English
Related papers

Related papers: Kalman Temporal Differences

200 papers

Temporal-difference learning with gradient correction (TDC) is a two time-scale algorithm for policy evaluation in reinforcement learning. This algorithm was initially proposed with linear function approximation, and was later extended to…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou , Yi Zhou

Temporal difference (TD) learning is a fundamental technique in reinforcement learning that updates value estimates for states or state-action pairs using a TD target. This target represents an improved estimate of the true value by…

Machine Learning · Computer Science 2024-08-05 Wuhao Wang , Zhiyong Chen , Lepeng Zhang

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

Machine Learning · Computer Science 2018-05-03 Yann Ollivier

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

The focus of this paper is on stochastic variational inequalities (VI) under Markovian noise. A prominent application of our algorithmic developments is the stochastic policy evaluation problem in reinforcement learning. Prior…

Optimization and Control · Mathematics 2021-08-17 Georgios Kotsalis , Guanghui Lan , Tianjiao Li

We discuss the approximation of the value function for infinite-horizon discounted Markov Reward Processes (MRP) with nonlinear functions trained with the Temporal-Difference (TD) learning algorithm. We first consider this problem under a…

Machine Learning · Computer Science 2024-02-05 Andrea Agazzi , Jianfeng Lu

Several applications of Reinforcement Learning suffer from instability due to high variance. This is especially prevalent in high dimensional domains. Regularization is a commonly used technique in machine learning to reduce variance, at…

Machine Learning · Computer Science 2019-04-12 Pierre Thodoroff , Audrey Durand , Joelle Pineau , Doina Precup

Recently, \citet{SuttonMW15} introduced the emphatic temporal differences (ETD) algorithm for off-policy evaluation in Markov decision processes. In this short note, we show that the projected fixed-point equation that underlies ETD…

Machine Learning · Statistics 2015-08-25 Assaf Hallak , Aviv Tamar , Shie Mannor

The linear Markov Decision Process (MDP) framework offers a principled foundation for reinforcement learning (RL) with strong theoretical guarantees and sample efficiency. However, its restrictive assumption-that both transition dynamics…

Machine Learning · Statistics 2025-06-03 Sinian Zhang , Kaicheng Zhang , Ziping Xu , Tianxi Cai , Doudou Zhou

One of the fundamental challenges associated with reinforcement learning (RL) is that collecting sufficient data can be both time-consuming and expensive. In this paper, we formalize a concept of time reversal symmetry in a Markov decision…

Machine Learning · Computer Science 2023-11-29 Brett Barkley , Amy Zhang , David Fridovich-Keil

Test-Time Training (TTT) proposes to adapt a pre-trained network to changing data distributions on-the-fly. In this work, we propose the first TTT method for 3D semantic segmentation, TTT-KD, which models Knowledge Distillation (KD) from…

Computer Vision and Pattern Recognition · Computer Science 2024-03-19 Lisa Weijler , Muhammad Jehanzeb Mirza , Leon Sick , Can Ekkazan , Pedro Hermosilla

We propose a stochastic approximation (SA) based method with randomization of samples for policy evaluation using the least squares temporal difference (LSTD) algorithm. Our proposed scheme is equivalent to running regular temporal…

Machine Learning · Computer Science 2020-01-27 L. A. Prashanth , Nathaniel Korda , Rémi Munos

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

Machine Learning · Computer Science 2023-09-04 Falcon Z. Dai

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

We study the convergence behavior of the celebrated temporal-difference (TD) learning algorithm. By looking at the algorithm through the lens of optimization, we first argue that TD can be viewed as an iterative optimization algorithm where…

Machine Learning · Computer Science 2023-11-10 Kavosh Asadi , Shoham Sabach , Yao Liu , Omer Gottesman , Rasool Fakoor

Integral to recent successes in deep reinforcement learning has been a class of temporal difference methods that use infrequently updated target values for policy evaluation in a Markov Decision Process. Yet a complete theoretical…

Machine Learning · Computer Science 2023-08-15 Mattie Fellows , Matthew J. A. Smith , Shimon Whiteson

Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…

Machine Learning · Statistics 2024-04-03 Chaitra Agrahar , William Poole , Simone Bianco , Hana El-Samad

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

This work studies knowledge distillation (KD) for large language models (LLMs) through preference optimization. We propose a reward-guided imitation learning framework for sequential KD, formulating a min-max optimization problem between…

Machine Learning · Computer Science 2025-05-27 Chen Jia