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Reinforcement learning has been successful across several applications in which agents have to learn to act in environments with sparse feedback. However, despite this empirical success there is still a lack of theoretical understanding of…

Machine Learning · Statistics 2023-11-08 Blake Bordelon , Paul Masset , Henry Kuo , Cengiz Pehlevan

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

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 study reinforcement learning (RL) with linear function approximation where the underlying transition probability kernel of the Markov decision process (MDP) is a linear mixture model (Jia et al., 2020; Ayoub et al., 2020; Zhou et al.,…

Machine Learning · Computer Science 2021-01-08 Dongruo Zhou , Quanquan Gu , Csaba Szepesvari

Predictive control approaches based on deep reinforcement learning (DRL) have gained significant attention in microgrid energy optimization. However, existing research often overlooks the issue of uncertainty stemming from imperfect…

Machine Learning · Computer Science 2025-11-25 Fulong Yao , Wanqing Zhao , Matthew Forshaw

Emotions are intimately tied to motivation and the adaptation of behavior, and many animal species show evidence of emotions in their behavior. Therefore, emotions must be related to powerful mechanisms that aid survival, and, emotions must…

Artificial Intelligence · Computer Science 2018-07-26 Joost Broekens

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

Modeling the dynamics of non-stationary stochastic systems requires balancing the representational power of deep learning with the mathematical transparency of classical models. While classical Markov transition operators provide explicit,…

Machine Learning · Computer Science 2026-05-07 Jan Rovirosa , Jesse Schmolze

While deep learning methods have achieved strong performance in time series prediction, their black-box nature and inability to explicitly model underlying stochastic processes often limit their generalization to non-stationary data,…

Machine Learning · Computer Science 2026-02-10 Yuanpei Gao , Qi Yan , Yan Leng , Renjie Liao

Dynamic linear regression models forecast the values of a time series based on a linear combination of a set of exogenous time series while incorporating a time series process for the error term. This error process is often assumed to…

Methodology · Statistics 2026-04-02 Thomas Goodwin , Matias Quiroz , Robert Kohn

We study the problem of learning a mixture of multiple linear dynamical systems (LDSs) from unlabeled short sample trajectories, each generated by one of the LDS models. Despite the wide applicability of mixture models for time-series data,…

Machine Learning · Statistics 2022-05-26 Yanxi Chen , H. Vincent Poor

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

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

Optimization and Control · Mathematics 2018-08-23 Donghwan Lee , Hyungjin Yoon , Naira Hovakimyan

This paper addresses the problem of data-driven model discrimination for unknown switched systems with unknown linear temporal logic (LTL) specifications, representing tasks, that govern their mode sequences, where only sampled data of the…

Artificial Intelligence · Computer Science 2023-06-19 Zeyuan Jin , Nasim Baharisangari , Zhe Xu , Sze Zheng Yong

We provide a new non-asymptotic analysis of distributed temporal difference learning with linear function approximation. Our approach relies on ``one-shot averaging,'' where $N$ agents run identical local copies of the TD(0) method and…

Machine Learning · Computer Science 2023-05-26 Rui Liu , Alex Olshevsky

We study the policy evaluation problem in multi-agent reinforcement learning (MARL) over directed communication networks, where agents cooperate with each other to explore an unknown environment and accomplish a specific task. We propose a…

Optimization and Control · Mathematics 2026-05-07 Haocheng Yang , Shengchao Zhao , Yongchao Liu

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

Signal Temporal Logic (STL) inference learns interpretable logical rules for temporal behaviors in dynamical systems. To ensure the correctness of learned STL formulas, recent approaches have incorporated conformal prediction as a…

Machine Learning · Computer Science 2026-03-31 Yixuan Wang , Danyang Li , Matthew Cleaveland , Roberto Tron , Mingyu Cai

This paper introduces an algorithm for discovering implicit and delayed causal relations between events observed by a robot at arbitrary times, with the objective of improving data-efficiency and interpretability of model-based…

Machine Learning · Computer Science 2020-08-05 Junchi Liang , Abdeslam Boularias

We propose a unified framework to study policy evaluation (PE) and the associated temporal difference (TD) methods for reinforcement learning in continuous time and space. We show that PE is equivalent to maintaining the martingale…

Machine Learning · Computer Science 2022-02-02 Yanwei Jia , Xun Yu Zhou
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