Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learning
Haochen Zhang, Zhong Zheng, Lingzhou Xue
Motivated by real-world settings where data collection and policy deployment&mdash;whether for a single agent or across multiple agents&mdash;are costly, we study the problem of on-policy single-agent reinforcement learning (RL) and federated RL (FRL) with a focus on minimizing burn-in costs (the sample sizes needed to reach near-optimal regret) and policy switching or communication costs. In parallel finite-horizon episodic Markov Decision Processes (MDPs) with $S$ states and $A$ actions, existing methods either require superlinear burn-in costs in $S$ and $A$ or fail to achieve logarithmic switching or communication costs. We propose two novel model-free RL algorithms&mdash;Q-EarlySettled-LowCost and FedQ-EarlySettled-LowCost&mdash;that are the first in the literature to simultaneously achieve: (i) the best near-optimal regret among all known model-free RL or FRL algorithms, (ii) low burn-in cost that scales linearly with $S$ and $A$, and (iii) logarithmic policy switching cost for single-agent RL or communication cost for FRL. Additionally, we establish gap-dependent theoretical guarantees for both regret and switching/communication costs, improving or matching the best-known gap-dependent bounds.