Related papers: Finite time analysis of temporal difference learni…
We explore fixed-horizon temporal difference (TD) methods, reinforcement learning algorithms for a new kind of value function that predicts the sum of rewards over a $\textit{fixed}$ number of future time steps. To learn the value function…
This paper investigates the problem of generalized linear bandits with heavy-tailed rewards, whose $(1+\epsilon)$-th moment is bounded for some $\epsilon\in (0,1]$. Although there exist methods for generalized linear bandits, most of them…
In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…
In the realm of edge computing, the increasing demand for high Quality of Service (QoS), particularly in dynamic multimedia streaming applications (e.g., Augmented Reality/Virtual Reality and online gaming), has prompted the need for…
Gradient descent or its variants are popular in training neural networks. However, in deep Q-learning with neural network approximation, a type of reinforcement learning, gradient descent (also known as Residual Gradient (RG)) is barely…
Exponential tail bounds for sums play an important role in statistics, but the example of the $t$-statistic shows that the exponential tail decay may be lost when population parameters need to be estimated from the data. However, it turns…
In this paper we present the first empirical study of the emphatic temporal-difference learning algorithm (ETD), comparing it with conventional temporal-difference learning, in particular, with linear TD(0), on on-policy and off-policy…
There has been an increasing focus in learning interpretable feature representations, particularly in applications such as medical image analysis that require explainability, whilst relying less on annotated data (since annotations can be…
We consider emphatic temporal-difference learning algorithms for policy evaluation in discounted Markov decision processes with finite spaces. Such algorithms were recently proposed by Sutton, Mahmood, and White (2015) as an improved…
We analyze neural scaling laws in a solvable model of last-layer fine-tuning where targets have intrinsic, instance-heterogeneous difficulty. In our Latent Instance Difficulty (LID) model, each input's target variance is governed by a…
Recently, temporal action localization (TAL), i.e., finding specific action segments in untrimmed videos, has attracted increasing attentions of the computer vision community. State-of-the-art solutions for TAL involves evaluating the…
We study the generalization properties of unregularized gradient methods applied to separable linear classification -- a setting that has received considerable attention since the pioneering work of Soudry et al. (2018). We establish tight…
Convolutional neural networks have achieved great improvement on face recognition in recent years because of its extraordinary ability in learning discriminative features of people with different identities. To train such a well-designed…
We present a federated learning framework that is designed to robustly deliver good predictive performance across individual clients with heterogeneous data. The proposed approach hinges upon a superquantile-based learning objective that…
While there are convergence guarantees for temporal difference (TD) learning when using linear function approximators, the situation for nonlinear models is far less understood, and divergent examples are known. Here we take a first step…
In this work we consider the regularization of a supervised learning problem by partial differential equations (PDEs) and derive error bounds for the obtained approximation in terms of a PDE error term and a data error term. Assuming that…
In this paper, we study the problem of stochastic linear bandits with finite action sets. Most of existing work assume the payoffs are bounded or sub-Gaussian, which may be violated in some scenarios such as financial markets. To settle…
We study the problem of temporal-difference-based policy evaluation in reinforcement learning. In particular, we analyse the use of a distributional reinforcement learning algorithm, quantile temporal-difference learning (QTD), for this…
We propose a unified framework to study policy evaluation (PE) and the associated temporal difference (TD) methods for reinforcement learning in continuous time and space. We show that PE is equivalent to maintaining the martingale…
We consider off-policy temporal-difference (TD) learning in discounted Markov decision processes, where the goal is to evaluate a policy in a model-free way by using observations of a state process generated without executing the policy. To…