscited by 32
- 2021Minimax Regret for Stochastic Shortest Pathcited by 30
- 2022Learning Infinite-Horizon Average-Reward Markov Decision Processes with Constraintscited by 29
- 2023Sharper Model-free Reinforcement Learning for Average-reward Markov Decision Processescited by 28
38 more
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- 2023A Study of Global and Episodic Bonuses for Exploration in Contextual MDPscited by 19
- 2021Nearly Minimax Optimal Regret for Learning Infinite-horizon Average-reward MDPs with Linear Function Approximationcited by 18
- 2021Improved Regret Bound and Experience Replay in Regularized Policy Iterationcited by 18
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- 2023Sharp Variance-Dependent Bounds in Reinforcement Learning: Best of Both Worlds in Stochastic and Deterministic Environmentscited by 17
- 2021Online Learning for Stochastic Shortest Path Model via Posterior Samplingcited by 16
- 2023Improved Regret for Efficient Online Reinforcement Learning with Linear Function Approximationcited by 16
- 2024Span-Based Optimal Sample Complexity for Weakly Communicating and General Average Reward MDPscited by 16
- 2024Dealing with unbounded gradients in stochastic saddle-point optimizationcited by 15
- 2024Achieving Tractable Minimax Optimal Regret in Average Reward MDPscited by 13
- 2022Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guaranteescited by 12
- 2024Finding good policies in average-reward Markov Decision Processes without prior knowledgecited by 10
- 2022On learning Whittle index policy for restless bandits with scalable regretcited by 9
- 2024Optimistic Q-learning for average reward and episodic reinforcement learningcited by 9
- 2023Optimistic Planning by Regularized Dynamic Programmingcited by 8
- 2023Variance-aware robust reinforcement learning with linear function approximation under heavy-tailed rewardscited by 8
- 2024Gap-Dependent Bounds for Q-Learning using Reference-Advantage Decompositioncited by 8
- 2022Logarithmic regret bounds for continuous-time average-reward Markov decision processescited by 7
- 2024Reinforcement Learning for Infinite-Horizon Average-Reward Linear MDPs via Approximation by Discounted-Reward MDPscited by 7
- 2023Optimal Sample Complexity of Stable Discounted Markov Decision Processescited by 6
- 2024Sample-efficient Learning of Infinite-horizon Average-reward MDPs with General Function Approximationcited by 6
- 2022Horizon-Free and Variance-Dependent Reinforcement Learning for Latent Markov Decision Processescited by 3
- 2023Quantum Speedups in Regret Analysis of Infinite Horizon Average-Reward Markov Decision Processescited by 3
- 2025Span-Agnostic Optimal Sample Complexity and Oracle Inequalities for Average-Reward RLcited by 3
- 2025Sharp Gap-Dependent Variance-Aware Regret Bounds for Tabular MDPscited by 3
- 2021Bad-Policy Density: A Measure of Reinforcement Learning Hardnesscited by 2
- 2022Slowly Changing Adversarial Bandit Algorithms are Efficient for Discounted MDPscited by 2
- 2022An Analysis of Model-Based Reinforcement Learning From Abstracted Observationscited by 2
- 2023Reinforcement Learning in a Birth and Death Process: Breaking the Dependence on the State Spacecited by 2
- 2023Reinforcement Learning with Delayed, Composite, and Partially Anonymous Rewardcited by 2
- 2025Faster Fixed-Point Methods for Multichain MDPscited by 2
- 2021Reinforcement Learning for Markovian Bandits: Is Posterior Sampling more Scalable than Optimism?cited by 1
- 2024Learning Infinite-Horizon Average-Reward Linear Mixture MDPs of Bounded Spancited by 1
- 2024Model Selection for Average Reward RL with Application to Utility Maximization in Repeated Gamescited by 1
50 most cited of 65 All 65 (JSON)
- 2026Learning Infinite-Horizon Average-Reward CMDPs via State Augmentation30 Sep 2026
- 2026Finite Constant Frontiers and Auditable Regret Certificates for Average-Reward Reinforcement Learning7 Aug 2026
- 2026Learning Weakly Communicating Average-Reward CMDPs: Strong Duality and Improved Regret12 May 2026
- 2026Optimal Variance-Dependent Regret Bounds for Infinite-Horizon MDPs25 Mar 2026
- 2026Non-Rectangular Average-Reward Robust MDPs: Optimal Policies and Their Transient Values1 Mar 2026
- 2026Fast Non-Episodic Finite-Horizon RL with K-Step Lookahead Thresholding31 Jan 2026
- 2025Q-Learning with Fine-Grained Gap-Dependent Regret8 Oct 2025
- 2025A Bit of Freedom Goes a Long Way: Classical and Quantum Algorithms for Reinforcement Learning under a Generative Model30 Jul 2025
- 2025Faster Fixed-Point Methods for Multichain MDPs26 Jun 2025
- 2025Beyond-Expert Performance with Limited Demonstrations: Efficient Imitation Learning with Double Exploration25 Jun 2025
- 2025Sharp Gap-Dependent Variance-Aware Regret Bounds for Tabular MDPs6 Jun 2025
- 2025Q-learning with Posterior Sampling1 Jun 2025
38 more
- 2025Span-Agnostic Optimal Sample Complexity and Oracle Inequalities for Average-Reward RL16 Feb 2025
- 2024Model Selection for Average Reward RL with Application to Utility Maximization in Repeated Games9 Nov 2024
- 2024Provably Adaptive Average Reward Reinforcement Learning for Metric Spaces25 Oct 2024
- 2024Learning Infinite-Horizon Average-Reward Linear Mixture MDPs of Bounded Span19 Oct 2024
- 2024Gap-Dependent Bounds for Q-Learning using Reference-Advantage Decomposition10 Oct 2024
- 2024State-free Reinforcement Learning27 Sep 2024
- 2024Optimistic Q-learning for average reward and episodic reinforcement learning18 Jul 2024
- 2024Achieving Tractable Minimax Optimal Regret in Average Reward MDPs3 Jun 2024
- 2024Finding good policies in average-reward Markov Decision Processes without prior knowledge27 May 2024
- 2024Reinforcement Learning for Infinite-Horizon Average-Reward Linear MDPs via Approximation by Discounted-Reward MDPs23 May 2024
- 2024Sample-efficient Learning of Infinite-horizon Average-reward MDPs with General Function Approximation19 Apr 2024
- 2024Utilizing Maximum Mean Discrepancy Barycenter for Propagating the Uncertainty of Value Functions in Reinforcement Learning31 Mar 2024
- 2024Span-Based Optimal Sample Complexity for Weakly Communicating and General Average Reward MDPs18 Mar 2024
- 2024Dealing with unbounded gradients in stochastic saddle-point optimization21 Feb 2024
- 2023Quantum Speedups in Regret Analysis of Infinite Horizon Average-Reward Markov Decision Processes18 Oct 2023
- 2023Regret Analysis of Policy Gradient Algorithm for Infinite Horizon Average Reward Markov Decision Processes5 Sep 2023
- 2023On Reward Structures of Markov Decision Processes28 Aug 2023
- 2023Learning Optimal Admission Control in Partially Observable Queueing Networks4 Aug 2023
- 2023Settling the Sample Complexity of Online Reinforcement Learning25 Jul 2023
- 2023Sharper Model-free Reinforcement Learning for Average-reward Markov Decision Processes28 Jun 2023
- 2023A Study of Global and Episodic Bonuses for Exploration in Contextual MDPs5 Jun 2023
- 2023Seizing Serendipity: Exploiting the Value of Past Success in Off-Policy Actor-Critic5 Jun 2023
- 2023Reinforcement Learning with Delayed, Composite, and Partially Anonymous Reward4 May 2023
- 2023Variance-aware robust reinforcement learning with linear function approximation under heavy-tailed rewards9 Mar 2023
- 2023Optimistic Planning by Regularized Dynamic Programming27 Feb 2023
- 2023Reinforcement Learning in a Birth and Death Process: Breaking the Dependence on the State Space21 Feb 2023
- 2023Optimal Sample Complexity of Stable Discounted Markov Decision Processes15 Feb 2023
- 2023Sharp Variance-Dependent Bounds in Reinforcement Learning: Best of Both Worlds in Stochastic and Deterministic Environments31 Jan 2023
- 2023Improved Regret for Efficient Online Reinforcement Learning with Linear Function Approximation30 Jan 2023
- 2022Horizon-Free and Variance-Dependent Reinforcement Learning for Latent Markov Decision Processes20 Oct 2022
- 2022Unpacking Reward Shaping: Understanding the Benefits of Reward Engineering on Sample Complexity18 Oct 2022
- 2022Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees28 Sep 2022
- 2022An Analysis of Model-Based Reinforcement Learning From Abstracted Observations30 Aug 2022
- 2022Logarithmic regret bounds for continuous-time average-reward Markov decision processes23 May 2022
- 2022Slowly Changing Adversarial Bandit Algorithms are Efficient for Discounted MDPs18 May 2022
- 2022From Dirichlet to Rubin: Optimistic Exploration in RL without Bonuses16 May 2022
- 2022On learning Whittle index policy for restless bandits with scalable regret7 Feb 2022
- 2022Learning Infinite-Horizon Average-Reward Markov Decision Processes with Constraints31 Jan 2022
50 newest of 65 All 65 (JSON)
- 2021Understanding Domain Randomization for Sim-to-real Transfercited by 69
- 2021A Survey of Exploration Methods in Reinforcement Learningcited by 68
- 2022Unpacking Reward Shaping: Understanding the Benefits of Reward Engineering on Sample Complexitycited by 59
- 2021Tactical Optimism and Pessimism for Deep Reinforcement Learningcited by 55
- 2021Policy Optimization in Adversarial MDPs: Improved Exploration via Dilated Bonusescited by 51
- 2021UCB Momentum Q-learning: Correcting the bias without forgettingcited by 45
- 2023Settling the Sample Complexity of Online Reinforcement Learningcited by 44
- 2021Stochastic Shortest Path: Minimax, Parameter-Free and Towards Horizon-Free Regretcited by 34
- 2021Towards Tight Bounds on the Sample Complexity of Average-reward MDPscited by 32
- 2021Minimax Regret for Stochastic Shortest Pathcited by 30
- 2022Learning Infinite-Horizon Average-Reward Markov Decision Processes with Constraintscited by 29
- 2023Sharper Model-free Reinforcement Learning for Average-reward Markov Decision Processescited by 28
12 most cited of 64 All 64 (JSON)
- 2026Learning Infinite-Horizon Average-Reward CMDPs via State Augmentation30 Sep 2026
- 2026Finite Constant Frontiers and Auditable Regret Certificates for Average-Reward Reinforcement Learning7 Aug 2026
- 2026Learning Weakly Communicating Average-Reward CMDPs: Strong Duality and Improved Regret12 May 2026
- 2026Optimal Variance-Dependent Regret Bounds for Infinite-Horizon MDPs25 Mar 2026
- 2026Non-Rectangular Average-Reward Robust MDPs: Optimal Policies and Their Transient Values1 Mar 2026
- 2026Fast Non-Episodic Finite-Horizon RL with K-Step Lookahead Thresholding31 Jan 2026
- 2025Q-Learning with Fine-Grained Gap-Dependent Regret8 Oct 2025
- 2025A Bit of Freedom Goes a Long Way: Classical and Quantum Algorithms for Reinforcement Learning under a Generative Model30 Jul 2025
- 2025Faster Fixed-Point Methods for Multichain MDPs26 Jun 2025
- 2025Sharp Gap-Dependent Variance-Aware Regret Bounds for Tabular MDPs6 Jun 2025
- 2025Q-learning with Posterior Sampling1 Jun 2025
- 2025Span-Agnostic Optimal Sample Complexity and Oracle Inequalities for Average-Reward RL16 Feb 2025
12 newest of 64 All 64 (JSON)