# Horizon-free Reinforcement Learning in Adversarial Linear Mixture MDPs

arXiv: https://arxiv.org/abs/2305.08359 · HTML: https://mlsanity.com/paper/2305.08359/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- Builds on 32 of its 58 references that are in the map.
- First posted on arXiv 15 May 2023.

## Builds on (most cited first, 30 of 32)

- [Provably Efficient Reinforcement Learning with Linear Function Approximation](https://mlsanity.com/paper/1907.05388/) (2019)
- [Is Q-learning Provably Efficient?](https://mlsanity.com/paper/1807.03765/) (2018)
- [Contextual Decision Processes with Low Bellman Rank are PAC-Learnable](https://mlsanity.com/paper/1610.09512/) (2016)
- [Model-Based Reinforcement Learning with Value-Targeted Regression](https://mlsanity.com/paper/2006.01107/) (2020)
- [Bellman Eluder Dimension: New Rich Classes of RL Problems, and Sample-Efficient Algorithms](https://mlsanity.com/paper/2102.00815/) (2021)
- [Provably Efficient Exploration in Policy Optimization](https://mlsanity.com/paper/1912.05830/) (2019)
- [Nearly Minimax Optimal Reinforcement Learning for Linear Mixture Markov Decision Processes](https://mlsanity.com/paper/2012.08507/) (2020)
- [Learning Near Optimal Policies with Low Inherent Bellman Error](https://mlsanity.com/paper/2003.00153/) (2020)
- [Bilinear Classes: A Structural Framework for Provable Generalization in RL](https://mlsanity.com/paper/2103.10897/) (2021)
- [Is a Good Representation Sufficient for Sample Efficient Reinforcement Learning?](https://mlsanity.com/paper/1910.03016/) (2019)
- [Optimism in Reinforcement Learning with Generalized Linear Function Approximation](https://mlsanity.com/paper/1912.04136/) (2019)
- [Sample Complexity of Episodic Fixed-Horizon Reinforcement Learning](https://mlsanity.com/paper/1510.08906/) (2015)
- [Is Reinforcement Learning More Difficult Than Bandits? A Near-optimal Algorithm Escaping the Curse of Horizon](https://mlsanity.com/paper/2009.13503/) (2020)
- [Learning Adversarial MDPs with Bandit Feedback and Unknown Transition](https://mlsanity.com/paper/1912.01192/) (2019)
- [Online Convex Optimization in Adversarial Markov Decision Processes](https://mlsanity.com/paper/1905.07773/) (2019)
- [Optimistic Policy Optimization with Bandit Feedback](https://mlsanity.com/paper/2002.08243/) (2020)
- [Exponential Lower Bounds for Planning in MDPs With Linearly-Realizable Optimal Action-Value Functions](https://mlsanity.com/paper/2010.01374/) (2020)
- [Nearly Minimax Optimal Reinforcement Learning for Linear Markov Decision Processes](https://mlsanity.com/paper/2212.06132/) (2022)
- [A Unifying View of Optimism in Episodic Reinforcement Learning](https://mlsanity.com/paper/2007.01891/) (2020)
- [Policy Optimization in Adversarial MDPs: Improved Exploration via Dilated Bonuses](https://mlsanity.com/paper/2107.08346/) (2021)
- [Computationally Efficient Horizon-Free Reinforcement Learning for Linear Mixture MDPs](https://mlsanity.com/paper/2205.11507/) (2022)
- [Improved Variance-Aware Confidence Sets for Linear Bandits and Linear Mixture MDP](https://mlsanity.com/paper/2101.12745/) (2021)
- [Improved Regret Analysis for Variance-Adaptive Linear Bandits and Horizon-Free Linear Mixture MDPs](https://mlsanity.com/paper/2111.03289/) (2021)
- [Is Long Horizon Reinforcement Learning More Difficult Than Short Horizon Reinforcement Learning?](https://mlsanity.com/paper/2005.00527/) (2020)
- [A Sample-Efficient Algorithm for Episodic Finite-Horizon MDP with Constraints](https://mlsanity.com/paper/2009.11348/) (2020)
- [Stochastic Shortest Path: Minimax, Parameter-Free and Towards Horizon-Free Regret](https://mlsanity.com/paper/2104.11186/) (2021)
- [Online learning in MDPs with linear function approximation and bandit feedback](https://mlsanity.com/paper/2007.01612/) (2020)
- [Near-optimal Policy Optimization Algorithms for Learning Adversarial Linear Mixture MDPs](https://mlsanity.com/paper/2102.08940/) (2021)
- [Horizon-Free Reinforcement Learning in Polynomial Time: the Power of Stationary Policies](https://mlsanity.com/paper/2203.12922/) (2022)
- [Nearly Minimax Optimal Reward-free Reinforcement Learning](https://mlsanity.com/paper/2010.05901/) (2020)

## Built on by (most cited first, 4 of 4)

- [Towards a Sharp Analysis of Offline Policy Learning for f-Divergence-Regularized Contextual Bandits](https://mlsanity.com/paper/2502.06051/) (2025)
- [Improved Algorithm for Adversarial Linear Mixture MDPs with Bandit Feedback and Unknown Transition](https://mlsanity.com/paper/2403.04568/) (2024)
- [Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPs](https://mlsanity.com/paper/2411.03107/) (2024)
- [Near-Optimal Regret for KL-Regularized Multi-Armed Bandits](https://mlsanity.com/paper/2603.02155/) (2026)

## Abstract (arXiv)

Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by 1, and proved regret bounds that have a polylogarithmic dependence on the planning horizon H. However, it remains an open question that if such results can be carried over to adversarial RL, where the reward is adversarially chosen at each episode. In this paper, we answer this question affirmatively by proposing the first horizon-free policy search algorithm. To tackle the challenges caused by exploration and adversarially chosen reward, our algorithm employs (1) a variance-uncertainty-aware weighted least square estimator for the transition kernel; and (2) an occupancy measure-based technique for the online search of a stochastic policy. We show that our algorithm achieves an tildeObig((d+log (|S|2 |A|))√Kbig) regret with full-information feedback, where d is the dimension of a known feature mapping linearly parametrizing the unknown transition kernel of the MDP, K is the number of episodes, |S| and |A| are the cardinalities of the state and action spaces. We also provide hardness results and regret lower bounds to justify the near optimality of our algorithm and the unavoidability of log|S| and log|A| in the regret bound.
