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Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…

Machine Learning · Computer Science 2026-03-04 Yunxiang Li , Mark Schmidt , Reza Babanezhad , Sharan Vaswani

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,…

Temporal difference learning (TD) is a foundational concept in reinforcement learning (RL), aimed at efficiently assessing a policy's value function. TD($\lambda$), a potent variant, incorporates a memory trace to distribute the prediction…

Machine Learning · Computer Science 2024-02-13 Jianfei Ma

The problem of on-line off-policy evaluation (OPE) has been actively studied in the last decade due to its importance both as a stand-alone problem and as a module in a policy improvement scheme. However, most Temporal Difference (TD) based…

Machine Learning · Statistics 2017-02-24 Assaf Hallak , Shie Mannor

To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…

Machine Learning · Computer Science 2022-02-03 Simon Schmitt , John Shawe-Taylor , Hado van Hasselt

The finite-time convergence of off-policy TD learning has been comprehensively studied recently. However, such a type of convergence has not been well established for off-policy TD learning in the multi-agent setting, which covers broader…

Machine Learning · Computer Science 2021-03-25 Ziyi Chen , Yi Zhou , Rongrong Chen

We introduce a generalization of temporal-difference (TD) learning to networks of interrelated predictions. Rather than relating a single prediction to itself at a later time, as in conventional TD methods, a TD network relates each…

Machine Learning · Computer Science 2015-04-22 Richard S. Sutton , Brian Tanner

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

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

In this paper, we study the finite-sample statistical rates of distributional temporal difference (TD) learning with linear function approximation. The aim of distributional TD learning is to estimate the return distribution of a discounted…

Machine Learning · Statistics 2025-05-14 Yang Peng , Kaicheng Jin , Liangyu Zhang , Zhihua Zhang

The policy gradient theorem (Sutton et al., 2000) prescribes the usage of a cumulative discounted state distribution under the target policy to approximate the gradient. Most algorithms based on this theorem, in practice, break this…

Machine Learning · Computer Science 2022-07-08 Samuele Tosatto , Andrew Patterson , Martha White , A. Rupam Mahmood

Emphatic Temporal Difference (TD) methods are a class of off-policy Reinforcement Learning (RL) methods involving the use of followon traces. Despite the theoretical success of emphatic TD methods in addressing the notorious deadly triad of…

Machine Learning · Computer Science 2022-05-12 Shangtong Zhang , Shimon Whiteson

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…

Machine Learning · Computer Science 2017-04-21 Bo Liu , Daoming Lyu , Wen Dong , Saad Biaz

Non-Markovian dynamics are commonly found in real-world environments due to long-range dependencies, partial observability, and memory effects. The Bellman equation that is the central pillar of Reinforcement learning (RL) becomes only…

Machine Learning · Computer Science 2026-02-09 Zuyuan Zhang , Sizhe Tang , Tian Lan

We consider the core reinforcement-learning problem of on-policy value function approximation from a batch of trajectory data, and focus on various issues of Temporal Difference (TD) learning and Monte Carlo (MC) policy evaluation. The two…

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

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

Machine Learning · Computer Science 2018-05-03 Yann Ollivier

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

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

We consider off-policy evaluation of dynamic treatment rules under sequential ignorability, given an assumption that the underlying system can be modeled as a partially observed Markov decision process (POMDP). We propose an estimator,…

Machine Learning · Computer Science 2023-05-10 Yuchen Hu , Stefan Wager