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Temporal difference (TD) learning is a popular algorithm for policy evaluation in reinforcement learning, but the vanilla TD can substantially suffer from the inherent optimization variance. A variance reduced TD (VRTD) algorithm was…

Machine Learning · Computer Science 2020-01-13 Tengyu Xu , Zhe Wang , Yi Zhou , Yingbin Liang

Temporal difference (TD) learning is an important approach in reinforcement learning, as it combines ideas from dynamic programming and Monte Carlo methods in a way that allows for online and incremental model-free learning. A key idea of…

Machine Learning · Computer Science 2018-09-21 Kristopher De Asis , Brendan Bennett , Richard S. Sutton

Off-policy learning ability is an important feature of reinforcement learning (RL) for practical applications. However, even one of the most elementary RL algorithms, temporal-difference (TD) learning, is known to suffer form divergence…

Machine Learning · Computer Science 2025-04-21 Han-Dong Lim , Donghwan Lee

Gradient temporal difference (Gradient TD) algorithms are a popular class of stochastic approximation (SA) algorithms used for policy evaluation in reinforcement learning. Here, we consider Gradient TD algorithms with an additional heavy…

Machine Learning · Computer Science 2021-11-23 Rohan Deb , Shalabh Bhatnagar

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

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 learning (TD), coupled with neural networks, is among the most fundamental building blocks of deep reinforcement learning. However, due to the nonlinearity in value function approximation, such a coupling leads to…

Machine Learning · Computer Science 2020-04-16 Qi Cai , Zhuoran Yang , Jason D. Lee , Zhaoran Wang

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

We study policy evaluation problems in multi-task reinforcement learning (RL) under a low-rank representation setting. In this setting, we are given $N$ learning tasks where the corresponding value function of these tasks lie in an…

Machine Learning · Computer Science 2025-03-05 Yitao Bai , Sihan Zeng , Justin Romberg , Thinh T. Doan

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

Recent research endeavours have theoretically shown the beneficial effect of cooperation in multi-agent reinforcement learning (MARL). In a setting involving $N$ agents, this beneficial effect usually comes in the form of an $N$-fold linear…

Multiagent Systems · Computer Science 2024-07-31 Nicolò Dal Fabbro , Arman Adibi , Aritra Mitra , George J. Pappas

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

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 (TD) learning is highly effective at controlling and evaluating an agent's long-term outcomes. Most approaches in this paradigm implement a semi-gradient update to boost the learning speed, which consists of ignoring the…

Machine Learning · Computer Science 2026-05-15 Théo Vincent , Kevin Gerhardt , Yogesh Tripathi , Habib Maraqten , Adam White , Martha White , Jan Peters , Carlo D'Eramo

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

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

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

We analyse quantile temporal-difference learning (QTD), a distributional reinforcement learning algorithm that has proven to be a key component in several successful large-scale applications of reinforcement learning. Despite these…

Temporal-difference (TD) networks are a class of predictive state representations that use well-established TD methods to learn models of partially observable dynamical systems. Previous research with TD networks has dealt only with…

Machine Learning · Computer Science 2012-05-14 Christopher M. Vigorito

In reinforcement learning, the TD($\lambda$) algorithm is a fundamental policy evaluation method with an efficient online implementation that is suitable for large-scale problems. One practical drawback of TD($\lambda$) is its sensitivity…

Machine Learning · Statistics 2014-12-23 Aviv Tamar , Panos Toulis , Shie Mannor , Edoardo M. Airoldi