Adaptive Discretization in Online Reinforcement Learning
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Abstract (arXiv)
Discretization based approaches to solving online reinforcement learning problems have been studied extensively in practice on applications ranging from resource allocation to cache management. Two major questions in designing discretization-based algorithms are how to create the discretization and when to refine it. While there have been several experimental results investigating heuristic solutions to these questions, there has been little theoretical treatment. In this paper we provide a unified theoretical analysis of tree-based hierarchical partitioning methods for online reinforcement learning, providing model-free and model-based algorithms. We show how our algorithms are able to take advantage of inherent structure of the problem by providing guarantees that scale with respect to the 'zooming dimension' instead of the ambient dimension, an instance-dependent quantity measuring the benignness of the optimal Qh^star function. Many applications in computing systems and operations research requires algorithms that compete on three facets: low sample complexity, mild storage requirements, and low computational burden. Our algorithms are easily adapted to operating constraints, and our theory provides explicit bounds across each of the three facets. This motivates its use in practical applications as our approach automatically adapts to underlying problem structure even when very little is known a priori about the system.
Key facts. Cited by 12 papers in the map (data through 7 Oct 2026). Builds on 34 of its 74 references that are in the map. First posted on arXiv 29 Oct 2021.
Builds on
34 of 74 references.
References · 34
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22 more
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Built on by
Citing papers per year: 2022: 2; 2023: 3; 2024: 5; 2025: 1; 2026: 1.
12 papers.
- 2022Artificial Replay: A Meta-Algorithm for Harnessing Historical Data in Banditscited by 12
- 2023Minimax Optimal Q Learning with Nearest Neighborscited by 8
- 2023Low-Rank MDPs with Continuous Action Spacescited by 4
- 2023Quantile-Based Deep Reinforcement Learning using Two-Timescale Policy Gradient Algorithmscited by 3
- 2024Reinforcement Learning for Intensity Control: An Application to Choice-Based Network Revenue Managementcited by 3
- 2022An Analysis of Model-Based Reinforcement Learning From Abstracted Observationscited by 2
- 2024Exploiting Exogenous Structure for Sample-Efficient Reinforcement Learningcited by 2
- 2024How does Your RL Agent Explore? An Optimal Transport Analysis of Occupancy Measure Trajectoriescited by 1
- 2025Quantizer Design for Finite Model Approximations, Model Learning, and Quantized Q-Learning for MDPs with Unbounded Spacescited by 1
- 2024How to discretize continuous state-action spaces in Q-learning: A symbolic control approachcited by 0
- 2024Provably Adaptive Average Reward Reinforcement Learning for Metric Spacescited by 0
- 2026Is Pure Exploitation Sufficient in Exogenous MDPs with Linear Function Approximation?cited by 0
- 2026Is Pure Exploitation Sufficient in Exogenous MDPs with Linear Function Approximation?28 Jan 2026
- 2025Quantizer Design for Finite Model Approximations, Model Learning, and Quantized Q-Learning for MDPs with Unbounded Spaces5 Oct 2025
- 2024Provably Adaptive Average Reward Reinforcement Learning for Metric Spaces25 Oct 2024
- 2024Exploiting Exogenous Structure for Sample-Efficient Reinforcement Learning22 Sep 2024
- 2024Reinforcement Learning for Intensity Control: An Application to Choice-Based Network Revenue Management8 Jun 2024
- 2024How to discretize continuous state-action spaces in Q-learning: A symbolic control approach3 Jun 2024
- 2024How does Your RL Agent Explore? An Optimal Transport Analysis of Occupancy Measure Trajectories14 Feb 2024
- 2023Low-Rank MDPs with Continuous Action Spaces6 Nov 2023
- 2023Minimax Optimal Q Learning with Nearest Neighbors3 Aug 2023
- 2023Quantile-Based Deep Reinforcement Learning using Two-Timescale Policy Gradient Algorithms12 May 2023
- 2022Artificial Replay: A Meta-Algorithm for Harnessing Historical Data in Bandits30 Sep 2022
- 2022An Analysis of Model-Based Reinforcement Learning From Abstracted Observations30 Aug 2022