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This research establishes the first fast-rate guarantees for offline Q-learning in tabular finite-horizon Markov decision processes with KL regularization, resolving an open question regarding incremental stochastic approximation updates. By introducing a pessimism-based variant (KLPQ), the authors successfully remove exponential dependencies on hyperparameters while maintaining optimal sample complexity of $\widetilde{O}(1/\epsilon)$. These theoretical advances directly impact the efficiency and scalability of reinforcement learning algorithms in data-constrained environments.
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Fast Rates for Offline Q-Learning with KL Regularization

arXiv2 min read

arXiv:2610.18839v1 Announce Type: cross Abstract: This paper investigates offline Q-learning for finite-horizon Markov decision processes with Kullback-Leibler (KL) regularization. Recent studies have shown that KL regularization can yield fast rates in offline decision-making problems. However, it remains unclear whether Q-learning, which adopts incremental stochastic approximation updates, can achieve such fast rates in the offline setting. We first propose KL-regularized Q-Learning (KLQ), a simple variant of classical Q-learning. By exploiting KL regularization, we prove that KLQ achieves a sample complexity of $\widetilde{O}(1/\epsilon)$ without explicit pessimism. This guarantee, however, has an exponential dependence on the KL regularization parameter and the horizon. To address this limitation, we further propose KL-regularized Pessimistic Q-Learning (KLPQ), which incorporates pessimism into KLQ. We prove that KLPQ retains the same \(\widetilde O(1/\epsilon)\) rate while removing the explicit exponential dependence, thereby further improving the sample complexity. To the best of our knowledge, these results establish the first fast-rate guarantees for offline Q-learning in tabular finite-horizon KL-regularized MDPs.

Abstract:This paper investigates offline Q-learning for finite-horizon Markov decision processes with Kullback-Leibler (KL) regularization. Recent studies have shown that KL regularization can yield fast rates in offline decision-making problems. However, it remains unclear whether Q-learning, which adopts incremental stochastic approximation updates, can achieve such fast rates in the offline setting. We first propose KL-regularized Q-Learning (KLQ), a simple variant of classical Q-learning. By exploiting KL regularization, we prove that KLQ achieves a sample complexity of $\widetilde{O}(1/\epsilon)$ without explicit pessimism. This guarantee, however, has an exponential dependence on the KL regularization parameter and the horizon. To address this limitation, we further propose KL-regularized Pessimistic Q-Learning (KLPQ), which incorporates pessimism into KLQ. We prove that KLPQ retains the same \(\widetilde O(1/\epsilon)\) rate while removing the explicit exponential dependence, thereby further improving the sample complexity. To the best of our knowledge, these results establish the first fast-rate guarantees for offline Q-learning in tabular finite-horizon KL-regularized MDPs.

Machine Learning (cs.LG); Artificial Intelligence (cs.AI)

arXiv:2610.18839 [cs.LG]

(or arXiv:2610.18839v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.18839 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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