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DARLING: Detection Augmented Reinforcement Learning with Non-Stationary Guarantees
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Proposes DARLING, a prior-free detection-restart wrapper for piecewise-stationary episodic RL that uses forced probing episodes and GLR-based mean-shift tests on reward and transition streams, with minimax lower bounds for tabular and linear PS-MDPs.
Problem
Model-free RL in non-stationary finite-horizon episodic MDPs with abrupt (piecewise-stationary) changes at unknown times, without prior knowledge of the number or timing of changes; existing prior-free methods (e.g., MASTER) have flawed analysis and poor empirical performance.
Approach
Separate change detection from learning by inserting forced uniform-random probing episodes whose samples only feed per-(s,a,h) reward and transition mean-shift detectors (GLR), restarting the base stationary learner upon detection; extend to linear MDPs by probing a finite linearly-independent set and monitoring expected features of next states.
Key results
- In tabular MDPs DARLING improves the best known dynamic regret to Õ(sqrt(SAH^3 N_T T)), matching the new Ω(sqrt(SAH^3 N_T T)) lower bound (under separability and reachability assumptions).
- In linear MDPs DARLING attains Õ(d sqrt(H^3 N_T T)), matching the Ω(d sqrt(H^3 N_T T)) lower bound when reachability parameters are known.
- Across 10 PS and drifting benchmarks, DARLING achieves the highest cumulative reward versus MASTER and prior-based baselines, with about 0.83 ms/episode (tabular) and 1.67 ms/episode (linear) runtime.
Surprising findings
- The paper reports an error in MASTER's regret analysis (Lemma 17 conditioning) that it believes cannot be easily fixed, invalidating its upper bound.
- MASTER would need at least 1.442e19 episodes in tabular MDPs before its detection could possibly trigger.
Limitations
- Theory relies on change-point separation and reachability assumptions that are violated in most experiments.
- Cannot be applied to infinite action spaces due to finite memory requirements.
- Analysis restricted to finite-horizon episodic MDPs; infinite-horizon not covered.
Experimental setup
Datasets: Bidirectional Diabolical Combination Lock DeepSea FourRoom NRoom Forked RiverSwim Chain Lock Simplex-based linear MDP GARNET Anchor-feature MDP Block-structured low-rank linear MDP
Benchmarks: NS Bidirectional Diabolical Combination Lock NS DeepSea NS FourRoom NS NRoom NS Forked RiverSwim NS Chain Lock NS Simplex-based linear MDP NS GARNET NS Anchor-feature MDP NS Block-structured low-rank linear MDP
Metrics: cumulative reward dynamic regret runtime per episode
Baselines: MASTER Restart-Q-UCB Double-Restart Q-UCB OPT-WLSVI LSVI-UCB-Restart ADA-LSVI-UCB-Restart
Builds on: MASTER UCB-MQ LSVI-UCB++ Restart-Q-UCB GLR change detection
Closest papers by meaning
- Near-Optimal Model-Free Reinforcement Learning in Non-Stationary Episodic MDPs (ICML 2021 · similarity 0.93)
- Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism (ICML 2020 · similarity 0.91)
- Non-stationary Risk-Sensitive Reinforcement Learning: Near-Optimal Dynamic Regret, Adaptive Detection, and Separation Design (AAAI 2023 · similarity 0.91)
- Optimal Regret Bounds via Low-Rank Structured Variation in Non-Stationary Reinforcement Learning (NeurIPS 2025 · similarity 0.91)
- Horizon-Free Regret for Linear Markov Decision Processes (ICLR 2024 · similarity 0.89)
- MetaCURL: Non-stationary Concave Utility Reinforcement Learning (NeurIPS 2024 · similarity 0.89)
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