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This paper establishes a rigorous theoretical foundation for Gaussian Process Posterior Sampling Reinforcement Learning by deriving sublinear regret bounds that hold even in unbounded state spaces. By proving that the algorithm naturally restricts exploration to a bounded region with high probability, it resolves critical limitations in prior analyses regarding smoothness assumptions and growth rates. These advances provide essential tools for validating GP-PSRL performance in complex continuous control tasks without relying on overly restrictive mathematical conditions.
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Posterior Sampling Reinforcement Learning with Gaussian Processes for Continuous Control: Sublinear Regret Bounds for Unbounded State Spaces

arXiv2 min read

arXiv:2603.08287v3 Announce Type: replace-cross Abstract: We analyze the Bayesian regret of the Gaussian process posterior sampling reinforcement learning (GP-PSRL) algorithm. Posterior sampling is a heuristic for decision-making under uncertainty that has been used to develop successful algorithms for a variety of continuous control problems. However, theoretical work on GP-PSRL is limited. All known regret bounds either have a sub-optimal growth rate, require strong smoothness assumptions, or fail to properly account for the fact that the set of possible system states is unbounded. Through a recursive application of the Borell-Tsirelson-Ibragimov-Sudakov inequality, we show that, with high probability, the states actually visited by the algorithm are contained within a ball of near-constant radius. We then use the chaining method to control the regret suffered by GP-PSRL under weak smoothness conditions. Our main result is a Bayesian regret bound of the order $\widetilde{\mathcal{O}}(H\sqrt{\gamma_TT})$, where $H$ is the horizon, $T$ is the number of time steps and $\gamma_T$ is the expected information gain. With this result, we resolve the limitations with prior theoretical work on PSRL, and provide the theoretical foundation and tools for analyzing PSRL in complex settings.

Abstract:We analyze the Bayesian regret of the Gaussian process posterior sampling reinforcement learning (GP-PSRL) algorithm. Posterior sampling is a heuristic for decision-making under uncertainty that has been used to develop successful algorithms for a variety of continuous control problems. However, theoretical work on GP-PSRL is limited. All known regret bounds either have a sub-optimal growth rate, require strong smoothness assumptions, or fail to properly account for the fact that the set of possible system states is unbounded. Through a recursive application of the Borell-Tsirelson-Ibragimov-Sudakov inequality, we show that, with high probability, the states actually visited by the algorithm are contained within a ball of near-constant radius. We then use the chaining method to control the regret suffered by GP-PSRL under weak smoothness conditions. Our main result is a Bayesian regret bound of the order $\widetilde{\mathcal{O}}(H\sqrt{\gamma_TT})$, where $H$ is the horizon, $T$ is the number of time steps and $\gamma_T$ is the expected information gain. With this result, we resolve the limitations with prior theoretical work on PSRL, and provide the theoretical foundation and tools for analyzing PSRL in complex settings.

Accepted at ICML 2026. 45 pages, 8 figures

Machine Learning (stat.ML); Machine Learning (cs.LG)

arXiv:2603.08287 [stat.ML]

(or arXiv:2603.08287v3 [stat.ML] for this version)

Full text under the publisher's open licence · 202 words

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