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Temporal difference (TD) methods constitute a class of methods for learning predictions in multi-step prediction problems, parameterized by a recency factor lambda. Currently the most important application of these methods is to temporal…

Artificial Intelligence · Computer Science 2008-02-03 P. Cichosz

Linear TD($\lambda$) is one of the most fundamental reinforcement learning algorithms for policy evaluation. Previously, convergence rates are typically established under the assumption of linearly independent features, which does not hold…

Machine Learning · Computer Science 2025-10-15 Zixuan Xie , Xinyu Liu , Rohan Chandra , Shangtong Zhang

One of the main obstacles to broad application of reinforcement learning methods is the parameter sensitivity of our core learning algorithms. In many large-scale applications, online computation and function approximation represent key…

Artificial Intelligence · Computer Science 2016-10-25 Martha White , Adam White

In this paper we introduce the idea of improving the performance of parametric temporal-difference (TD) learning algorithms by selectively emphasizing or de-emphasizing their updates on different time steps. In particular, we show that…

Machine Learning · Computer Science 2016-07-21 Richard S. Sutton , A. Rupam Mahmood , Martha White

Temporal difference (TD) learning is a cornerstone of reinforcement learning. In the average-reward setting, standard TD($\lambda$) is highly sensitive to the choice of step-size and thus requires careful tuning to maintain numerical…

Machine Learning · Statistics 2025-10-08 Hwanwoo Kim , Dongkyu Derek Cho , Eric Laber

Temporal-Difference (TD) learning is a standard and very successful reinforcement learning approach, at the core of both algorithms that learn the value of a given policy, as well as algorithms which learn how to improve policies.…

Machine Learning · Computer Science 2020-06-17 Mingde Zhao

Temporal-Difference (TD) learning is a standard and very successful reinforcement learning approach, at the core of both algorithms that learn the value of a given policy, as well as algorithms which learn how to improve policies.…

Machine Learning · Computer Science 2020-05-19 Mingde Zhao , Sitao Luan , Ian Porada , Xiao-Wen Chang , Doina Precup

Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement…

Machine Learning · Computer Science 2018-11-07 Jalaj Bhandari , Daniel Russo , Raghav Singal

Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…

Machine Learning · Computer Science 2026-03-04 Yunxiang Li , Mark Schmidt , Reza Babanezhad , Sharan Vaswani

Reinforcement learning has been successful across several applications in which agents have to learn to act in environments with sparse feedback. However, despite this empirical success there is still a lack of theoretical understanding of…

Machine Learning · Statistics 2023-11-08 Blake Bordelon , Paul Masset , Henry Kuo , Cengiz Pehlevan

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

Many reinforcement learning approaches rely on temporal-difference (TD) learning to learn a critic. However, TD-learning updates can be high variance. Here, we introduce a model-based RL framework, Taylor TD, which reduces this variance in…

Machine Learning · Computer Science 2023-10-19 Michele Garibbo , Maxime Robeyns , Laurence Aitchison

Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…

Machine Learning · Computer Science 2025-06-24 Hwanwoo Kim , Panos Toulis , Eric Laber

This paper investigates estimating the variance of a temporal-difference learning agent's update target. Most reinforcement learning methods use an estimate of the value function, which captures how good it is for the agent to be in a…

Artificial Intelligence · Computer Science 2018-02-15 Craig Sherstan , Brendan Bennett , Kenny Young , Dylan R. Ashley , Adam White , Martha White , Richard S. Sutton

Reinforcement learning lies at the intersection of several challenges. Many applications of interest involve extremely large state spaces, requiring function approximation to enable tractable computation. In addition, the learner has only a…

Machine Learning · Computer Science 2021-05-11 Andrew Jacobsen , Alan Chan

Temporal difference learning (TD) is a foundational concept in reinforcement learning (RL), aimed at efficiently assessing a policy's value function. TD($\lambda$), a potent variant, incorporates a memory trace to distribute the prediction…

Machine Learning · Computer Science 2024-02-13 Jianfei Ma

Temporal difference (TD) learning is an important approach in reinforcement learning, as it combines ideas from dynamic programming and Monte Carlo methods in a way that allows for online and incremental model-free learning. A key idea of…

Machine Learning · Computer Science 2018-09-21 Kristopher De Asis , Brendan Bennett , Richard S. Sutton

The average reward is a fundamental performance metric in reinforcement learning (RL) focusing on the long-run performance of an agent. Differential temporal difference (TD) learning algorithms are a major advance for average reward RL as…

Machine Learning · Computer Science 2026-02-19 Ethan Blaser , Jiuqi Wang , Shangtong Zhang

We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stochastic dynamic and a reward function. We propose two…

Machine Learning · Computer Science 2023-06-08 Ziad Kobeissi , Francis Bach

This paper revisits the temporal difference (TD) learning algorithm for the policy evaluation tasks in reinforcement learning. Typically, the performance of TD(0) and TD($\lambda$) is very sensitive to the choice of stepsizes. Oftentimes,…

Optimization and Control · Mathematics 2021-10-12 Tao Sun , Han Shen , Tianyi Chen , Dongsheng Li
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