Overcoming the Long Horizon Barrier for Sample-Efficient Reinforcement Learning with Latent Low-Rank Structure
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Abstract (arXiv)
The practicality of reinforcement learning algorithms has been limited due to poor scaling with respect to the problem size, as the sample complexity of learning an ε-optimal policy is tildeOmegaleft(|S||A|H3 / ε2right) over worst case instances of an MDP with state space S, action space A, and horizon H. We consider a class of MDPs for which the associated optimal Q^* function is low rank, where the latent features are unknown. While one would hope to achieve linear sample complexity in |S| and |A| due to the low rank structure, we show that without imposing further assumptions beyond low rank of Q^*, if one is constrained to estimate the Q function using only observations from a subset of entries, there is a worst case instance in which one must incur a sample complexity exponential in the horizon H to learn a near optimal policy. We subsequently show that under stronger low rank structural assumptions, given access to a generative model, Low Rank Monte Carlo Policy Iteration (LR-MCPI) and Low Rank Empirical Value Iteration (LR-EVI) achieve the desired sample complexity of tildeOleft((|S|+|A|)poly(d,H)/ε2right) for a rank d setting, which is minimax optimal with respect to the scaling of |S|, |A|, and ε. In contrast to literature on linear and low-rank MDPs, we do not require a known feature mapping, our algorithm is computationally simple, and our results hold for long time horizons. Our results provide insights on the minimal low-rank structural assumptions required on the MDP with respect to the transition kernel versus the optimal action-value function.
Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 31 of its 66 references that are in the map. First posted on arXiv 7 Jun 2022.
Builds on
31 of 66 references.
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19 more
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Citing papers per year: 2022: 1; 2023: 2; 2024: 2; 2025: 2.
7 papers.
- 2023Spectral Entry-wise Matrix Estimation for Low-Rank Reinforcement Learningcited by 9
- 2022Speed Up the Cold-Start Learning in Two-Sided Bandits with Many Armscited by 4
- 2023Matrix Estimation for Offline Reinforcement Learning with Low-Rank Structurecited by 2
- 2024Matrix Low-Rank Trust Region Policy Optimizationcited by 2
- 2024Model-free Low-Rank Reinforcement Learning via Leveraged Entry-wise Matrix Estimationcited by 1
- 2025Addressing Finite-Horizon MDPs via Low-Rank Tensor Value Approximationcited by 1
- 2025ADARL: Adaptive Low-Rank Structures for Robust Policy Learning under Uncertaintycited by 0
- 2025ADARL: Adaptive Low-Rank Structures for Robust Policy Learning under Uncertainty13 Oct 2025
- 2025Addressing Finite-Horizon MDPs via Low-Rank Tensor Value Approximation17 Jan 2025
- 2024Model-free Low-Rank Reinforcement Learning via Leveraged Entry-wise Matrix Estimation30 Oct 2024
- 2024Matrix Low-Rank Trust Region Policy Optimization27 May 2024
- 2023Spectral Entry-wise Matrix Estimation for Low-Rank Reinforcement Learning10 Oct 2023
- 2023Matrix Estimation for Offline Reinforcement Learning with Low-Rank Structure24 May 2023
- 2022Speed Up the Cold-Start Learning in Two-Sided Bandits with Many Arms1 Oct 2022