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Federated learning (FL) can dramatically speed up reinforcement learning by distributing exploration and training across multiple agents. It can guarantee an optimal convergence rate that scales linearly in the number of agents, i.e., a…

Machine Learning · Computer Science 2025-10-10 Ankur Naskar , Gugan Thoppe , Utsav Negi , Vijay Gupta

Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

Machine Learning · Computer Science 2025-03-13 Tejaram Sangadi , L. A. Prashanth , Krishna Jagannathan

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

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

Reinforcement learning from verifiable rewards (RLVR) suffers from sparse outcome signals, creating severe exploration bottlenecks on complex reasoning tasks. Recent on-policy self-distillation methods attempt to address this by utilizing…

Machine Learning · Computer Science 2026-05-20 Yang Li , Erik Nijkamp , Semih Yavuz , Shafiq Joty

TD($\lambda$) in value-based MARL algorithms or the Temporal Difference critic learning in Actor-Critic-based (AC-based) algorithms synergistically integrate elements from Monte-Carlo simulation and Q function bootstrapping via dynamic…

Machine Learning · Computer Science 2026-05-13 Yue Deng , Zirui Wang , Yin Zhang

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

On-policy distillation (OPD) has shown strong potential for transferring reasoning ability from frontier or domain-specific models to smaller students. While effective on static single-turn tasks, its behavior in multi-turn agent settings…

Machine Learning · Computer Science 2026-04-30 Jiaqi Wang , Wenhao Zhang , Weijie Shi , Yaliang Li , James Cheng

We propose VL Norm (Variance-reduced Length-dependent Normalization), a simple yet effective loss aggregation method tailored to the characteristic of dynamic generation lengths in Reinforcement Learning with Verifiable Rewards (RLVR).…

Machine Learning · Computer Science 2025-10-14 Zhiyuan He , Xufang Luo , Yike Zhang , Yuqing Yang , Lili Qiu

We propose a stochastic approximation (SA) based method with randomization of samples for policy evaluation using the least squares temporal difference (LSTD) algorithm. Our proposed scheme is equivalent to running regular temporal…

Machine Learning · Computer Science 2020-01-27 L. A. Prashanth , Nathaniel Korda , Rémi Munos

In reinforcement learning (RL), temporal difference (TD) errors are widely adopted for optimizing value and policy functions. However, since the TD error is defined by a bootstrap method, its computation tends to be noisy and destabilize…

Machine Learning · Computer Science 2026-04-03 Taisuke Kobayashi

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

In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…

Machine Learning · Computer Science 2018-10-31 Fanhua Shang , Kaiwen Zhou , Hongying Liu , James Cheng , Ivor W. Tsang , Lijun Zhang , Dacheng Tao , Licheng Jiao

Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study…

Machine Learning · Computer Science 2017-12-27 Stephen Tu , Benjamin Recht

We initiate the study of federated reinforcement learning under environmental heterogeneity by considering a policy evaluation problem. Our setup involves $N$ agents interacting with environments that share the same state and action space…

Machine Learning · Computer Science 2024-07-02 Han Wang , Aritra Mitra , Hamed Hassani , George J. Pappas , James Anderson

The Value Iteration (VI) algorithm is an iterative procedure to compute the value function of a Markov decision process, and is the basis of many reinforcement learning (RL) algorithms as well. As the error convergence rate of VI as a…

Machine Learning · Computer Science 2025-06-12 Jongmin Lee , Amin Rakhsha , Ernest K. Ryu , Amir-massoud Farahmand

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

A common optimization tool used in deep reinforcement learning is momentum, which consists in accumulating and discounting past gradients, reapplying them at each iteration. We argue that, unlike in supervised learning, momentum in Temporal…

Machine Learning · Computer Science 2021-06-09 Emmanuel Bengio , Joelle Pineau , Doina Precup

Gradient descent or its variants are popular in training neural networks. However, in deep Q-learning with neural network approximation, a type of reinforcement learning, gradient descent (also known as Residual Gradient (RG)) is barely…

Machine Learning · Computer Science 2022-11-15 Shuyu Yin , Tao Luo , Peilin Liu , Zhi-Qin John Xu

We provide faster randomized algorithms for computing an $\epsilon$-optimal policy in a discounted Markov decision process with $A_{\text{tot}}$-state-action pairs, bounded rewards, and discount factor $\gamma$. We provide an…

Machine Learning · Computer Science 2024-05-22 Yujia Jin , Ishani Karmarkar , Aaron Sidford , Jiayi Wang