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We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

Machine Learning · Computer Science 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare

Solving linear programs by using entropic penalization has recently attracted new interest in the optimization community, since this strategy forms the basis for the fastest-known algorithms for the optimal transport problem, with many…

Optimization and Control · Mathematics 2018-06-07 Jonathan Weed

In reinforcement learning (RL) , one of the key components is policy evaluation, which aims to estimate the value function (i.e., expected long-term accumulated reward) of a policy. With a good policy evaluation method, the RL algorithms…

Machine Learning · Computer Science 2018-09-25 Yue Wang , Wei Chen , Yuting Liu , Zhi-Ming Ma , Tie-Yan Liu

The true online TD({\lambda}) algorithm has recently been proposed (van Seijen and Sutton, 2014) as a universal replacement for the popular TD({\lambda}) algorithm, in temporal-difference learning and reinforcement learning. True online…

Artificial Intelligence · Computer Science 2015-07-03 Harm van Seijen , A. Rupam Mahmood , Patrick M. Pilarski , Richard S. Sutton

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet

We investigate the problem of synthesizing optimal control policies for Markov decision processes (MDPs) with both qualitative and quantitative objectives. Specifically, our goal is to achieve a given linear temporal logic (LTL) task with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Yu Chen , Shaoyuan Li , Xiang Yin

Sutton, Szepesv\'{a}ri and Maei introduced the first gradient temporal-difference (GTD) learning algorithms compatible with both linear function approximation and off-policy training. The goal of this paper is (a) to propose some variants…

Machine Learning · Computer Science 2024-01-23 Donghwan Lee , Han-Dong Lim , Jihoon Park , Okyong Choi

Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One core task in DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$.…

Machine Learning · Statistics 2025-01-17 Yang Peng , Liangyu Zhang , Zhihua Zhang

Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…

Machine Learning · Computer Science 2025-02-07 Haotian Lin , Pengcheng Wang , Jeff Schneider , Guanya Shi

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

Machine Learning · Computer Science 2022-02-14 Tengyang Xie , Nan Jiang , Huan Wang , Caiming Xiong , Yu Bai

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

The recent emergence of reinforcement learning has created a demand for robust statistical inference methods for the parameter estimates computed using these algorithms. Existing methods for statistical inference in online learning are…

Machine Learning · Statistics 2022-06-29 Pratik Ramprasad , Yuantong Li , Zhuoran Yang , Zhaoran Wang , Will Wei Sun , Guang Cheng

Off-policy learning refers to the problem of learning the value function of a way of behaving, or policy, while following a different policy. Gradient-based off-policy learning algorithms, such as GTD and TDC/GQ, converge even when using…

Artificial Intelligence · Computer Science 2015-12-15 Lucas Lehnert , Doina Precup

Sample efficiency is crucial for imitation learning methods to be applicable in real-world applications. Many studies improve sample efficiency by extending adversarial imitation to be off-policy regardless of the fact that these off-policy…

Machine Learning · Computer Science 2022-04-14 Mingfei Sun , Sam Devlin , Katja Hofmann , Shimon Whiteson

We study the policy evaluation problem in multi-agent reinforcement learning. In this problem, a group of agents works cooperatively to evaluate the value function for the global discounted accumulative reward problem, which is composed of…

Optimization and Control · Mathematics 2019-06-04 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

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 addresses the problem of learning control policies for mobile robots, modeled as unknown Markov Decision Processes (MDPs), that are tasked with temporal logic missions, such as sequencing, coverage, or surveillance. The MDP…

Robotics · Computer Science 2022-07-13 Yiannis Kantaros

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

Machine Learning · Computer Science 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

Consider learning a policy purely on the basis of demonstrated behavior -- that is, with no access to reinforcement signals, no knowledge of transition dynamics, and no further interaction with the environment. This *strictly batch…

Machine Learning · Statistics 2021-01-15 Daniel Jarrett , Ioana Bica , Mihaela van der Schaar

In off-policy policy evaluation (OPE) tasks within reinforcement learning, Temporal Difference Learning(TD) and Fitted Q-Iteration (FQI) have traditionally been viewed as differing in the number of updates toward the target value function:…

Machine Learning · Computer Science 2025-12-02 Zechen Wu , Amy Greenwald , Ronald Parr
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