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Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…

Machine Learning · Computer Science 2022-12-27 Bumgeun Park , Taeyoung Kim , Woohyeon Moon , Luiz Felipe Vecchietti , Dongsoo Har

Emphatic algorithms are temporal-difference learning algorithms that change their effective state distribution by selectively emphasizing and de-emphasizing their updates on different time steps. Recent works by Sutton, Mahmood and White…

Machine Learning · Computer Science 2015-07-07 A. Rupam Mahmood , Huizhen Yu , Martha White , Richard S. Sutton

We provide a new non-asymptotic analysis of distributed TD(0) with linear function approximation. Our approach relies on "one-shot averaging," where $N$ agents run local copies of TD(0) and average the outcomes only once at the very end. We…

Machine Learning · Computer Science 2022-01-31 Rui Liu , Alex Olshevsky

To estimate the value functions of policies from exploratory data, most model-free off-policy algorithms rely on importance sampling, where the use of importance sampling ratios often leads to estimates with severe variance. It is thus…

Machine Learning · Computer Science 2017-02-13 Ashique Rupam Mahmood , Huizhen Yu , Richard S. Sutton

Accurate value estimates are important for off-policy reinforcement learning. Algorithms based on temporal difference learning typically are prone to an over- or underestimation bias building up over time. In this paper, we propose a…

Machine Learning · Computer Science 2022-10-24 Nicolai Dorka , Tim Welschehold , Joschka Boedecker , Wolfram Burgard

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

Modern Augmented reality applications require performing multiple tasks on each input frame simultaneously. Multi-task learning (MTL) represents an effective approach where multiple tasks share an encoder to extract representative features…

Computer Vision and Pattern Recognition · Computer Science 2023-04-19 Marina Neseem , Ahmed Agiza , Sherief Reda

Federated reinforcement learning (FedRL) enables collaborative learning while preserving data privacy by preventing direct data exchange between agents. However, many existing FedRL algorithms assume that all agents operate in identical…

Machine Learning · Computer Science 2025-06-17 Ali Beikmohammadi , Sarit Khirirat , Peter Richtárik , Sindri Magnússon

We investigate whether Jacobi preconditioning, accounting for the bootstrap term in temporal difference (TD) learning, can help boost performance of adaptive optimizers. Our method, TDprop, computes a per parameter learning rate based on…

Machine Learning · Computer Science 2020-07-07 Joshua Romoff , Peter Henderson , David Kanaa , Emmanuel Bengio , Ahmed Touati , Pierre-Luc Bacon , Joelle Pineau

Reinforcement learning (RL) for large language model reasoning is frequently hindered by signal loss, a phenomenon where standard uniform sampling with small group sizes fails to uncover informative learning signals for difficult prompts.…

Machine Learning · Computer Science 2025-12-08 Wei Xiong , Chenlu Ye , Baohao Liao , Hanze Dong , Xinxing Xu , Christof Monz , Jiang Bian , Nan Jiang , Tong Zhang

Ensuring that reinforcement learning (RL) controllers satisfy safety and reliability constraints in real-world settings remains challenging: state-avoidance and constrained Markov decision processes often fail to capture trajectory-level…

Machine Learning · Computer Science 2026-04-06 Alper Kamil Bozkurt , Calin Belta , Ming C. Lin

We derive a family of risk-sensitive reinforcement learning methods for agents, who face sequential decision-making tasks in uncertain environments. By applying a utility function to the temporal difference (TD) error, nonlinear…

Machine Learning · Computer Science 2014-10-10 Yun Shen , Michael J. Tobia , Tobias Sommer , Klaus Obermayer

We propose a computationally-friendly adaptive learning rate schedule, "AdaLoss", which directly uses the information of the loss function to adjust the stepsize in gradient descent methods. We prove that this schedule enjoys linear…

Machine Learning · Statistics 2021-09-20 Xiaoxia Wu , Yuege Xie , Simon Du , Rachel Ward

In experimenting with off-policy temporal difference (TD) methods in hierarchical reinforcement learning (HRL) systems, we have observed unwanted on-policy learning under reproducible conditions. Here we present modifications to several TD…

Machine Learning · Computer Science 2015-03-19 Mitchell Keith Bloch

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

Vanilla gradient methods are often highly sensitive to the choice of stepsize, which typically requires manual tuning. Adaptive methods alleviate this issue and have therefore become widely used. Among them, AdaGrad has been particularly…

Machine Learning · Statistics 2026-02-16 Matia Bojovic , Saverio Salzo , Massimiliano Pontil

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

Time series has wide applications in the real world and is known to be difficult to forecast. Since its statistical properties change over time, its distribution also changes temporally, which will cause severe distribution shift problem to…

Machine Learning · Computer Science 2021-08-12 Yuntao Du , Jindong Wang , Wenjie Feng , Sinno Pan , Tao Qin , Renjun Xu , Chongjun Wang

We study the problem of policy evaluation with linear function approximation and present efficient and practical algorithms that come with strong optimality guarantees. We begin by proving lower bounds that establish baselines on both the…

Machine Learning · Statistics 2022-08-16 Tianjiao Li , Guanghui Lan , Ashwin Pananjady

We derive uniform all-time concentration bound of the type 'for all $n \geq n_0$ for some $n_0$' for TD(0) with linear function approximation. We work with online TD learning with samples from a single sample path of the underlying Markov…

Machine Learning · Computer Science 2026-01-13 Siddharth Chandak , Vivek S. Borkar
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