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Designing off-policy reinforcement learning algorithms is typically a very challenging task, because a desirable iteration update often involves an expectation over an on-policy distribution. Prior off-policy actor-critic (AC) algorithms…

Machine Learning · Computer Science 2021-07-20 Tengyu Xu , Zhuoran Yang , Zhaoran Wang , Yingbin Liang

The average reward is a fundamental performance metric in reinforcement learning (RL) focusing on the long-run performance of an agent. Differential temporal difference (TD) learning algorithms are a major advance for average reward RL as…

Machine Learning · Computer Science 2026-02-19 Ethan Blaser , Jiuqi Wang , Shangtong Zhang

Importance sampling is a central idea underlying off-policy prediction in reinforcement learning. It provides a strategy for re-weighting samples from a distribution to obtain unbiased estimates under another distribution. However,…

Machine Learning · Computer Science 2023-06-28 Kristopher De Asis , Eric Graves , Richard S. Sutton

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…

Machine Learning · Computer Science 2025-06-24 Hwanwoo Kim , Panos Toulis , Eric Laber

Policy evaluation algorithms are essential to reinforcement learning due to their ability to predict the performance of a policy. However, there are two long-standing issues lying in this prediction problem that need to be tackled:…

Machine Learning · Computer Science 2021-12-30 Daoming Lyu , Bo Liu , Matthieu Geist , Wen Dong , Saad Biaz , Qi Wang

Emphatic algorithms are temporal-difference learning algorithms that change their effective state distribution by selectively emphasizing and de-emphasizing their updates on different time steps. Recent works by Sutton, Mahmood and White…

Machine Learning · Computer Science 2015-07-07 A. Rupam Mahmood , Huizhen Yu , Martha White , Richard S. Sutton

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

Many off-policy prediction learning algorithms have been proposed in the past decade, but it remains unclear which algorithms learn faster than others. We empirically compare 11 off-policy prediction learning algorithms with linear function…

Machine Learning · Computer Science 2021-09-14 Sina Ghiassian , Richard S. Sutton

The ability to exploit prior experience to solve novel problems rapidly is a hallmark of biological learning systems and of great practical importance for artificial ones. In the meta reinforcement learning literature much recent work has…

We consider off-policy temporal-difference (TD) learning in discounted Markov decision processes, where the goal is to evaluate a policy in a model-free way by using observations of a state process generated without executing the policy. To…

Machine Learning · Computer Science 2018-11-27 Huizhen Yu , A. Rupam Mahmood , Richard S. Sutton

Emphatic Temporal Difference (ETD) learning has recently been proposed as a convergent off-policy learning method. ETD was proposed mainly to address convergence issues of conventional Temporal Difference (TD) learning under off-policy…

Artificial Intelligence · Computer Science 2019-03-04 Xiang Gu , Sina Ghiassian , Richard S. Sutton

Off-policy learning is key to scaling up reinforcement learning as it allows to learn about a target policy from the experience generated by a different behavior policy. Unfortunately, it has been challenging to combine off-policy learning…

Machine Learning · Computer Science 2019-01-04 Ahmed Touati , Pierre-Luc Bacon , Doina Precup , Pascal Vincent

Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…

Machine Learning · Computer Science 2022-07-05 Yao Liu , Yannis Flet-Berliac , Emma Brunskill

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

The goal of this manuscript is to conduct a controltheoretic analysis of Temporal Difference (TD) learning algorithms. TD-learning serves as a cornerstone in the realm of reinforcement learning, offering a methodology for approximating the…

Artificial Intelligence · Computer Science 2023-09-12 Donghwan Lee , Do Wan Kim

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

We study high-confidence behavior-agnostic off-policy evaluation in reinforcement learning, where the goal is to estimate a confidence interval on a target policy's value, given only access to a static experience dataset collected by…

Machine Learning · Computer Science 2020-10-23 Bo Dai , Ofir Nachum , Yinlam Chow , Lihong Li , Csaba Szepesvári , Dale Schuurmans

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

In experimenting with off-policy temporal difference (TD) methods in hierarchical reinforcement learning (HRL) systems, we have observed unwanted on-policy learning under reproducible conditions. Here we present modifications to several TD…

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