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Fast-converging algorithms are a contemporary requirement in reinforcement learning. In the context of linear function approximation, the magnitude of the smallest eigenvalue of the key matrix is a major factor reflecting the convergence…

Machine Learning · Computer Science 2024-11-12 Xingguo Chen , Yu Gong , Shangdong Yang , Wenhao Wang

It is still common to use Q-learning and temporal difference (TD) learning-even though they have divergence issues and sound Gradient TD alternatives exist-because divergence seems rare and they typically perform well. However, recent work…

Machine Learning · Computer Science 2020-09-21 Sina Ghiassian , Andrew Patterson , Shivam Garg , Dhawal Gupta , Adam White , Martha 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

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

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

There is a long history of using meta learning as representation learning, specifically for determining the relevance of inputs. In this paper, we examine an instance of meta-learning in which feature relevance is learned by adapting step…

Machine Learning · Computer Science 2019-03-11 Alex Kearney , Vivek Veeriah , Jaden Travnik , Patrick M. Pilarski , Richard S. Sutton

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

We investigate projection methods, for evaluating a linear approximation of the value function of a policy in a Markov Decision Process context. We consider two popular approaches, the one-step Temporal Difference fix-point computation…

Artificial Intelligence · Computer Science 2010-11-22 Bruno Scherrer

Temporal-difference learning (TD), coupled with neural networks, is among the most fundamental building blocks of deep reinforcement learning. However, due to the nonlinearity in value function approximation, such a coupling leads to…

Machine Learning · Computer Science 2020-04-16 Qi Cai , Zhuoran Yang , Jason D. Lee , Zhaoran Wang

In this paper we propose several novel distributed gradient-based temporal difference algorithms for multi-agent off-policy learning of linear approximation of the value function in Markov decision processes with strict information…

Machine Learning · Computer Science 2021-04-20 Milos S. Stankovic , Marko Beko , Srdjan S. Stankovic

While there are convergence guarantees for temporal difference (TD) learning when using linear function approximators, the situation for nonlinear models is far less understood, and divergent examples are known. Here we take a first step…

Machine Learning · Computer Science 2020-02-12 David Brandfonbrener , Joan Bruna

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Numerical Analysis · Computer Science 2019-09-05 Dimitri P. Bertsekas

Temporal difference (TD) learning is a cornerstone reinforcement learning (RL) method for policy evaluation, where the goal is to estimate the value function of a Markov decision process under a fixed policy. While a substantial body of…

Machine Learning · Computer Science 2026-02-02 Donghwan Lee , Do Wan Kim

In this paper, we introduce a method for adapting the step-sizes of temporal difference (TD) learning. The performance of TD methods often depends on well chosen step-sizes, yet few algorithms have been developed for setting the step-size…

Machine Learning · Computer Science 2018-04-11 Alex Kearney , Vivek Veeriah , Jaden B. Travnik , Richard S. Sutton , Patrick M. Pilarski

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

In reinforcement learning, the TD($\lambda$) algorithm is a fundamental policy evaluation method with an efficient online implementation that is suitable for large-scale problems. One practical drawback of TD($\lambda$) is its sensitivity…

Machine Learning · Statistics 2014-12-23 Aviv Tamar , Panos Toulis , Shie Mannor , Edoardo M. Airoldi

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for multi-agent Markov decision processes (MDPs). The temporal difference (TD) learning is a reinforcement learning (RL)…

Optimization and Control · Mathematics 2018-08-23 Donghwan Lee , Hyungjin Yoon , Naira Hovakimyan

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

We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice…

Machine Learning · Computer Science 2024-09-20 Gandharv Patil , Prashanth L. A. , Dheeraj Nagaraj , Doina Precup

Multi-step temporal difference (TD) learning is an important approach in reinforcement learning, as it unifies one-step TD learning with Monte Carlo methods in a way where intermediate algorithms can outperform either extreme. They address…

Machine Learning · Computer Science 2018-09-10 Kristopher De Asis , Richard S. Sutton