Fast Rates for Offline Q-Learning with KL Regularization
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 $\widetilde{O}(1/ε)$ without explicit pessimism. This guarantee, however, has an exponential dependence on the KL regularizat...
| Authors | Yize Hao, Guangxin Jiang, Shuang Qiu |
|---|---|
| Primary category | cs.LG |
| Published | 13 October 2026 |
| Last updated at source | 13 October 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 14 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.