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Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learning
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Proposes Q-EarlySettled-LowCost and FedQ-EarlySettled-LowCost, model-free single-agent and federated RL algorithms that combine LCB-based early reference settling with round-based delayed policy updates to achieve near-optimal regret, linear-in-S,A burn-in, and logarithmic switching/communication cost.
Problem
Model-free RL and federated RL in tabular episodic MDPs need near-optimal regret while keeping burn-in cost linear in S and A and switching/communication cost logarithmic in T; prior methods trade off one of these.
Approach
Integrate LCB-based early settlement of the reference function (from Q-EarlySettled-Advantage) with a round-based, event-triggered delayed policy update scheme, and handle the resulting double non-adaptiveness via a surrogate reference function combined with round-wise approximation, plus a refined bonus term.
Key results
- Worst-case regret of Q-EarlySettled-LowCost is O((1+beta) sqrt(H^2 SAT iota^2) + H^6 SA iota^2/beta) with burn-in ~O(SAH^10), linear in S and A, versus S^6A^3H^28 for UCB-Advantage.
- Switching cost of Q-EarlySettled-LowCost is bounded by max{2C+4C log(T/C), 3C} with C = H^2(H+1)SA, i.e. O(H^3 SA log(T/(HSA))) logarithmic in T.
- FedQ-EarlySettled-LowCost burn-in O(MSAH^10) versus O(MS^3A^2H^12) for FedQ-Advantage, with communication rounds logarithmic in T.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use Q-EarlySettled-LowCost instead of Q-EarlySettled-Advantage | Single-agent model-free tabular RL · Single-agent tabular episodic MDP | regret: \log(SAT/p) | Helped |
| Use Q-EarlySettled-LowCost instead of Q-EarlySettled-Advantage | Single-agent model-free tabular RL · Single-agent tabular episodic MDP | switching cost | Helped |
| Use Q-EarlySettled-LowCost instead of UCB-Advantage | Single-agent model-free tabular RL · Single-agent tabular episodic MDP | burn-in cost: \tilde{O}(S^6 A^3 H^{28}) -> \tilde{O}(SAH^{10}) | Helped |
| Use FedQ-EarlySettled-LowCost instead of FedQ-Advantage | Federated model-free tabular RL · Federated tabular episodic MDP | burn-in cost: \tilde{O}(MS^3A^2H^{12}) -> \tilde{O}(MSAH^{10}) | Helped |
| Use FedQ-EarlySettled-LowCost instead of FedQ-Advantage | Federated model-free tabular RL · Federated tabular episodic MDP | regret | Helped |
| Add an LCB estimate to settle the reference function early | Q-EarlySettled-LowCost and FedQ-EarlySettled-LowCost · Single-agent and federated tabular episodic MDP | burn-in cost: \tilde{O}(S^6A^4H^{28}) -> \tilde{O}(SAH^{10}); O(MS^3A^2H^{12}) -> O(MSAH^{10}) | Helped |
| Remove dependence on (N_h^k)^{3/4} from the reference-advantage cumulative bonus | Q-EarlySettled-LowCost and FedQ-EarlySettled-LowCost · Single-agent and federated tabular episodic MDP | regret | Helped |
| Replace the empirical-process treatment with surrogate reference functions and round-wise approximation | Worst-case regret analysis of the proposed algorithms · Single-agent and federated tabular episodic MDP | regret: \log(SAT/p) | Helped |
| Use FedQ-EarlySettled-LowCost instead of FedQ-Hoeffding | Federated model-free tabular RL · Federated tabular episodic MDP, positive gap | gap-dependent regret: a factor of H | Helped |
Limitations
- Gap-dependent switching cost analysis requires full synchronization, random initialization and G-MDP assumptions.
- Regret bound's logarithmic switching cost entails a slight regret increase compared with some prior methods.
- Experiments limited to small synthetic MDPs.
Experimental setup
Datasets: synthetic tabular MDP (H,S,A)=(5,3,2) and (7,10,5)
Benchmarks: synthetic tabular MDP
Metrics: regret switching cost communication cost
Baselines: UCB-Hoeffding UCB-Bernstein UCB2-Hoeffding UCB2-Bernstein UCB-Advantage Q-EarlySettled-Advantage FedQ-Hoeffding FedQ-Bernstein FedQ-Advantage
Builds on: Q-EarlySettled-Advantage UCB-Advantage FedQ-Advantage Fed-UCBVI reference-advantage decomposition
Closest papers by meaning
- Federated $Q$-Learning with Reference-Advantage Decomposition: Almost Optimal Regret and Logarithmic Communication Cost (ICLR 2025 · similarity 0.93)
- Federated Q-Learning: Linear Regret Speedup with Low Communication Cost (ICLR 2024 · similarity 0.93)
- Gap-Dependent Bounds for Federated $Q$-Learning (ICML 2025 · similarity 0.92)
- Federated Offline Reinforcement Learning: Collaborative Single-Policy Coverage Suffices (ICML 2024 · similarity 0.90)
- Switching the Loss Reduces the Cost in Batch Reinforcement Learning (ICML 2024 · similarity 0.89)
- A Nearly Optimal and Low-Switching Algorithm for Reinforcement Learning with General Function Approximation (NeurIPS 2024 · similarity 0.88)
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