Gaussian Approximation for Asynchronous Q-learning
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Abstract (arXiv)
In this paper, we derive rates of convergence in the high-dimensional central limit theorem for Polyak-Ruppert averaged iterates generated by the asynchronous Q-learning algorithm with a polynomial stepsize k-ω,, ω ∈ (1/2, 1]. Assuming that the sequence of state-action-next-state triples (sk, ak, sk+1)k ≥ 0 forms a uniformly geometrically ergodic Markov chain, we establish a rate of order up to n-1/6 log4 (nS A) over the class of hyper-rectangles, where n is the number of samples used by the algorithm and S and A denote the numbers of states and actions, respectively. To obtain this result, we prove a high-dimensional central limit theorem for sums of martingale differences, which may be of independent interest. Finally, we present bounds for high-order moments for the algorithm's last iterate.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 22 of its 53 references that are in the map. First posted on arXiv 8 Apr 2026.
Builds on
22 of 53 references.
References · 22
- 2019Model-Based Reinforcement Learning with a Generative Model is Minimax Optimalcited by 127
- 2020Breaking the Sample Size Barrier in Model-Based Reinforcement Learning with a Generative Modelcited by 109
- 2020Finite-Time Analysis of Asynchronous Stochastic Approximation and Q-Learningcited by 96
- 2021Is Q-Learning Minimax Optimal? A Tight Sample Complexity Analysiscited by 92
- 2019Stochastic approximation with cone-contractive operators: Sharp ℓ_∞-bounds for Q-learningcited by 77
- 2019Variance-reduced Q-learning is minimax optimalcited by 73
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- 2021A Statistical Analysis of Polyak-Ruppert Averaged Q-learningcited by 29
- 2020Finite-Sample Analysis of Stochastic Approximation Using Smooth Convex Envelopescited by 19
- 2024Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learningcited by 19
10 more
- 2024Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learningcited by 17
- 2024Statistical Inference for Policy Evaluation with Temporal Difference Learningcited by 15
- 2025Statistical inference for Linear Stochastic Approximation with Markovian Noisecited by 13
- 2025Uncertainty quantification for Markov chain induced martingales with application to temporal difference learningcited by 11
- 2025Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descentcited by 10
- 2024Asymptotics of Stochastic Gradient Descent with Dropout Regularization in Linear Modelscited by 7
- 2025Nonasymptotic CLT and Error Bounds for Linear Two-Time-Scale Stochastic Approximationcited by 6
- 2025Gaussian Approximation for Two-Timescale Linear Stochastic Approximationcited by 5
- 2025Central Limit Theorems for Asynchronous Averaged Q-Learningcited by 4
- 2025Improved Central Limit Theorem and Bootstrap Approximations for Linear Stochastic Approximationcited by 4
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Citing papers per year: 2026: 1.
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- 2024Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA
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- 2026Sharp asymptotic theory for Q-learning with LDTZ learning rate and its generalization