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Related papers: Optimistic Temporal Difference Learning for 2048

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The average reward is a fundamental performance metric in reinforcement learning (RL) focusing on the long-run performance of an agent. Differential temporal difference (TD) learning algorithms are a major advance for average reward RL as…

Machine Learning · Computer Science 2026-02-19 Ethan Blaser , Jiuqi Wang , Shangtong Zhang

Federated learning (FL) can dramatically speed up reinforcement learning by distributing exploration and training across multiple agents. It can guarantee an optimal convergence rate that scales linearly in the number of agents, i.e., a…

Machine Learning · Computer Science 2025-10-10 Ankur Naskar , Gugan Thoppe , Utsav Negi , Vijay Gupta

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

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

Multi-step temporal difference (TD) learning is an important approach in reinforcement learning, as it unifies one-step TD learning with Monte Carlo methods in a way where intermediate algorithms can outperform either extreme. They address…

Machine Learning · Computer Science 2018-09-10 Kristopher De Asis , Richard S. Sutton

Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One core task in DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$.…

Machine Learning · Statistics 2025-01-17 Yang Peng , Liangyu Zhang , Zhihua Zhang

Many reinforcement learning approaches rely on temporal-difference (TD) learning to learn a critic. However, TD-learning updates can be high variance. Here, we introduce a model-based RL framework, Taylor TD, which reduces this variance in…

Machine Learning · Computer Science 2023-10-19 Michele Garibbo , Maxime Robeyns , Laurence Aitchison

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

Linear TD($\lambda$) is one of the most fundamental reinforcement learning algorithms for policy evaluation. Previously, convergence rates are typically established under the assumption of linearly independent features, which does not hold…

Machine Learning · Computer Science 2025-10-15 Zixuan Xie , Xinyu Liu , Rohan Chandra , Shangtong Zhang

Numerous heuristics and advanced approaches have been proposed for exploration in different settings for deep reinforcement learning. Noise-based exploration generally fares well with dense-shaped rewards and bonus-based exploration with…

Machine Learning · Computer Science 2025-10-22 Sebastian Griesbach , Carlo D'Eramo

Temporal difference (TD) learning is a cornerstone of reinforcement learning. In the average-reward setting, standard TD($\lambda$) is highly sensitive to the choice of step-size and thus requires careful tuning to maintain numerical…

Machine Learning · Statistics 2025-10-08 Hwanwoo Kim , Dongkyu Derek Cho , Eric Laber

The use of target networks has been a popular and key component of recent deep Q-learning algorithms for reinforcement learning, yet little is known from the theory side. In this work, we introduce a new family of target-based temporal…

Machine Learning · Computer Science 2019-09-24 Donghwan Lee , Niao He

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

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

In this paper, we provide a unified analysis of temporal difference learning algorithms with linear function approximators by exploiting their connections to Markov jump linear systems (MJLS). We tailor the MJLS theory developed in the…

Machine Learning · Computer Science 2019-11-06 Bin Hu , Usman Ahmed Syed

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

Temporal-difference (TD) learning is widely regarded as one of the most popular algorithms in reinforcement learning (RL). Despite its widespread use, it has only been recently that researchers have begun to actively study its finite time…

Machine Learning · Computer Science 2025-04-16 Han-Dong Lim , Donghwan Lee

Temporal-Difference (TD) learning is a standard and very successful reinforcement learning approach, at the core of both algorithms that learn the value of a given policy, as well as algorithms which learn how to improve policies.…

Machine Learning · Computer Science 2020-05-19 Mingde Zhao , Sitao Luan , Ian Porada , Xiao-Wen Chang , Doina Precup

Gradient temporal difference (Gradient TD) algorithms are a popular class of stochastic approximation (SA) algorithms used for policy evaluation in reinforcement learning. Here, we consider Gradient TD algorithms with an additional heavy…

Machine Learning · Computer Science 2021-11-23 Rohan Deb , Shalabh Bhatnagar

Variance reduction techniques have been successfully applied to temporal-difference (TD) learning and help to improve the sample complexity in policy evaluation. However, the existing work applied variance reduction to either the less…

Machine Learning · Computer Science 2023-05-23 Shaocong Ma , Yi Zhou , Shaofeng Zou