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Identifying the most suitable variables to represent the state is a fundamental challenge in Reinforcement Learning (RL). These variables must efficiently capture the information necessary for making optimal decisions. In order to address…

Machine Learning · Computer Science 2024-01-23 Charles Westphal , Stephen Hailes , Mirco Musolesi

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…

Optimization and Control · Mathematics 2020-04-29 Donghwan Lee , Jianghai Hu

The focus of this paper is on stochastic variational inequalities (VI) under Markovian noise. A prominent application of our algorithmic developments is the stochastic policy evaluation problem in reinforcement learning. Prior…

Optimization and Control · Mathematics 2021-08-17 Georgios Kotsalis , Guanghui Lan , Tianjiao Li

Conventional uncertainty-aware temporal difference (TD) learning often assumes a zero-mean Gaussian distribution for TD errors, leading to inaccurate error representations and compromised uncertainty estimation. We introduce a novel…

Machine Learning · Computer Science 2025-02-04 Seyeon Kim , Joonhun Lee , Namhoon Cho , Sungjun Han , Wooseop Hwang

Data-driven model predictive control has two key advantages over model-free methods: a potential for improved sample efficiency through model learning, and better performance as computational budget for planning increases. However, it is…

Machine Learning · Computer Science 2022-07-21 Nicklas Hansen , Xiaolong Wang , Hao Su

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

Policy mirror descent (PMD) is a general policy optimization framework in reinforcement learning, which can cover a wide range of typical policy optimization methods by specifying different mirror maps. Existing analysis of PMD requires…

Optimization and Control · Mathematics 2025-09-24 Jiacai Liu , Wenye Li , Ke Wei

Temporal difference (TD) learning with linear function approximation (linear TD) is a classic and powerful prediction algorithm in reinforcement learning. While it is well-understood that linear TD converges almost surely to a unique point,…

Machine Learning · Computer Science 2026-03-25 Jiuqi Wang , Shangtong Zhang

Temporal difference (TD) learning is a popular algorithm for policy evaluation in reinforcement learning, but the vanilla TD can substantially suffer from the inherent optimization variance. A variance reduced TD (VRTD) algorithm was…

Machine Learning · Computer Science 2020-01-13 Tengyu Xu , Zhe Wang , Yi Zhou , Yingbin Liang

Emphatic Temporal Difference (TD) methods are a class of off-policy Reinforcement Learning (RL) methods involving the use of followon traces. Despite the theoretical success of emphatic TD methods in addressing the notorious deadly triad of…

Machine Learning · Computer Science 2022-05-12 Shangtong Zhang , Shimon Whiteson

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

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

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 value-based deep reinforcement learning with replay memories, the batch size parameter specifies how many transitions to sample for each gradient update. Although critical to the learning process, this value is typically not adjusted…

Machine Learning · Computer Science 2023-10-09 Johan Obando-Ceron , Marc G. Bellemare , Pablo Samuel Castro

Test-time compute (TTC) has become an increasingly prominent paradigm for enhancing large language models (LLMs). Despite the empirical success of methods such as best-of-$n$ (BoN) sampling and sequential revision, their fundamental limits…

Machine Learning · Computer Science 2025-12-05 Yue Yu , Qiwei Di , Quanquan Gu , Dongruo Zhou

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

We consider off-policy temporal-difference (TD) learning methods for policy evaluation in Markov decision processes with finite spaces and discounted reward criteria, and we present a collection of convergence results for several…

Machine Learning · Computer Science 2018-03-30 Huizhen Yu

In off-policy policy evaluation (OPE) tasks within reinforcement learning, Temporal Difference Learning(TD) and Fitted Q-Iteration (FQI) have traditionally been viewed as differing in the number of updates toward the target value function:…

Machine Learning · Computer Science 2025-12-02 Zechen Wu , Amy Greenwald , Ronald Parr

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

One of the most basic problems in reinforcement learning (RL) is policy evaluation: estimating the long-term return, i.e., value function, corresponding to a given fixed policy. The celebrated Temporal Difference (TD) learning algorithm…

Machine Learning · Computer Science 2025-02-10 Sreejeet Maity , Aritra Mitra