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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

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…

Machine Learning · Computer Science 2021-06-23 Ray Jiang , Tom Zahavy , Zhongwen Xu , Adam White , Matteo Hessel , Charles Blundell , Hado van Hasselt

Temporal-difference and Q-learning play a key role in deep reinforcement learning, where they are empowered by expressive nonlinear function approximators such as neural networks. At the core of their empirical successes is the learned…

Machine Learning · Computer Science 2024-04-02 Yufeng Zhang , Qi Cai , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

We investigate the finite-time convergence properties of Temporal Difference (TD) learning with linear function approximation, a cornerstone algorithm in the field of reinforcement learning. We are interested in the so-called ``robust''…

Machine Learning · Computer Science 2025-09-26 Wei-Cheng Lee , Francesco Orabona

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

Deep Q-Learning (DQL), a family of temporal difference algorithms for control, employs three techniques collectively known as the `deadly triad' in reinforcement learning: bootstrapping, off-policy learning, and function approximation.…

Machine Learning · Computer Science 2019-03-22 Joshua Achiam , Ethan Knight , Pieter Abbeel

In large-scale distributed machine learning, recent works have studied the effects of compressing gradients in stochastic optimization to alleviate the communication bottleneck. These works have collectively revealed that stochastic…

Machine Learning · Computer Science 2024-06-05 Aritra Mitra , George J. Pappas , Hamed Hassani

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

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

Machine Learning · Computer Science 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

Machine Learning · Computer Science 2026-03-17 Saptarshi Mandal , Yashaswini Murthy , R. Srikant

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

Machine Learning · Statistics 2025-05-14 Yang Peng , Kaicheng Jin , Liangyu Zhang , Zhihua Zhang

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

Continuous diffusion models have demonstrated remarkable performance in data generation across various domains, yet their efficiency remains constrained by two critical limitations: (1) the local adjacency structure of the forward Markov…

Machine Learning · Statistics 2025-05-29 Xunpeng Huang , Yingyu Lin , Nikki Lijing Kuang , Hanze Dong , Difan Zou , Yian Ma , Tong Zhang

Off-policy learning enables a reinforcement learning (RL) agent to reason counterfactually about policies that are not executed and is one of the most important ideas in RL. It, however, can lead to instability when combined with function…

Machine Learning · Computer Science 2025-03-03 Xiaochi Qian , Shangtong Zhang

Temporal difference (TD) learning is a popular algorithm for policy evaluation in reinforcement learning, but the vanilla TD can substantially suffer from the inherent optimization variance. A variance reduced TD (VRTD) algorithm was…

Machine Learning · Computer Science 2020-01-13 Tengyu Xu , Zhe Wang , Yi Zhou , Yingbin Liang

Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…

Machine Learning · Computer Science 2026-03-04 Yunxiang Li , Mark Schmidt , Reza Babanezhad , Sharan Vaswani

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

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

Temporal-difference (TD) learning is highly effective at controlling and evaluating an agent's long-term outcomes. Most approaches in this paradigm implement a semi-gradient update to boost the learning speed, which consists of ignoring the…

Machine Learning · Computer Science 2026-05-15 Théo Vincent , Kevin Gerhardt , Yogesh Tripathi , Habib Maraqten , Adam White , Martha White , Jan Peters , Carlo D'Eramo

Integral to recent successes in deep reinforcement learning has been a class of temporal difference methods that use infrequently updated target values for policy evaluation in a Markov Decision Process. Yet a complete theoretical…

Machine Learning · Computer Science 2023-08-15 Mattie Fellows , Matthew J. A. Smith , Shimon Whiteson