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Deep reinforcement learning algorithms that learn policies by trial-and-error must learn from limited amounts of data collected by actively interacting with the environment. While many prior works have shown that proper regularization…

Machine Learning · Computer Science 2023-04-21 Qiyang Li , Aviral Kumar , Ilya Kostrikov , Sergey Levine

Temporal-difference learning is a popular algorithm for policy evaluation. In this paper, we study the convergence of the regularized non-parametric TD(0) algorithm, in both the independent and Markovian observation settings. In particular,…

Optimization and Control · Mathematics 2022-05-25 Eloïse Berthier , Ziad Kobeissi , Francis Bach

This paper addresses the issue of policy evaluation in Markov Decision Processes, using linear function approximation. It provides a unified view of algorithms such as TD(lambda), LSTD(lambda), iLSTD, residual-gradient TD. It is asserted…

Machine Learning · Computer Science 2007-05-23 Manuel Loth , Philippe Preux

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

Temporal difference (TD) learning is a widely used method to evaluate policies in reinforcement learning. While many TD learning methods have been developed in recent years, little attention has been paid to preserving privacy and most of…

Machine Learning · Computer Science 2022-01-26 Canzhe Zhao , Yanjie Ze , Jing Dong , Baoxiang Wang , Shuai Li

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

Regularization is a widely recognized technique in mathematical optimization. It can be used to smooth out objective functions, refine the feasible solution set, or prevent overfitting in machine learning models. Due to its simplicity and…

Optimization and Control · Mathematics 2024-12-31 Filip Nikolovski , Irena Stojkovska , Katerina Hadzi-Velkova Saneva , Zoran Hadzi-Velkov

One of the main obstacles to broad application of reinforcement learning methods is the parameter sensitivity of our core learning algorithms. In many large-scale applications, online computation and function approximation represent key…

Artificial Intelligence · Computer Science 2016-10-25 Martha White , Adam White

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

In this paper we consider the problem of obtaining sharp bounds for the performance of temporal difference (TD) methods with linear function approximation for policy evaluation in discounted Markov decision processes. We show that a simple…

Machine Learning · Statistics 2024-06-18 Sergey Samsonov , Daniil Tiapkin , Alexey Naumov , Eric Moulines

Motivated by the emerging use of multi-agent reinforcement learning (MARL) in engineering applications such as networked robotics, swarming drones, and sensor networks, we investigate the policy evaluation problem in a fully decentralized…

Machine Learning · Computer Science 2020-01-31 Jun Sun , Gang Wang , Georgios B. Giannakis , Qinmin Yang , Zaiyue Yang

The deep learning recipe of casting real-world problems as mathematical optimisation and tackling the optimisation by training deep neural networks using gradient-based optimisation has undoubtedly proven to be a fruitful one. The…

Machine Learning · Statistics 2023-10-24 Mihaela Claudia Rosca

Overparametrized neural networks trained by gradient descent (GD) can provably overfit any training data. However, the generalization guarantee may not hold for noisy data. From a nonparametric perspective, this paper studies how well…

Machine Learning · Statistics 2021-09-28 Tianyang Hu , Wenjia Wang , Cong Lin , Guang Cheng

The task of predicting long-term patient outcomes using supervised machine learning is a challenging one, in part because of the high variance of each patient's trajectory, which can result in the model over-fitting to the training data.…

Machine Learning · Computer Science 2026-02-09 Thomas Frost , Kezhi Li , Steve Harris

We establish novel and general high-dimensional concentration inequalities and Berry-Esseen bounds for vector-valued martingales induced by Markov chains. We apply these results to analyze the performance of the Temporal Difference (TD)…

Machine Learning · Statistics 2026-05-22 Weichen Wu , Yuting Wei , Alessandro Rinaldo

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Reinforcement learning lies at the intersection of several challenges. Many applications of interest involve extremely large state spaces, requiring function approximation to enable tractable computation. In addition, the learner has only a…

Machine Learning · Computer Science 2021-05-11 Andrew Jacobsen , Alan Chan

Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

We propose a method for meta-learning reinforcement learning algorithms by searching over the space of computational graphs which compute the loss function for a value-based model-free RL agent to optimize. The learned algorithms are…

Machine Learning · Computer Science 2022-11-11 John D. Co-Reyes , Yingjie Miao , Daiyi Peng , Esteban Real , Sergey Levine , Quoc V. Le , Honglak Lee , Aleksandra Faust

Q-Learning is a fundamental off-policy reinforcement learning (RL) algorithm that has the objective of approximating action-value functions in order to learn optimal policies. Nonetheless, it has difficulties in reconciling bias with…

Machine Learning · Computer Science 2024-11-22 Mahammad Humayoo
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