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We consider a distributed setup for reinforcement learning, where each agent has a copy of the same Markov Decision Process but transitions are sampled from the corresponding Markov chain independently by each agent. We show that in this…

Machine Learning · Computer Science 2024-06-04 Haoxing Tian , Ioannis Ch. Paschalidis , Alex Olshevsky

Online Learning to Rank (OLTR) methods optimize ranking models by directly interacting with users, which allows them to be very efficient and responsive. All OLTR methods introduced during the past decade have extended on the original OLTR…

Information Retrieval · Computer Science 2019-01-30 Harrie Oosterhuis , Maarten de Rijke

We provide a new non-asymptotic analysis of distributed temporal difference learning with linear function approximation. Our approach relies on ``one-shot averaging,'' where $N$ agents run identical local copies of the TD(0) method and…

Machine Learning · Computer Science 2023-05-26 Rui Liu , Alex Olshevsky

Q-learning is a reliable but inefficient off-policy temporal-difference method, backing up reward only one step at a time. Replacing traces, using a recency heuristic, are more efficient but less reliable. In this work, we introduce…

Machine Learning · Computer Science 2015-03-19 Mitchell Keith Bloch

We study policy evaluation problems in multi-task reinforcement learning (RL) under a low-rank representation setting. In this setting, we are given $N$ learning tasks where the corresponding value function of these tasks lie in an…

Machine Learning · Computer Science 2025-03-05 Yitao Bai , Sihan Zeng , Justin Romberg , Thinh T. Doan

In [1, 2], we have explored the theoretical aspects of feature extraction optimization processes for solving largescale problems and overcoming machine learning limitations. Majority of optimization algorithms that have been introduced in…

Machine Learning · Computer Science 2019-08-28 Farid Ghareh Mohammadi , M. Hadi Amini , Hamid R. Arabnia

We provide faster randomized algorithms for computing an $\epsilon$-optimal policy in a discounted Markov decision process with $A_{\text{tot}}$-state-action pairs, bounded rewards, and discount factor $\gamma$. We provide an…

Machine Learning · Computer Science 2024-05-22 Yujia Jin , Ishani Karmarkar , Aaron Sidford , Jiayi Wang

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

Feedback-based online optimization algorithms have gained traction in recent years because of their simple implementation, their ability to reject disturbances in real time, and their increased robustness to model mismatch. While the…

Optimization and Control · Mathematics 2019-05-20 Marcello Colombino , John W. Simpson-Porco , Andrey Bernstein

TD-learning is a foundation reinforcement learning (RL) algorithm for value prediction. Critical to the accuracy of value predictions is the quality of state representations. In this work, we consider the question: how does end-to-end…

Machine Learning · Computer Science 2023-05-31 Yunhao Tang , Rémi Munos

Recurrent Neural Networks (RNNs) are widely used for online regression due to their ability to generalize nonlinear temporal dependencies. As an RNN model, Long-Short-Term-Memory Networks (LSTMs) are commonly preferred in practice, as these…

Machine Learning · Computer Science 2021-06-01 N. Mert Vural , Fatih Ilhan , Selim F. Yilmaz , Salih Ergüt , Suleyman S. Kozat

We are interested in solving the problem of imitation learning with a limited amount of real-world expert data. Existing offline imitation methods often struggle with poor data coverage and severe performance degradation. We propose a…

Robotics · Computer Science 2025-10-06 Yilin Wang , Shangzhe Li , Haoyi Niu , Zhiao Huang , Weitong Zhang , Hao Su

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of…

Machine Learning · Computer Science 2019-11-14 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

Temporal-difference (TD) learning is widely regarded as one of the most popular algorithms in reinforcement learning (RL). Despite its widespread use, it has only been recently that researchers have begun to actively study its finite time…

Machine Learning · Computer Science 2025-04-16 Han-Dong Lim , Donghwan Lee

A long-standing proposition is that by emulating the operation of the brain's neocortex, a spiking neural network (SNN) can achieve similar desirable features: flexible learning, speed, and efficiency. Temporal neural networks (TNNs) are…

Neural and Evolutionary Computing · Computer Science 2021-02-24 James E. Smith

Policy evaluation with linear function approximation is an important problem in reinforcement learning. When facing high-dimensional feature spaces, such a problem becomes extremely hard considering the computation efficiency and quality of…

Machine Learning · Computer Science 2018-05-28 Haifang Li , Yingce Xia , Wensheng Zhang

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

Most traditional online learning algorithms are based on variants of mirror descent or follow-the-leader. In this paper, we present an online algorithm based on a completely different approach, tailored for transductive settings, which…

Machine Learning · Computer Science 2013-09-12 Nicolò Cesa-Bianchi , Ohad Shamir

Dynamic mode decomposition (DMD) is a popular technique for modal decomposition, flow analysis, and reduced-order modeling. In situations where a system is time varying, one would like to update the system's description online as time…

Optimization and Control · Mathematics 2017-07-11 Hao Zhang , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta