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UCB Momentum Q-learning: Correcting the bias without forgetting

ICML 2021 · Bandits and online learning › RL theory and MDPs · approach: Regret bounds with function approximation · 9 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add momentum to Q-learning updates to correct target bias while retaining samplesUCBMQ · Unknown episodic non-stationary tabular MDPregret upper bound: \tcO(\sqrt{H^3SAT}+ H^4SA)Helped
Use UCBMQ instead of OptQLGrid-world, H=100, transition noise ε=0.15 · Grid-worldregretHelped
Use UCBMQ instead of UCBVI or UCBVIgreedyGrid-world, H=100, transition noise ε=0.15 · Grid-worldregretHurt
Use momentum-based Q-learning rather than model-based UCBVIUCBMQ · Unknown episodic non-stationary tabular MDPsecond-order regret dependence on states: S^2 -> SHelped

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