Exact Fast Batch Simulation for Tabular Reinforcement Learning
stat.ML, cs.LG
Submitted: 2026-10-03
Updated: 2026-10-03
License: http://creativecommons.org/licenses/by/4.0/
The gist: Simulation is a fundamental computational primitive in reinforcement learning (RL), yet conventional simulation explicitly generates individual trajectories even when downstream procedures use only
Terminology
Abstract
Simulation is a fundamental computational primitive in reinforcement learning (RL), yet conventional simulation explicitly generates individual trajectories even when downstream procedures use only aggregate statistics. To address this, we develop an exact fast-simulation framework for finite-horizon tabular Markov decision processes. Our framework has two complementary modes. In direct batch simulation, a batch is represented by its aggregate Markov flow. With sufficient parallel simulation resources, this flow can be obtained by trajectory aggregation; when such simulation is unavailable or costly but the initial state and transition distributions are directly accessible, we instead generate an identically distributed flow through forward Markov-flow sampling without materializing individual trajectories. The latter reduces the simulator-side computational dependence on batch size m from O(m) to O(1). In adaptive batch simulation, when batch length is determined by a data-dependent condition, exact multivariate-hypergeometric splitting recursively refines a candidate Markov flow while preserving the conditional law, reducing the cost dependence on m from O(m) to O(m). Together, these modes accelerate simulation by keeping trajectories aggregated whenever possible and refining flows only when required to locate data-dependent boundaries. The framework applies broadly across simulator-based, offline, and online batch or stage-based RL, as illustrated with representative algorithms from each setting.
Sources
Related papers
- Behavior of prediction performance metrics with rare events
- Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs
- A Posterior-Dynamics Framework for Imaging Inverse Problems with Pretrained Diffusion Priors
- Efficient quadratic entropy with distance sketches
- Embedding-Bias in Conditional Independence Testing
- From Log-Odds to Shapley Values: An Explanatory Geometry for the Weighted Naive Bayes Classifier