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stat.ML2022★ 1 cited
Krylov-Bellman boosting: Super-linear policy evaluation in general state spaces
Eric Xia, Martin J. Wainwright
We present and analyze the Krylov-Bellman Boosting (KBB) algorithm for policy evaluation in general state spaces. It alternates between fitting the Bellman residual using non-param…
stat.ML2022★ 1 cited
Instance-Dependent Confidence and Early Stopping for Reinforcement Learning
Koulik Khamaru, Eric Xia, Martin J. Wainwright +1
Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure. Such problem-dependent behavior is not…