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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

Continuous control Deep Reinforcement Learning (RL) approaches are known to suffer from estimation biases, leading to suboptimal policies. This paper introduces innovative methods in RL, focusing on addressing and exploiting estimation…

Machine Learning · Computer Science 2024-10-14 Niccolò Turcato , Alberto Sinigaglia , Alberto Dalla Libera , Ruggero Carli , Gian Antonio Susto

The quintessential model-based reinforcement-learning agent iteratively refines its estimates or prior beliefs about the true underlying model of the environment. Recent empirical successes in model-based reinforcement learning with…

Machine Learning · Computer Science 2022-11-02 Dilip Arumugam , Benjamin Van Roy

This paper prescribes a suite of techniques for off-policy Reinforcement Learning (RL) that simplify the training process and reduce the sample complexity. First, we show that simple Deterministic Policy Gradient works remarkably well as…

Machine Learning · Computer Science 2020-06-30 Rasool Fakoor , Pratik Chaudhari , Alexander J. Smola

Mobile Edge Computing (MEC) has been regarded as a promising paradigm to reduce service latency for data processing in the Internet of Things, by provisioning computing resources at the network edge. In this work, we jointly optimize the…

Networking and Internet Architecture · Computer Science 2022-04-19 Laha Ale , Scott A. King , Ning Zhang , Abdul Rahman Sattar , Janahan Skandaraniyam

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

Supervised approaches for text summarisation suffer from the problem of mismatch between the target labels/scores of individual sentences and the evaluation score of the final summary. Reinforcement learning can solve this problem by…

Computation and Language · Computer Science 2017-11-15 Diego Molla

We study algorithms for average-cost reinforcement learning problems with value function approximation. Our starting point is the recently proposed POLITEX algorithm, a version of policy iteration where the policy produced in each iteration…

Machine Learning · Computer Science 2019-08-29 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari , Gellert Weisz

Decision-focused learning (DFL) offers an end-to-end approach to the predict-then-optimize (PO) framework by training predictive models directly on decision loss (DL), enhancing decision-making performance within PO contexts. However, the…

Machine Learning · Computer Science 2025-04-15 Jiaqi Yang , Enming Liang , Zicheng Su , Zhichao Zou , Peng Zhen , Jiecheng Guo , Wanjing Ma , Kun An

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso

Majority of off-policy reinforcement learning algorithms use overestimation bias control techniques. Most of these techniques rooted in heuristics, primarily addressing the consequences of overestimation rather than its fundamental origins.…

Machine Learning · Computer Science 2023-09-27 Arsenii Kuznetsov

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

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Machine Learning · Computer Science 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

This work adopts the very successful distributional perspective on reinforcement learning and adapts it to the continuous control setting. We combine this within a distributed framework for off-policy learning in order to develop what we…

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

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

Machine Learning · Computer Science 2018-05-03 Yann Ollivier

While the {estimation} of risk is an important question in the daily business of banking and insurance, many existing plug-in estimation procedures suffer from an unnecessary bias. This often leads to the underestimation of risk and…

Risk Management · Quantitative Finance 2022-02-04 Marcin Pitera , Thorsten Schmidt

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip

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