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The recent emergence of reinforcement learning has created a demand for robust statistical inference methods for the parameter estimates computed using these algorithms. Existing methods for statistical inference in online learning are…

Machine Learning · Statistics 2022-06-29 Pratik Ramprasad , Yuantong Li , Zhuoran Yang , Zhaoran Wang , Will Wei Sun , Guang Cheng

In this paper, a Gauss-Newton Temporal Difference (GNTD) learning method is proposed to solve the Q-learning problem with nonlinear function approximation. In each iteration, our method takes one Gauss-Newton (GN) step to optimize a variant…

Optimization and Control · Mathematics 2024-04-02 Zhifa Ke , Junyu Zhang , Zaiwen Wen

Temporal difference methods enable efficient estimation of value functions in reinforcement learning in an incremental fashion, and are of broader interest because they correspond learning as observed in biological systems. Standard value…

Machine Learning · Computer Science 2019-07-11 Brendan Bennett , Wesley Chung , Muhammad Zaheer , Vincent Liu

Temporal difference (TD) learning is a fundamental technique in reinforcement learning that updates value estimates for states or state-action pairs using a TD target. This target represents an improved estimate of the true value by…

Machine Learning · Computer Science 2024-08-05 Wuhao Wang , Zhiyong Chen , Lepeng Zhang

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

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

Sutton, Szepesv\'{a}ri and Maei introduced the first gradient temporal-difference (GTD) learning algorithms compatible with both linear function approximation and off-policy training. The goal of this paper is (a) to propose some variants…

Machine Learning · Computer Science 2024-01-23 Donghwan Lee , Han-Dong Lim , Jihoon Park , Okyong Choi

Recent advances in recommender systems have shown that user-system interaction essentially formulates long-term optimization problems, and online reinforcement learning can be adopted to improve recommendation performance. The general…

Information Retrieval · Computer Science 2025-02-04 Xiaobei Wang , Shuchang Liu , Qingpeng Cai , Xiang Li , Lantao Hu , Han li , Guangming Xie

Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…

Machine Learning · Computer Science 2025-02-07 Haotian Lin , Pengcheng Wang , Jeff Schneider , Guanya Shi

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 2020-06-17 Mingde Zhao

Temporal difference (TD) learning is one of the main foundations of modern reinforcement learning. This paper studies the use of TD(0), a canonical TD algorithm, to estimate the value function of a given policy from a batch of data. In this…

Machine Learning · Computer Science 2020-08-18 Brahma Pavse , Ishan Durugkar , Josiah Hanna , Peter Stone

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

In reinforcement learning (RL) , one of the key components is policy evaluation, which aims to estimate the value function (i.e., expected long-term accumulated reward) of a policy. With a good policy evaluation method, the RL algorithms…

Machine Learning · Computer Science 2018-09-25 Yue Wang , Wei Chen , Yuting Liu , Zhi-Ming Ma , Tie-Yan Liu

Designing reward functions is a challenging problem in AI and robotics. Humans usually have a difficult time directly specifying all the desirable behaviors that a robot needs to optimize. One common approach is to learn reward functions…

Robotics · Computer Science 2020-06-05 Erdem Bıyık , Nicolas Huynh , Mykel J. Kochenderfer , Dorsa Sadigh

We consider off-policy policy evaluation with function approximation (FA) in average-reward MDPs, where the goal is to estimate both the reward rate and the differential value function. For this problem, bootstrapping is necessary and,…

Machine Learning · Computer Science 2022-10-19 Shangtong Zhang , Yi Wan , Richard S. Sutton , Shimon Whiteson

In this paper, we tackle the challenging problem of delayed rewards in reinforcement learning (RL). While Proximal Policy Optimization (PPO) has emerged as a leading Policy Gradient method, its performance can degrade under delayed rewards.…

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in…

Artificial Intelligence · Computer Science 2019-11-18 Jonathan Baxter , Peter L. Bartlett

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

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

Gaussian process (GP) bandits provide a powerful framework for performing blackbox optimization of unknown functions. The characteristics of the unknown function depend heavily on the assumed GP prior. Most work in the literature assume…

Machine Learning · Computer Science 2026-03-13 Jack Sandberg , Morteza Haghir Chehreghani