Projection by Convolution: Optimal Sample Complexity for Reinforcement Learning in Continuous-Space MDPs
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Abstract (arXiv)
We consider the problem of learning an varepsilon-optimal policy in a general class of continuous-space Markov decision processes (MDPs) having smooth Bellman operators. Given access to a generative model, we achieve rate-optimal sample complexity by performing a simple, perturbed version of least-squares value iteration with orthogonal trigonometric polynomials as features. Key to our solution is a novel projection technique based on ideas from harmonic analysis. Our~widetildeO(ε-2-d/(nu+1)) sample complexity, where d is the dimension of the state-action space and nu the order of smoothness, recovers the state-of-the-art result of discretization approaches for the special case of Lipschitz MDPs (nu=0). At the same time, for nu→∞, it recovers and greatly generalizes the O(ε-2) rate of low-rank MDPs, which are more amenable to regression approaches. In this sense, our result bridges the gap between two popular but conflicting perspectives on continuous-space MDPs.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 22 of its 43 references that are in the map. First posted on arXiv 10 May 2024.
Builds on
22 of 43 references.
References · 22
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10 more
- 2021Metrics and continuity in reinforcement learningcited by 26
- 2023Kernelized Reinforcement Learning with Order Optimal Regret Boundscited by 20
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Built on by
Citing papers per year: 2024: 4; 2025: 0; 2026: 1.
5 papers.
- 2024Local Linearity: the Key for No-regret Reinforcement Learning in Continuous MDPscited by 4
- 2024Policy Zooming: Adaptive Discretization-based Infinite-Horizon Average-Reward Reinforcement Learningcited by 1
- 2024Provably Adaptive Average Reward Reinforcement Learning for Metric Spacescited by 0
- 2024Finite Sample Bounds for Non-Parametric Regression: Optimal Sample Efficiency and Space Complexitycited by 0
- 2026Sample Complexity of Equivariant Reinforcement Learningcited by 0
- 2026Sample Complexity of Equivariant Reinforcement Learning29 Sep 2026
- 2024Finite Sample Bounds for Non-Parametric Regression: Optimal Sample Efficiency and Space Complexity19 Dec 2024
- 2024Local Linearity: the Key for No-regret Reinforcement Learning in Continuous MDPs31 Oct 2024
- 2024Provably Adaptive Average Reward Reinforcement Learning for Metric Spaces25 Oct 2024
- 2024Policy Zooming: Adaptive Discretization-based Infinite-Horizon Average-Reward Reinforcement Learning29 May 2024