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We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice…

Machine Learning · Computer Science 2024-09-20 Gandharv Patil , Prashanth L. A. , Dheeraj Nagaraj , Doina Precup

Temporal difference (TD) learning is a cornerstone reinforcement learning (RL) method for policy evaluation, where the goal is to estimate the value function of a Markov decision process under a fixed policy. While a substantial body of…

Machine Learning · Computer Science 2026-02-02 Donghwan Lee , Do Wan Kim

Temporal-difference (TD) networks are a class of predictive state representations that use well-established TD methods to learn models of partially observable dynamical systems. Previous research with TD networks has dealt only with…

Machine Learning · Computer Science 2012-05-14 Christopher M. Vigorito

Value functions arise as a component of algorithms as well as performance metrics in statistics and engineering applications. Computation of the associated Bellman equations is numerically challenging in all but a few special cases. A…

Systems and Control · Computer Science 2018-12-27 Adithya M. Devraj , Sean P. Meyn

Temporal-difference learning (TD), coupled with neural networks, is among the most fundamental building blocks of deep reinforcement learning. However, due to the nonlinearity in value function approximation, such a coupling leads to…

Machine Learning · Computer Science 2020-04-16 Qi Cai , Zhuoran Yang , Jason D. Lee , Zhaoran Wang

We introduce a generalization of temporal-difference (TD) learning to networks of interrelated predictions. Rather than relating a single prediction to itself at a later time, as in conventional TD methods, a TD network relates each…

Machine Learning · Computer Science 2015-04-22 Richard S. Sutton , Brian Tanner

Using insight from numerical approximation of ODEs and the problem formulation and solution methodology of TD learning through a Galerkin relaxation, I propose a new class of TD learning algorithms. After applying the improved numerical…

Machine Learning · Computer Science 2021-04-21 Caleb Bowyer

Neural Temporal Difference (TD) Learning is an approximate temporal difference method for policy evaluation that uses a neural network for function approximation. Analysis of Neural TD Learning has proven to be challenging. In this paper we…

Machine Learning · Computer Science 2023-12-12 Haoxing Tian , Ioannis Ch. Paschalidis , Alex Olshevsky

In reinforcement learning, the TD($\lambda$) algorithm is a fundamental policy evaluation method with an efficient online implementation that is suitable for large-scale problems. One practical drawback of TD($\lambda$) is its sensitivity…

Machine Learning · Statistics 2014-12-23 Aviv Tamar , Panos Toulis , Shie Mannor , Edoardo M. Airoldi

The goal of this manuscript is to conduct a controltheoretic analysis of Temporal Difference (TD) learning algorithms. TD-learning serves as a cornerstone in the realm of reinforcement learning, offering a methodology for approximating the…

Artificial Intelligence · Computer Science 2023-09-12 Donghwan Lee , Do Wan Kim

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

Relative temporal-difference (TD) learning was introduced to mitigate the slow convergence of TD methods when the discount factor approaches one by subtracting a baseline from the temporal-difference update. While this idea has been studied…

Machine Learning · Computer Science 2026-04-08 Masoud S. Sakha , Rushikesh Kamalapurkar , Sean Meyn

Temporal difference learning with linear function approximation is a popular method to obtain a low-dimensional approximation of the value function of a policy in a Markov Decision Process. We give a new interpretation of this method in…

Machine Learning · Computer Science 2020-10-29 Rui Liu , Alex Olshevsky

Multi-step temporal-difference (TD) learning, where the update targets contain information from multiple time steps ahead, is one of the most popular forms of TD learning for linear function approximation. The reason is that multi-step…

Artificial Intelligence · Computer Science 2016-08-19 Harm van Seijen

In traditional statistical learning, data points are usually assumed to be independently and identically distributed (i.i.d.) following an unknown probability distribution. This paper presents a contrasting viewpoint, perceiving data points…

Machine Learning · Computer Science 2025-08-19 Yangchen Pan , Junfeng Wen , Chenjun Xiao , Philip Torr

In this paper, a new reinforcement learning (RL) method known as the method of temporal differential is introduced. Compared to the traditional temporal-difference learning method, it plays a crucial role in developing novel RL techniques…

Machine Learning · Computer Science 2020-06-02 Tao Bian , Zhong-Ping Jiang

In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…

Machine Learning · Computer Science 2020-06-09 Bo Liu , Ian Gemp , Mohammad Ghavamzadeh , Ji Liu , Sridhar Mahadevan , Marek Petrik

Consistency training regularizes a model by enforcing predictions of original and perturbed inputs to be similar. Previous studies have proposed various augmentation methods for the perturbation but are limited in that they are agnostic to…

Computation and Language · Computer Science 2022-04-29 Jungsoo Park , Gyuwan Kim , Jaewoo Kang

In this paper we introduce the idea of improving the performance of parametric temporal-difference (TD) learning algorithms by selectively emphasizing or de-emphasizing their updates on different time steps. In particular, we show that…

Machine Learning · Computer Science 2016-07-21 Richard S. Sutton , A. Rupam Mahmood , Martha White

Differential temporal difference (TD) methods are value-based reinforcement learning algorithms that have been proposed for infinite-horizon problems. They rely on reward centering, where each reward is centered by the average reward. This…

Machine Learning · Computer Science 2026-05-07 Kris De Asis , Mohamed Elsayed , Jiamin He