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We study the policy evaluation problem in multi-agent reinforcement learning. In this problem, a group of agents works cooperatively to evaluate the value function for the global discounted accumulative reward problem, which is composed of…

Optimization and Control · Mathematics 2019-06-04 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

Machine Learning · Computer Science 2019-04-04 Chao Qu , Shie Mannor , Huan Xu

This paper studies the policy mirror descent (PMD) method, which is a general policy optimization framework in reinforcement learning and can cover a wide range of policy gradient methods by specifying difference mirror maps. Existing…

Optimization and Control · Mathematics 2026-01-01 Wenye Li , Hongxu Chen , Jiacai Liu , Ke Wei

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

We study the multi-step off-policy learning approach to distributional RL. Despite the apparent similarity between value-based RL and distributional RL, our study reveals intriguing and fundamental differences between the two cases in the…

Machine Learning · Computer Science 2022-07-18 Yunhao Tang , Mark Rowland , Rémi Munos , Bernardo Ávila Pires , Will Dabney , Marc G. Bellemare

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 methods enable efficient estimation of value functions in reinforcement learning in an incremental fashion, and are of broader interest because they correspond learning as observed in biological systems. Standard value…

Machine Learning · Computer Science 2019-07-11 Brendan Bennett , Wesley Chung , Muhammad Zaheer , Vincent Liu

In a broad class of reinforcement learning applications, stochastic rewards have heavy-tailed distributions, which lead to infinite second-order moments for stochastic (semi)gradients in policy evaluation and direct policy optimization. In…

Machine Learning · Computer Science 2023-06-21 Semih Cayci , Atilla Eryilmaz

Temporal difference (TD) learning is often used to update the estimate of the value function which is used by RL agents to extract useful policies. In this paper, we focus on value function estimation in continual reinforcement learning. We…

Machine Learning · Computer Science 2023-12-20 Nishanth Anand , Doina Precup

Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Ali Forootani , Raffaele Iervolino , Massimo Tipaldi , Mohammad Khosravi

We study the convergence of off-policy TD(0) with linear function approximation when used to approximate the expected discounted reward in a Markov chain. It is well known that the combination of off-policy learning and function…

Machine Learning · Statistics 2026-04-02 Maik Overmars , Jasper Goseling , Richard Boucherie

Multi-step temporal-difference (TD) learning, where the update targets contain information from multiple time steps ahead, is one of the most popular forms of TD learning for linear function approximation. The reason is that multi-step…

Artificial Intelligence · Computer Science 2016-08-19 Harm van Seijen

Temporal-difference learning with gradient correction (TDC) is a two time-scale algorithm for policy evaluation in reinforcement learning. This algorithm was initially proposed with linear function approximation, and was later extended to…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou , Yi Zhou

We investigate the explainability of Reinforcement Learning (RL) policies from a temporal perspective, focusing on the sequence of future outcomes associated with individual actions. In RL, value functions compress information about rewards…

Machine Learning · Computer Science 2025-01-08 Franco Ruggeri , Alessio Russo , Rafia Inam , Karl Henrik Johansson

The use of target networks has been a popular and key component of recent deep Q-learning algorithms for reinforcement learning, yet little is known from the theory side. In this work, we introduce a new family of target-based temporal…

Machine Learning · Computer Science 2019-09-24 Donghwan Lee , Niao He

TD(0) is one of the most commonly used algorithms in reinforcement learning. Despite this, there is no existing finite sample analysis for TD(0) with function approximation, even for the linear case. Our work is the first to provide such…

Artificial Intelligence · Computer Science 2017-12-12 Gal Dalal , Balázs Szörényi , Gugan Thoppe , Shie Mannor

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

Temporal-difference and Q-learning play a key role in deep reinforcement learning, where they are empowered by expressive nonlinear function approximators such as neural networks. At the core of their empirical successes is the learned…

Machine Learning · Computer Science 2024-04-02 Yufeng Zhang , Qi Cai , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

In large-scale distributed machine learning, recent works have studied the effects of compressing gradients in stochastic optimization to alleviate the communication bottleneck. These works have collectively revealed that stochastic…

Machine Learning · Computer Science 2024-06-05 Aritra Mitra , George J. Pappas , Hamed Hassani

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso
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