Closing the Log Gap: Minimax-Optimal Regret for Episodic RL

In this paper, we study the regret minimization problem in episodic tabular MDPs. Our algorithm achieves the first expected regret bound scaling as $\sqrt{H^3 S A K}$ for sufficiently large $K$, where $H$ is the episode length, $K$ is the number of episodes, and $S$ and $A$ are the numbers of states and actions, respectively. Our method is the first to match the minimax lower bound \emph{without extra polylog factors}. We introduce a variant of UCBVI which does not maintain strictly optimistic estimates, and uses MOSS-style exploration bonuses whose logarithmic terms adapt to both visit counts and estimated variances. A key challenge is controlling the propagation of errors caused by under-optimism, which we accomplish in an occupancy-weighted way, avoiding logarithmic overhead that would be incurred by uniform-over-rows concentration. Our analysis develops time-uniform and variance-aware concentration bounds that may be of independent interest. As a corollary we also develop an algorithm for $(\varepsilon, δ)$-PAC best-policy identification, which is the first to match the $Ω\big(H^3 SA\log(\frac{1}δ)\varepsilon^{-2}\big)$ minimax lower bound up to constants in some regimes.

Authors

Publication Details

Journal
arXiv (Cornell University)
Published
2026-10-29
DOI
https://doi.org/10.48550/arxiv.2610.40165
Primary Topic
Advanced Bandit Algorithms Research
Type
preprint
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preprint

Closing the Log Gap: Minimax-Optimal Regret for Episodic RL

Matthew Zurek, Victor Boone, Guy Zamir, Yudong Chen
arXiv (Cornell University)
Advanced Bandit Algorithms Research
preprint

Closing the Log Gap: Minimax-Optimal Regret for Episodic RL

Matthew Zurek, Victor Boone, Guy Zamir, Yudong Chen
preprint en

Abstract

In this paper, we study the regret minimization problem in episodic tabular MDPs. Our algorithm achieves the first expected regret bound scaling as $\sqrt{H^3 S A K}$ for sufficiently large $K$, where $H$ is the episode length, $K$ is the number of episodes, and $S$ and $A$ are the numbers of states and actions, respectively. Our method is the first to match the minimax lower bound \emph{without extra polylog factors}. We introduce a variant of UCBVI which does not maintain strictly optimistic estimates, and uses MOSS-style exploration bonuses whose logarithmic terms adapt to both visit counts and estimated variances. A key challenge is controlling the propagation of errors caused by under-optimism, which we accomplish in an occupancy-weighted way, avoiding logarithmic overhead that would be incurred by uniform-over-rows concentration. Our analysis develops time-uniform and variance-aware concentration bounds that may be of independent interest. As a corollary we also develop an algorithm for $(\varepsilon, δ)$-PAC best-policy identification, which is the first to match the $Ω\big(H^3 SA\log(\frac{1}δ)\varepsilon^{-2}\big)$ minimax lower bound up to constants in some regimes.

arXiv (Cornell University)
Advanced Bandit Algorithms Research
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