Online Robust Reinforcement Learning with General Function Approximation

Debamita Ghosh, George K. Atia, Yue Wang
Proceedings of the 43rd International Conference on Machine Learning, PMLR 306:34750-34789, 2026.

Abstract

Reinforcement learning (RL) in real-world tasks often suffers from the performance degradation due to the distribution shift between training and deployment environments. Distributionally Robust RL (DR-RL) addresses this issue by optimizing the worst-case performance over an uncertainty set of transition dynamics, providing an optimized baseline performance upon deployment. However, existing methods typically require strong data access assumptions (e.g., a generative model or comprehensive offline datasets) and mostly focus on tabular settings. In this paper, we introduce a purely online DR-RL algorithm with general function approximation that learns a robust policy directly from interaction, without any prior knowledge or pre-collected data. Our method uses a dual-based fitted robust Bellman update to jointly learn the value function and the robust backup operator. We establish the first regret guarantee for online DR-RL in terms of an intrinsic complexity measure—the robust Bellman–Eluder (BE) dimension, for general $\phi$-divergence uncertainty sets. Our regret bound is sublinear and independent of $|\mathcal{S}|$ and $|\mathcal{A}|$, and recovers sharp rates in structured regimes, providing a scalable method for practical DR-RL.

Cite this Paper

BibTeX
@InProceedings{pmlr-v306-ghosh26a, title = {Online Robust Reinforcement Learning with General Function Approximation}, author = {Ghosh, Debamita and Atia, George K. and Wang, Yue}, booktitle = {Proceedings of the 43rd International Conference on Machine Learning}, pages = {34750--34789}, year = {2026}, editor = {Zhang, Tong and Dudik, Miroslav and Jaggi, Martin and Agarwal, Alekh and Li, Sharon and Schuurmans, Dale and Zhu, Jerry and Berkenkamp, Felix and Dong, Hanze and Bietti, Alberto}, volume = {306}, series = {Proceedings of Machine Learning Research}, month = {06--11 Jul}, publisher = {PMLR}, pdf = {https://raw.githubusercontent.com/mlresearch/v306/main/assets/ghosh26a/ghosh26a.pdf}, url = {https://proceedings.mlr.press/v306/ghosh26a.html}, abstract = {Reinforcement learning (RL) in real-world tasks often suffers from the performance degradation due to the distribution shift between training and deployment environments. Distributionally Robust RL (DR-RL) addresses this issue by optimizing the worst-case performance over an uncertainty set of transition dynamics, providing an optimized baseline performance upon deployment. However, existing methods typically require strong data access assumptions (e.g., a generative model or comprehensive offline datasets) and mostly focus on tabular settings. In this paper, we introduce a purely online DR-RL algorithm with general function approximation that learns a robust policy directly from interaction, without any prior knowledge or pre-collected data. Our method uses a dual-based fitted robust Bellman update to jointly learn the value function and the robust backup operator. We establish the first regret guarantee for online DR-RL in terms of an intrinsic complexity measure—the robust Bellman–Eluder (BE) dimension, for general $\phi$-divergence uncertainty sets. Our regret bound is sublinear and independent of $|\mathcal{S}|$ and $|\mathcal{A}|$, and recovers sharp rates in structured regimes, providing a scalable method for practical DR-RL.} }
Endnote
%0 Conference Paper %T Online Robust Reinforcement Learning with General Function Approximation %A Debamita Ghosh %A George K. Atia %A Yue Wang %B Proceedings of the 43rd International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2026 %E Tong Zhang %E Miroslav Dudik %E Martin Jaggi %E Alekh Agarwal %E Sharon Li %E Dale Schuurmans %E Jerry Zhu %E Felix Berkenkamp %E Hanze Dong %E Alberto Bietti %F pmlr-v306-ghosh26a %I PMLR %P 34750--34789 %U https://proceedings.mlr.press/v306/ghosh26a.html %V 306 %X Reinforcement learning (RL) in real-world tasks often suffers from the performance degradation due to the distribution shift between training and deployment environments. Distributionally Robust RL (DR-RL) addresses this issue by optimizing the worst-case performance over an uncertainty set of transition dynamics, providing an optimized baseline performance upon deployment. However, existing methods typically require strong data access assumptions (e.g., a generative model or comprehensive offline datasets) and mostly focus on tabular settings. In this paper, we introduce a purely online DR-RL algorithm with general function approximation that learns a robust policy directly from interaction, without any prior knowledge or pre-collected data. Our method uses a dual-based fitted robust Bellman update to jointly learn the value function and the robust backup operator. We establish the first regret guarantee for online DR-RL in terms of an intrinsic complexity measure—the robust Bellman–Eluder (BE) dimension, for general $\phi$-divergence uncertainty sets. Our regret bound is sublinear and independent of $|\mathcal{S}|$ and $|\mathcal{A}|$, and recovers sharp rates in structured regimes, providing a scalable method for practical DR-RL.
APA
Ghosh, D., Atia, G.K. & Wang, Y.. (2026). Online Robust Reinforcement Learning with General Function Approximation. Proceedings of the 43rd International Conference on Machine Learning, in Proceedings of Machine Learning Research 306:34750-34789 Available from https://proceedings.mlr.press/v306/ghosh26a.html.

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