Q-Learning: Theory and Applications

Jesse Clifton, Eric Laber
2020 Annual Review of Statistics and Its Application  
Q-learning, originally an incremental algorithm for estimating an optimal decision strategy in an infinite-horizon decision problem, now refers to a general class of reinforcement learning methods widely used in statistics and artificial intelligence. In the context of personalized medicine, finite-horizon Q-learning is the workhorse for estimating optimal treatment strategies, known as treatment regimes. Infinite-horizon Q-learning is also increasingly relevant in the growing field of mobile
more » ... alth. In computer science, Q-learning methods have achieved remarkable performance in domains such as game-playing and robotics. In this article, we ( a) review the history of Q-learning in computer science and statistics, ( b) formalize finite-horizon Q-learning within the potential outcomes framework and discuss the inferential difficulties for which it is infamous, and ( c) review variants of infinite-horizon Q-learning and the exploration-exploitation problem, which arises in decision problems with a long time horizon. We close by discussing issues arising with the use of Q-learning in practice, including arguments for combining Q-learning with direct-search methods; sample size considerations for sequential, multiple assignment randomized trials; and possibilities for combining Q-learning with model-based methods.
doi:10.1146/annurev-statistics-031219-041220 fatcat:yh4itcu6ezecnig3ybpg4tpk4m