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We study reinforcement learning under model misspecification, where we do not have access to the true environment but only to a reasonably close approximation to it. We address this problem by extending the framework of robust MDPs to the…

Machine Learning · Computer Science 2017-11-10 Aurko Roy , Huan Xu , Sebastian Pokutta

In this paper, we propose a generic framework for devising an adaptive approximation scheme for value function approximation in reinforcement learning, which introduces multiscale approximation. The two basic ingredients are multiresolution…

Machine Learning · Computer Science 2019-08-26 Tao Li , Quanyan Zhu

Replication of experimental results has been a challenge faced by many scientific disciplines, including the field of machine learning. Recent work on the theory of machine learning has formalized replicability as the demand that an…

Machine Learning · Computer Science 2026-04-15 Eric Eaton , Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell

Despite many algorithmic advances, our theoretical understanding of practical distributional reinforcement learning methods remains limited. One exception is Rowland et al. (2018)'s analysis of the C51 algorithm in terms of the Cram\'er…

Machine Learning · Computer Science 2019-02-11 Marc G. Bellemare , Nicolas Le Roux , Pablo Samuel Castro , Subhodeep Moitra

Deep reinforcement learning methods have achieved state-of-the-art results in a variety of challenging, high-dimensional domains ranging from video games to locomotion. The key to success has been the use of deep neural networks used to…

Machine Learning · Computer Science 2020-11-17 Hiteshi Sharma , Rahul Jain

Temporal difference learning with linear function approximation is a popular method to obtain a low-dimensional approximation of the value function of a policy in a Markov Decision Process. We give a new interpretation of this method in…

Machine Learning · Computer Science 2020-10-29 Rui Liu , Alex Olshevsky

We show that deep reinforcement learning algorithms can retain their ability to learn without resetting network parameters in settings where the number of gradient updates greatly exceeds the number of environment samples by combatting…

Machine Learning · Computer Science 2024-08-06 Marcel Hussing , Claas Voelcker , Igor Gilitschenski , Amir-massoud Farahmand , Eric Eaton

A supervised learning algorithm has access to a distribution of labeled examples, and needs to return a function (hypothesis) that correctly labels the examples. The hypothesis of the learner is taken from some fixed class of functions…

Machine Learning · Computer Science 2020-08-25 Eran Malach , Shai Shalev-Shwartz

Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy…

Machine Learning · Computer Science 2018-09-21 Yonathan Efroni , Gal Dalal , Bruno Scherrer , Shie Mannor

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

This paper revisits and extends the convergence and robustness properties of value and policy iteration algorithms for discrete-time linear quadratic regulator problems. In the model-based case, we extend current results concerning the…

Systems and Control · Electrical Eng. & Systems 2025-04-11 Bowen Song , Chenxuan Wu , Andrea Iannelli

In practical reinforcement learning (RL), the discount factor used for estimating value functions often differs from that used for defining the evaluation objective. In this work, we study the effect that this discrepancy of discount…

Machine Learning · Computer Science 2021-06-16 Yunhao Tang , Mark Rowland , Rémi Munos , Michal Valko

Several researchers have recently investigated the connection between reinforcement learning and classification. We are motivated by proposals of approximate policy iteration schemes without value functions which focus on policy…

Machine Learning · Computer Science 2008-07-06 Christos Dimitrakakis , Michail G. Lagoudakis

We initiate the mathematical study of replicability as an algorithmic property in the context of reinforcement learning (RL). We focus on the fundamental setting of discounted tabular MDPs with access to a generative model. Inspired by…

Machine Learning · Computer Science 2023-10-31 Amin Karbasi , Grigoris Velegkas , Lin F. Yang , Felix Zhou

In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…

Machine Learning · Computer Science 2020-06-09 Bo Liu , Ian Gemp , Mohammad Ghavamzadeh , Ji Liu , Sridhar Mahadevan , Marek Petrik

Greedy algorithms for NLP such as transition based parsing are prone to error propagation. One way to overcome this problem is to allow the algorithm to backtrack and explore an alternative solution in cases where new evidence contradicts…

Computation and Language · Computer Science 2022-06-29 Franck Dary , Maxime Petit , Alexis Nasr

The paper gives a systematic study of the approximate versions of three greedy-type algorithms that are widely used in convex optimization. By approximate version we mean the one where some of evaluations are made with an error. Importance…

Machine Learning · Statistics 2014-12-11 Vladimir Temlyakov

We consider off-policy temporal-difference (TD) learning methods for policy evaluation in Markov decision processes with finite spaces and discounted reward criteria, and we present a collection of convergence results for several…

Machine Learning · Computer Science 2018-03-30 Huizhen Yu

Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD)…

Machine Learning · Statistics 2021-12-03 Qin Lu , Georgios B. Giannakis

We consider off-policy policy evaluation with function approximation (FA) in average-reward MDPs, where the goal is to estimate both the reward rate and the differential value function. For this problem, bootstrapping is necessary and,…

Machine Learning · Computer Science 2022-10-19 Shangtong Zhang , Yi Wan , Richard S. Sutton , Shimon Whiteson