Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learning

Motivated by real-world settings where data collection and policy deployment-- whether for a single agent or across multiple agents--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.