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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

Problems arise when using reward functions to capture dependencies between sequential time-constrained goal states because the state-space must be prohibitively expanded to accommodate a history of successfully achieved sub-goals. Also,…

Artificial Intelligence · Computer Science 2019-02-13 Thomas J. Ringstrom , Paul R. Schrater

Gradient-based methods for value estimation in reinforcement learning have favorable stability properties, but they are typically much slower than Temporal Difference (TD) learning methods. We study the root causes of this slowness and show…

Machine Learning · Computer Science 2023-07-25 Arsalan Sharifnassab , Richard Sutton

State abstraction has been an essential tool for dramatically improving the sample efficiency of reinforcement-learning algorithms. Indeed, by exposing and accentuating various types of latent structure within the environment, different…

Machine Learning · Computer Science 2021-06-18 Dilip Arumugam , Benjamin Van Roy

In reinforcement learning the Q-values summarize the expected future rewards that the agent will attain. However, they cannot capture the epistemic uncertainty about those rewards. In this work we derive a new Bellman operator with…

Machine Learning · Computer Science 2022-12-07 Brendan O'Donoghue

Transfer in reinforcement learning is usually achieved through generalisation across tasks. Whilst many studies have investigated transferring knowledge when the reward function changes, they have assumed that the dynamics of the…

Machine Learning · Computer Science 2021-07-20 Majid Abdolshah , Hung Le , Thommen Karimpanal George , Sunil Gupta , Santu Rana , Svetha Venkatesh

Estimating value functions is a core component of reinforcement learning algorithms. Temporal difference (TD) learning algorithms use bootstrapping, i.e. they update the value function toward a learning target using value estimates at…

Machine Learning · Computer Science 2022-01-07 Anthony GX-Chen , Veronica Chelu , Blake A. Richards , Joelle Pineau

This paper develops an online inverse reinforcement learning algorithm aimed at efficiently recovering a reward function from ongoing observations of an agent's actions. To reduce the computation time and storage space in reward estimation,…

Robotics · Computer Science 2017-08-01 Kun Li , Joel W. Burdick

Stateful policies play an important role in reinforcement learning, such as handling partially observable environments, enhancing robustness, or imposing an inductive bias directly into the policy structure. The conventional method for…

Machine Learning · Computer Science 2023-11-08 Firas Al-Hafez , Guoping Zhao , Jan Peters , Davide Tateo

This paper investigates estimating the variance of a temporal-difference learning agent's update target. Most reinforcement learning methods use an estimate of the value function, which captures how good it is for the agent to be in a…

Artificial Intelligence · Computer Science 2018-02-15 Craig Sherstan , Brendan Bennett , Kenny Young , Dylan R. Ashley , Adam White , Martha White , Richard S. Sutton

We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are…

Machine Learning · Computer Science 2025-12-09 Nishanth Venkatesh , Andreas A. Malikopoulos

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 many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…

Machine Learning · Computer Science 2022-06-24 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Reinforcement learning algorithms can solve dynamic decision-making and optimal control problems. With continuous-valued state and input variables, reinforcement learning algorithms must rely on function approximators to represent the value…

Machine Learning · Computer Science 2021-11-16 Jiří Kubalík , Erik Derner , Jan Žegklitz , Robert Babuška

Goal-conditioned planning benefits from learned low-dimensional representations of rich observations. While compact latent representations typically learned from variational autoencoders or inverse dynamics enable goal-conditioned decision…

Given a dataset on actions and resulting long-term rewards, a direct estimation approach fits value functions that minimize prediction error on the training data. Temporal difference learning (TD) methods instead fit value functions by…

Machine Learning · Computer Science 2024-02-15 David Cheikhi , Daniel Russo

Despite its experimental success, Model-based Reinforcement Learning still lacks a complete theoretical understanding. To this end, we analyze the error in the cumulative reward using a contraction approach. We consider both stochastic and…

Machine Learning · Computer Science 2021-02-26 Ting-Han Fan , Peter J. Ramadge

We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stochastic dynamic and a reward function. We propose two…

Machine Learning · Computer Science 2023-06-08 Ziad Kobeissi , Francis Bach

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

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

Machine Learning · Computer Science 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare