Fitted Q-Iteration via Max-Plus-Linear Approximation
On the map: Offline RL and imitation learning from data → Offline RL algorithms
Abstract (arXiv)
In this study, we consider the application of max-plus-linear approximators for Q-function in offline reinforcement learning of discounted Markov decision processes. In particular, we incorporate these approximators to propose novel fitted Q-iteration (FQI) algorithms with provable convergence. Exploiting the compatibility of the Bellman operator with max-plus operations, we show that the max-plus-linear regression within each iteration of the proposed FQI algorithm reduces to simple max-plus matrix-vector multiplications. We also consider the variational implementation of the proposed algorithm which leads to a per-iteration complexity that is independent of the number of samples.
Key facts. No citing papers in the map yet (data through 7 Oct 2026). Placed in Offline RL algorithms, one of 13 directions in Offline RL and imitation learning from data. Builds on 5 of its 32 references that are in the map. First posted on arXiv 12 Sep 2024.
Builds on
5 of 32 references.
References · 5
- 2015End-to-End Training of Deep Visuomotor Policiescited by 847
- 2019Learning When-to-Treat Policiescited by 49
- 2018Market Making via Reinforcement Learningcited by 45
- 2020Fast Approximate Dynamic Programming for Input-Affine Dynamicscited by 3
- 2020Sparse Approximate Solutions to Max-Plus Equations with Application to Multivariate Convex Regressioncited by 1
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- 2021Approximated Multi-Agent Fitted Q Iteration
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- 2020Q* Approximation Schemes for Batch Reinforcement Learning: A Theoretical Comparison
- 2022Offline Reinforcement Learning with Differentiable Function Approximation is Provably Efficient
- 2022Nearly Minimax Optimal Offline Reinforcement Learning with Linear Function Approximation: Single-Agent MDP and Markov Game
- 2023Pessimistic Nonlinear Least-Squares Value Iteration for Offline Reinforcement Learning
- 2021Fast Rates for the Regret of Offline Reinforcement Learning