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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

We address the problem of policy evaluation in discounted Markov decision processes, and provide instance-dependent guarantees on the $\ell_\infty$-error under a generative model. We establish both asymptotic and non-asymptotic versions of…

Machine Learning · Statistics 2020-03-17 Koulik Khamaru , Ashwin Pananjady , Feng Ruan , Martin J. Wainwright , Michael I. Jordan

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

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) methods constitute a class of methods for learning predictions in multi-step prediction problems, parameterized by a recency factor lambda. Currently the most important application of these methods is to temporal…

Artificial Intelligence · Computer Science 2008-02-03 P. Cichosz

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

We consider off-policy temporal-difference (TD) learning methods for policy evaluation in Markov decision processes with finite spaces and discounted reward criteria, and we present a collection of convergence results for several…

Machine Learning · Computer Science 2018-03-30 Huizhen Yu

Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement…

Machine Learning · Computer Science 2018-11-07 Jalaj Bhandari , Daniel Russo , Raghav Singal

In this paper we provide a rigorous convergence analysis of a "off"-policy temporal difference learning algorithm with linear function approximation and per time-step linear computational complexity in "online" learning environment. The…

Machine Learning · Computer Science 2016-05-20 Prasenjit Karmakar , Rajkumar Maity , Shalabh Bhatnagar

Variance reduction techniques have been successfully applied to temporal-difference (TD) learning and help to improve the sample complexity in policy evaluation. However, the existing work applied variance reduction to either the less…

Machine Learning · Computer Science 2023-05-23 Shaocong Ma , Yi Zhou , Shaofeng Zou

We study the problem of temporal-difference-based policy evaluation in reinforcement learning. In particular, we analyse the use of a distributional reinforcement learning algorithm, quantile temporal-difference learning (QTD), for this…

Machine Learning · Computer Science 2023-05-31 Mark Rowland , Yunhao Tang , Clare Lyle , Rémi Munos , Marc G. Bellemare , Will Dabney

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

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

This document is a guide to the implementation of true online emphatic TD($\lambda$), a model-free temporal-difference algorithm for learning to make long-term predictions which combines the emphasis idea (Sutton, Mahmood & White 2015) and…

Machine Learning · Computer Science 2015-07-28 Richard S. Sutton

Off-policy sampling and experience replay are key for improving sample efficiency and scaling model-free temporal difference learning methods. When combined with function approximation, such as neural networks, this combination is known as…

Machine Learning · Computer Science 2021-07-13 Ray Jiang , Shangtong Zhang , Veronica Chelu , Adam White , Hado van Hasselt

This paper analyzes multi-step temporal difference (TD)-learning algorithms within the ``deadly triad'' scenario, characterized by linear function approximation, off-policy learning, and bootstrapping. In particular, we prove that $n$-step…

Machine Learning · Computer Science 2026-02-24 Han-Dong Lim , Donghwan Lee

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

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

In this paper, we study the Temporal Difference (TD) learning with linear value function approximation. It is well known that most TD learning algorithms are unstable with linear function approximation and off-policy learning. Recent…

Artificial Intelligence · Computer Science 2016-10-06 Dominik Meyer , Hao Shen , Klaus Diepold