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Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Machine Learning · Computer Science 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

Long-horizon tasks, which have a large discount factor, pose a challenge for most conventional reinforcement learning (RL) algorithms. Algorithms such as Value Iteration and Temporal Difference (TD) learning have a slow convergence rate and…

Machine Learning · Computer Science 2024-09-04 Mark Bedaywi , Amin Rakhsha , Amir-massoud Farahmand

Our understanding of reinforcement learning (RL) has been shaped by theoretical and empirical results that were obtained decades ago using tabular representations and linear function approximators. These results suggest that RL methods that…

Machine Learning · Computer Science 2018-06-05 Artemij Amiranashvili , Alexey Dosovitskiy , Vladlen Koltun , Thomas Brox

We explore fixed-horizon temporal difference (TD) methods, reinforcement learning algorithms for a new kind of value function that predicts the sum of rewards over a $\textit{fixed}$ number of future time steps. To learn the value function…

Machine Learning · Computer Science 2020-02-12 Kristopher De Asis , Alan Chan , Silviu Pitis , Richard S. Sutton , Daniel Graves

TD-learning is a foundation reinforcement learning (RL) algorithm for value prediction. Critical to the accuracy of value predictions is the quality of state representations. In this work, we consider the question: how does end-to-end…

Machine Learning · Computer Science 2023-05-31 Yunhao Tang , Rémi Munos

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

Solving a reinforcement learning (RL) problem poses two competing challenges: fitting a potentially discontinuous value function, and generalizing well to new observations. In this paper, we analyze the learning dynamics of temporal…

Machine Learning · Computer Science 2022-06-07 Clare Lyle , Mark Rowland , Will Dabney , Marta Kwiatkowska , Yarin Gal

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…

Optimization and Control · Mathematics 2020-04-29 Donghwan Lee , Jianghai Hu

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

Q-Learning is a fundamental off-policy reinforcement learning (RL) algorithm that has the objective of approximating action-value functions in order to learn optimal policies. Nonetheless, it has difficulties in reconciling bias with…

Machine Learning · Computer Science 2024-11-22 Mahammad Humayoo

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.…

Machine Learning · Computer Science 2026-02-09 Thomas Frost , Kezhi Li , Steve Harris

Specifying a Reinforcement Learning (RL) task involves choosing a suitable planning horizon, which is typically modeled by a discount factor. It is known that applying RL algorithms with a lower discount factor can act as a regularizer,…

Machine Learning · Computer Science 2020-07-07 Ron Amit , Ron Meir , Kamil Ciosek

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…

Machine Learning · Statistics 2025-11-18 Kaicheng Jin , Yang Peng , Jiansheng Yang , Zhihua Zhang

Temporal-Difference (TD) learning is a standard and very successful reinforcement learning approach, at the core of both algorithms that learn the value of a given policy, as well as algorithms which learn how to improve policies.…

Machine Learning · Computer Science 2020-06-17 Mingde Zhao

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…

Machine Learning · Computer Science 2020-03-02 Adithya M. Devraj , Ioannis Kontoyiannis , Sean P. Meyn

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

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of…

Machine Learning · Computer Science 2019-11-14 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

We investigate the statistical properties of Temporal Difference (TD) learning with Polyak-Ruppert averaging, arguably one of the most widely used algorithms in reinforcement learning, for the task of estimating the parameters of the…

Machine Learning · Statistics 2026-02-25 Weichen Wu , Gen Li , Yuting Wei , Alessandro Rinaldo

Neural Temporal Difference (TD) Learning is an approximate temporal difference method for policy evaluation that uses a neural network for function approximation. Analysis of Neural TD Learning has proven to be challenging. In this paper we…

Machine Learning · Computer Science 2023-12-12 Haoxing Tian , Ioannis Ch. Paschalidis , Alex Olshevsky

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