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The family of temporal difference (TD) methods span a spectrum from computationally frugal linear methods like TD({\lambda}) to data efficient least squares methods. Least square methods make the best use of available data directly…

Artificial Intelligence · Computer Science 2017-03-13 Yangchen Pan , Adam White , Martha White

Solving a reinforcement learning (RL) problem poses two competing challenges: fitting a potentially discontinuous value function, and generalizing well to new observations. In this paper, we analyze the learning dynamics of temporal…

Machine Learning · Computer Science 2022-06-07 Clare Lyle , Mark Rowland , Will Dabney , Marta Kwiatkowska , Yarin Gal

The hallmark feature of temporal-difference (TD) learning is bootstrapping: using value predictions to generate new value predictions. The vast majority of TD methods for control learn a policy by bootstrapping from a single action-value…

Machine Learning · Computer Science 2025-09-05 Brett Daley , Prabhat Nagarajan , Martha White , Marlos C. Machado

We study the multi-step off-policy learning approach to distributional RL. Despite the apparent similarity between value-based RL and distributional RL, our study reveals intriguing and fundamental differences between the two cases in the…

Machine Learning · Computer Science 2022-07-18 Yunhao Tang , Mark Rowland , Rémi Munos , Bernardo Ávila Pires , Will Dabney , Marc G. Bellemare

In reinforcement learning, temporal difference-based algorithms can be sample-inefficient: for instance, with sparse rewards, no learning occurs until a reward is observed. This can be remedied by learning richer objects, such as a model of…

Machine Learning · Computer Science 2021-01-19 Léonard Blier , Corentin Tallec , Yann Ollivier

We study the finite-time convergence of TD learning with linear function approximation under Markovian sampling. Existing proofs for this setting either assume a projection step in the algorithm to simplify the analysis, or require a fairly…

Machine Learning · Computer Science 2024-06-27 Aritra Mitra

In a broad class of reinforcement learning applications, stochastic rewards have heavy-tailed distributions, which lead to infinite second-order moments for stochastic (semi)gradients in policy evaluation and direct policy optimization. In…

Machine Learning · Computer Science 2023-06-21 Semih Cayci , Atilla Eryilmaz

In this paper, we address two key challenges in deep reinforcement learning setting, sample inefficiency and slow learning, with a dual NN-driven learning approach. In the proposed approach, we use two deep NNs with independent…

Systems and Control · Electrical Eng. & Systems 2021-10-29 Krishnan Raghavan , Vignesh Narayanan , Jagannathan Sarangapani

We analyse quantile temporal-difference learning (QTD), a distributional reinforcement learning algorithm that has proven to be a key component in several successful large-scale applications of reinforcement learning. Despite these…

Recent advances in vision-language-action (VLA) models for robotics have highlighted the importance of reliable uncertainty quantification in sequential tasks. However, assessing and improving calibration in such settings remains mostly…

Robotics · Computer Science 2026-04-23 Shelly Francis-Meretzki , Mirco Mutti , Yaniv Romano , Aviv Tamar

Temporal difference (TD) learning is one of the main foundations of modern reinforcement learning. This paper studies the use of TD(0), a canonical TD algorithm, to estimate the value function of a given policy from a batch of data. In this…

Machine Learning · Computer Science 2020-08-18 Brahma Pavse , Ishan Durugkar , Josiah Hanna , Peter Stone

Temporal difference (TD) learning is a cornerstone of reinforcement learning. In the average-reward setting, standard TD($\lambda$) is highly sensitive to the choice of step-size and thus requires careful tuning to maintain numerical…

Machine Learning · Statistics 2025-10-08 Hwanwoo Kim , Dongkyu Derek Cho , Eric Laber

Temporal Difference learning or TD($\lambda$) is a fundamental algorithm in the field of reinforcement learning. However, setting TD's $\lambda$ parameter, which controls the timescale of TD updates, is generally left up to the…

Machine Learning · Computer Science 2017-01-02 Timothy A. Mann , Hugo Penedones , Shie Mannor , Todd Hester

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Dynamical Systems · Mathematics 2024-03-25 Anna Fitzpatrick , Molly Folino , Andrea Arnold

Gradient-based temporal difference (GTD) algorithms are widely used in off-policy learning scenarios. Among them, the two time-scale TD with gradient correction (TDC) algorithm has been shown to have superior performance. In contrast to…

Machine Learning · Computer Science 2019-09-27 Tengyu Xu , Shaofeng Zou , Yingbin Liang

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

We investigate the finite-time convergence properties of Temporal Difference (TD) learning with linear function approximation, a cornerstone algorithm in the field of reinforcement learning. We are interested in the so-called ``robust''…

Machine Learning · Computer Science 2025-09-26 Wei-Cheng Lee , Francesco Orabona

Reinforcement learning (RL) algorithms allow artificial agents to improve their selection of actions to increase rewarding experiences in their environments. Temporal Difference (TD) Learning -- a model-free RL method -- is a leading…

Machine Learning · Computer Science 2019-09-05 Jacob Rafati , David C. Noelle

A central challenge to applying many off-policy reinforcement learning algorithms to real world problems is the variance introduced by importance sampling. In off-policy learning, the agent learns about a different policy than the one being…

Machine Learning · Computer Science 2022-06-20 Eric Graves , Sina Ghiassian

Distributional reinforcement learning improves performance by capturing environmental stochasticity, but a comprehensive theoretical understanding of its effectiveness remains elusive. In addition, the intractable element of the infinite…

Machine Learning · Computer Science 2025-05-14 Taehyun Cho , Seungyub Han , Seokhun Ju , Dohyeong Kim , Kyungjae Lee , Jungwoo Lee