Related papers: TIDBD: Adapting Temporal-difference Step-sizes Thr…

We provide non-asymptotic bounds for the well-known temporal difference learning algorithm TD(0) with linear function approximators. These include high-probability bounds as well as bounds in expectation. Our analysis suggests that a…

Learning the value function of a given policy from data samples is an important problem in Reinforcement Learning. TD($\lambda$) is a popular class of algorithms to solve this problem. However, the weights assigned to different $n$-step…

Relative temporal-difference (TD) learning was introduced to mitigate the slow convergence of TD methods when the discount factor approaches one by subtracting a baseline from the temporal-difference update. While this idea has been studied…

Vanilla gradient methods are often highly sensitive to the choice of stepsize, which typically requires manual tuning. Adaptive methods alleviate this issue and have therefore become widely used. Among them, AdaGrad has been particularly…

Training deep neural networks with Stochastic Gradient Descent, or its variants, requires careful choice of both learning rate and batch size. While smaller batch sizes generally converge in fewer training epochs, larger batch sizes offer…

This paper presents a novel adaptation of the Stochastic Gradient Descent (SGD), termed AdaBatchGrad. This modification seamlessly integrates an adaptive step size with an adjustable batch size. An increase in batch size and a decrease in…

The choice of step-size used in Stochastic Gradient Descent (SGD) optimization is empirically selected in most training procedures. Moreover, the use of scheduled learning techniques such as Step-Decaying, Cyclical-Learning, and Warmup to…

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Value functions derived from Markov decision processes arise as a central component of algorithms as well as performance metrics in many statistics and engineering applications of machine learning techniques. Computation of the solution to…

Adaptive stepsize control is a critical feature for the robust and efficient numerical solution of initial-value problems in ordinary differential equations. In this paper, we show that adaptive stepsize control can be incorporated within a…

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…

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…

Many reinforcement learning approaches rely on temporal-difference (TD) learning to learn a critic. However, TD-learning updates can be high variance. Here, we introduce a model-based RL framework, Taylor TD, which reduces this variance in…

We investigate whether Jacobi preconditioning, accounting for the bootstrap term in temporal difference (TD) learning, can help boost performance of adaptive optimizers. Our method, TDprop, computes a per parameter learning rate based on…

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

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…

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.…

In this work, we propose new adaptive step size strategies that improve several stochastic gradient methods. Our first method (StoPS) is based on the classical Polyak step size (Polyak, 1987) and is an extension of the recent development of…

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…

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…