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We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stochastic dynamic and a reward function. We propose two…

Machine Learning · Computer Science 2023-06-08 Ziad Kobeissi , Francis Bach

Many value-based deep reinforcement learning algorithms rely on target networks - lagged copies of the online network - to stabilize training. While effective, this mechanism introduces a fundamental stability-recency tradeoff: slower…

Machine Learning · Computer Science 2026-05-20 Leonard S. Pleiss , James Harrison , Maximilian Schiffer

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Numerical Analysis · Computer Science 2019-09-05 Dimitri P. Bertsekas

Machine Learning models in real-world applications must continuously learn new tasks to adapt to shifts in the data-generating distribution. Yet, for Continual Learning (CL), models often struggle to balance learning new tasks (plasticity)…

Machine Learning · Computer Science 2025-10-24 Luckeciano C. Melo , Alessandro Abate , Yarin Gal

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

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 propose a method for meta-learning reinforcement learning algorithms by searching over the space of computational graphs which compute the loss function for a value-based model-free RL agent to optimize. The learned algorithms are…

Machine Learning · Computer Science 2022-11-11 John D. Co-Reyes , Yingjie Miao , Daiyi Peng , Esteban Real , Sergey Levine , Quoc V. Le , Honglak Lee , Aleksandra Faust

Because reinforcement learning suffers from a lack of scalability, online value (and Q-) function approximation has received increasing interest this last decade. This contribution introduces a novel approximation scheme, namely the Kalman…

Machine Learning · Computer Science 2014-06-13 Matthieu Geist , Olivier Pietquin

When designing algorithms for finite-time-horizon episodic reinforcement learning problems, a common approach is to introduce a fictitious discount factor and use stationary policies for approximations. Empirically, it has been shown that…

Machine Learning · Computer Science 2021-09-15 Xin Guo , Anran Hu , Junzi Zhang

This paper revisits the temporal difference (TD) learning algorithm for the policy evaluation tasks in reinforcement learning. Typically, the performance of TD(0) and TD($\lambda$) is very sensitive to the choice of stepsizes. Oftentimes,…

Optimization and Control · Mathematics 2021-10-12 Tao Sun , Han Shen , Tianyi Chen , Dongsheng Li

Model-based reinforcement learning (RL) offers a compelling approach to offline RL by enabling value learning on imagined on-policy trajectories. However, it often suffers from compounding errors due to repeated model inference on…

Machine Learning · Computer Science 2026-05-18 Hojun Chung , Junseo Lee , Songhwai Oh

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 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

Inverse reinforcement learning (IRL) algorithms often rely on (forward) reinforcement learning or planning, over a given time horizon, to compute an approximately optimal policy for a hypothesized reward function; they then match this…

Machine Learning · Computer Science 2025-02-21 Yiqing Xu , Finale Doshi-Velez , David Hsu

Standard approaches to goal-conditioned reinforcement learning (GCRL) that rely on temporal-difference learning can be unstable and sample-inefficient due to bootstrapping. While recent work has explored contrastive and supervised…

Machine Learning · Computer Science 2026-04-21 Franki Nguimatsia Tiofack , Fabian Schramm , Théotime Le Hellard , Justin Carpentier

Temporal-Difference (TD) learning methods, such as Q-Learning, have proven effective at learning a policy to perform control tasks. One issue with methods like Q-Learning is that the value update introduces bias when predicting the TD…

Machine Learning · Computer Science 2021-10-29 Litian Liang , Yaosheng Xu , Stephen McAleer , Dailin Hu , Alexander Ihler , Pieter Abbeel , Roy Fox

Iterative gradient-based algorithms have been increasingly applied for the training of a broad variety of machine learning models including large neural-nets. In particular, momentum-based methods, with accelerated learning guarantees, have…

Machine Learning · Computer Science 2021-06-10 José M. Moreu , Anuradha M. Annaswamy

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

Long-horizon precision manipulation in laboratory automation, such as pipette tip attachment and liquid transfer, requires policies that respect strict procedural logic while operating in continuous, high-dimensional state spaces. However,…

Robotics · Computer Science 2026-03-03 Yibo Qiu , Shu'ang Sun , Haoliang Ye , Ronald X Xu , Mingzhai Sun

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg
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