stat.MLOct 21, 2026

Near Minimax Rate for Quantile Distributional Reinforcement Learning

Authors: Zijie Cheng, Zhihua Zhang

Organizations: School of Mathematical Sciences, Peking University

Abstract

In this paper, we study quantile distributional policy evaluation, where the return distribution under a given policy is approximated by the quantile Bellman fixed point ηm\bmη_m. We investigate the statistical accuracy of estimating ηm\bmη_m across quantile resolutions under Wasserstein distances. Assuming access to a generative model, we construct a quantile fixed point estimator ηm(n)\bmη_m^{(n)} from an empirical Markov decision process and establish non-asymptotic error bounds under Wasserstein distances. When reward densities are uniformly bounded away from zero, we obtain a root-nn high-probability bound simultaneously over all resolutions mm and all Wasserstein orders 1≤p≤∞1\le p\le\infty. When reward densities vanish at the support endpoints, we show that continuity and endpoint monotonicity suffice to preserve the same resolution-independent rate for 1≤p≤21\le p\le2. For p>2p>2, we establish a root-nn bound with coefficient m1/2−1/pm^{1/2-1/p}, together with a slower, resolution-independent n−1/pn^{-1/p} bound for every finite p>2p>2. We further obtain resolution-independent W∞W_\infty consistency governed by the continuity modulus of reward quantile functions. To investigate the sharpness of these bounds, we characterize the exact local asymptotic minimax risk at each fixed resolution as the expected Wasserstein-coordinate norm of the efficient Gaussian limit and prove that our estimator attains it. We then examine the resolution dependence of this optimal local risk. A regular one-state instance has resolution-independent local risk constants, whereas a single endpoint-vanishing two-state instance exhibits growth of order m1/2−1/pm^{1/2-1/p}, up to logarithmic factors along a resolution subsequence, for every p>2p>2.

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