Misspecified $Q$-Learning with Sparse Linear Function Approximation: Tight Bounds on Approximation Error
The recent work by Dong and Yang (2023) showed for misspecified sparse linear bandits, one can obtain an $O(\epsilon)$-optimal policy using a polynomial number of samples when the sparsity is a constant, where $\epsilon$ is the misspecification error. This result is in sharp contrast to misspecified…