Regularization and Variance-Weighted Regression Achieves Minimax Optimality in Linear MDPs: Theory and Practice

Toshinori Kitamura, Tadashi Kozuno, Yunhao Tang +12

Mirror descent value iteration (MDVI), an abstraction of Kullback-Leibler (KL) and entropy-regularized reinforcement learning (RL), has served as the basis for recent high-performi…