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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

Motivated by the emerging use of multi-agent reinforcement learning (MARL) in engineering applications such as networked robotics, swarming drones, and sensor networks, we investigate the policy evaluation problem in a fully decentralized…

Machine Learning · Computer Science 2020-01-31 Jun Sun , Gang Wang , Georgios B. Giannakis , Qinmin Yang , Zaiyue Yang

Temporal difference (TD) learning algorithms with neural network function parameterization have well-established empirical success in many practical large-scale reinforcement learning tasks. However, theoretical understanding of these…

Machine Learning · Computer Science 2024-05-08 Zhifa Ke , Zaiwen Wen , Junyu Zhang

Non-Markovian dynamics are commonly found in real-world environments due to long-range dependencies, partial observability, and memory effects. The Bellman equation that is the central pillar of Reinforcement learning (RL) becomes only…

Machine Learning · Computer Science 2026-02-09 Zuyuan Zhang , Sizhe Tang , Tian Lan

This work presents a nonparametric framework for dissipativity learning in reproducing kernel Hilbert spaces, which enables data-driven certification of stability and performance properties for unknown nonlinear systems without requiring an…

Systems and Control · Electrical Eng. & Systems 2025-11-03 Xiuzhen Ye , Wentao Tang

Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…

Machine Learning · Computer Science 2025-06-24 Hwanwoo Kim , Panos Toulis , Eric Laber

We provide a new non-asymptotic analysis of distributed TD(0) with linear function approximation. Our approach relies on "one-shot averaging," where $N$ agents run local copies of TD(0) and average the outcomes only once at the very end. We…

Machine Learning · Computer Science 2022-01-31 Rui Liu , Alex Olshevsky

We propose a new, nonparametric approach to estimating the value function in reinforcement learning. This approach makes use of a recently developed representation of conditional distributions as functions in a reproducing kernel Hilbert…

Machine Learning · Computer Science 2012-10-19 Steffen Grünewälder , Luca Baldassarre , Massimiliano Pontil , Arthur Gretton , Guy Lever

We study the convergence behavior of the celebrated temporal-difference (TD) learning algorithm. By looking at the algorithm through the lens of optimization, we first argue that TD can be viewed as an iterative optimization algorithm where…

Machine Learning · Computer Science 2023-11-10 Kavosh Asadi , Shoham Sabach , Yao Liu , Omer Gottesman , Rasool Fakoor

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

Value functions derived from Markov decision processes arise as a central component of algorithms as well as performance metrics in many statistics and engineering applications of machine learning techniques. Computation of the solution to…

Machine Learning · Computer Science 2020-03-02 Adithya M. Devraj , Ioannis Kontoyiannis , Sean P. Meyn

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

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

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

This short technical report presents some learning theory results on vector-valued reproducing kernel Hilbert space (RKHS) regression, where the input space is allowed to be non-compact and the output space is a (possibly…

Machine Learning · Statistics 2022-02-17 Junhyunng Park , Krikamol Muandet

We consider Markov Decision Problems defined over continuous state and action spaces, where an autonomous agent seeks to learn a map from its states to actions so as to maximize its long-term discounted accumulation of rewards. We address…

Machine Learning · Computer Science 2018-04-23 Alec Koppel , Ekaterina Tolstaya , Ethan Stump , Alejandro Ribeiro

In this paper, we study the finite-sample statistical rates of distributional temporal difference (TD) learning with linear function approximation. The purpose of distributional TD learning is to estimate the return distribution of a…

Machine Learning · Statistics 2025-11-18 Kaicheng Jin , Yang Peng , Jiansheng Yang , Zhihua Zhang

Temporal difference (TD) learning is a cornerstone reinforcement learning (RL) method for policy evaluation, where the goal is to estimate the value function of a Markov decision process under a fixed policy. While a substantial body of…

Machine Learning · Computer Science 2026-02-02 Donghwan Lee , Do Wan Kim

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,…

Machine Learning · Computer Science 2021-08-09 Semih Cayci , Siddhartha Satpathi , Niao He , R. Srikant

We study distributed learning with the least squares regularization scheme in a reproducing kernel Hilbert space (RKHS). By a divide-and-conquer approach, the algorithm partitions a data set into disjoint data subsets, applies the least…

Machine Learning · Computer Science 2017-03-14 Shao-Bo Lin , Xin Guo , Ding-Xuan Zhou