Related papers: Finite-Time Accuracy of Temporal-Difference Learni…
In this paper, we study the dynamics of temporal difference learning with neural network-based value function approximation over a general state space, namely, \emph{Neural TD learning}. We consider two practically used algorithms,…
Temporal-Difference learning (TD) [Sutton, 1988] with function approximation can converge to solutions that are worse than those obtained by Monte-Carlo regression, even in the simple case of on-policy evaluation. To increase our…
The goal of this paper is to investigate distributed temporal difference (TD) learning for a networked multi-agent Markov decision process. The proposed approach is based on distributed optimization algorithms, which can be interpreted as…
Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…
We derive a family of risk-sensitive reinforcement learning methods for agents, who face sequential decision-making tasks in uncertain environments. By applying a utility function to the temporal difference (TD) error, nonlinear…
TD(0) is one of the most commonly used algorithms in reinforcement learning. Despite this, there is no existing finite sample analysis for TD(0) with function approximation, even for the linear case. Our work is the first to provide such…
Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…
The temporal-difference methods TD($\lambda$) and Sarsa($\lambda$) form a core part of modern reinforcement learning. Their appeal comes from their good performance, low computational cost, and their simple interpretation, given by their…
Reinforcement learning (RL) depends critically on the choice of reward functions used to capture the de- sired behavior and constraints of a robot. Usually, these are handcrafted by a expert designer and represent heuristics for relatively…
This paper establishes a rigorous connection between regularized discrete-time reinforcement learning (RL) and continuous-time stochastic optimal control. Specifically, classical RL algorithms are typically solving a regularized…
We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…
Off-policy learning allows us to learn about possible policies of behavior from experience generated by a different behavior policy. Temporal difference (TD) learning algorithms can become unstable when combined with function approximation…
The function approximators employed by traditional image-based Deep Reinforcement Learning (DRL) algorithms usually lack a temporal learning component and instead focus on learning the spatial component. We propose a technique, Temporal…
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…
We study the finite-time convergence of TD learning with linear function approximation under Markovian sampling. Existing proofs for this setting either assume a projection step in the algorithm to simplify the analysis, or require a fairly…
We derive an equation for temporal difference learning from statistical principles. Specifically, we start with the variational principle and then bootstrap to produce an updating rule for discounted state value estimates. The resulting…
Linear temporal logic (LTL) is a powerful language for task specification in reinforcement learning, as it allows describing objectives beyond the expressivity of conventional discounted return formulations. Nonetheless, recent works have…
Reinforcement learning (RL) promises to solve long-horizon tasks even when training data contains only short fragments of the behaviors. This experience stitching capability is often viewed as the purview of temporal difference (TD)…
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…
We discuss the approximation of the value function for infinite-horizon discounted Markov Reward Processes (MRP) with nonlinear functions trained with the Temporal-Difference (TD) learning algorithm. We first consider this problem under a…