A Generalization Error for Q-Learning

@article{Murphy2005AGE,
  title={A Generalization Error for Q-Learning},
  author={Susan A. Murphy},
  journal={Journal of machine learning research : JMLR},
  year={2005},
  volume={6},
  pages={1073-1097}
}
Planning problems that involve learning a policy from a single training set of finite horizon trajectories arise in both social science and medical fields. We consider Q-learning with function approximation for this setting and derive an upper bound on the generalization error. This upper bound is in terms of quantities minimized by a Q-learning algorithm, the complexity of the approximation space and an approximation term due to the mismatch between Q-learning and the goal of learning a policy… CONTINUE READING
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