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The average reward is a fundamental performance metric in reinforcement learning (RL) focusing on the long-run performance of an agent. Differential temporal difference (TD) learning algorithms are a major advance for average reward RL as…

Machine Learning · Computer Science 2026-02-19 Ethan Blaser , Jiuqi Wang , Shangtong Zhang

Motivated by collaborative reinforcement learning (RL) and optimization with time-correlated data, we study a generic federated stochastic approximation problem involving $M$ agents, where each agent is characterized by an agent-specific…

Machine Learning · Computer Science 2025-04-17 Feng Zhu , Aritra Mitra , Robert W. Heath

We apply diffusion strategies to develop a fully-distributed cooperative reinforcement learning algorithm in which agents in a network communicate only with their immediate neighbors to improve predictions about their environment. The…

Multiagent Systems · Computer Science 2014-11-06 Sergio Valcarcel Macua , Jianshu Chen , Santiago Zazo , Ali H. Sayed

In this paper, we consider federated reinforcement learning for tabular episodic Markov Decision Processes (MDP) where, under the coordination of a central server, multiple agents collaboratively explore the environment and learn an optimal…

Machine Learning · Computer Science 2024-05-09 Zhong Zheng , Fengyu Gao , Lingzhou Xue , Jing Yang

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

We present a framework combining hierarchical and multi-agent deep reinforcement learning approaches to solve coordination problems among a multitude of agents using a semi-decentralized model. The framework extends the multi-agent learning…

Artificial Intelligence · Computer Science 2017-12-25 Saurabh Kumar , Pararth Shah , Dilek Hakkani-Tur , Larry Heck

Distributed learning is essential to train machine learning algorithms across heterogeneous agents while maintaining data privacy. We conduct an asymptotic analysis of Unified Distributed SGD (UD-SGD), exploring a variety of communication…

Machine Learning · Computer Science 2024-10-30 Jie Hu , Yi-Ting Ma , Do Young Eun

In a wide variety of applications, humans interact with a complex environment by means of asynchronous stochastic discrete events in continuous time. Can we design online interventions that will help humans achieve certain goals in such…

Machine Learning · Computer Science 2018-11-07 Utkarsh Upadhyay , Abir De , Manuel Gomez-Rodriguez

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

In this paper, we analyze the sample and communication complexity of the federated linear stochastic approximation (FedLSA) algorithm. We explicitly quantify the effects of local training with agent heterogeneity. We show that the…

Machine Learning · Statistics 2025-12-22 Paul Mangold , Sergey Samsonov , Safwan Labbi , Ilya Levin , Reda Alami , Alexey Naumov , Eric Moulines

In this work we describe a novel deep reinforcement learning architecture that allows multiple actions to be selected at every time-step in an efficient manner. Multi-action policies allow complex behaviours to be learnt that would…

Artificial Intelligence · Computer Science 2018-09-07 Jack Harmer , Linus Gisslén , Jorge del Val , Henrik Holst , Joakim Bergdahl , Tom Olsson , Kristoffer Sjöö , Magnus Nordin

We study a model-free federated linear quadratic regulator (LQR) problem where M agents with unknown, distinct yet similar dynamics collaboratively learn an optimal policy to minimize an average quadratic cost while keeping their data…

Optimization and Control · Mathematics 2023-08-24 Han Wang , Leonardo F. Toso , Aritra Mitra , James Anderson

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 (TD) methods constitute a class of methods for learning predictions in multi-step prediction problems, parameterized by a recency factor lambda. Currently the most important application of these methods is to temporal…

Artificial Intelligence · Computer Science 2008-02-03 P. Cichosz

Deep reinforcement learning (RL) algorithms have achieved great success on a wide variety of sequential decision-making tasks. However, many of these algorithms suffer from high sample complexity when learning from scratch using…

Machine Learning · Statistics 2020-06-15 Michael Wan , Tanmay Gangwani , Jian Peng

This paper extends off-policy reinforcement learning to the multi-agent case in which a set of networked agents communicating with their neighbors according to a time-varying graph collaboratively evaluates and improves a target policy…

Machine Learning · Computer Science 2019-11-20 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Zhaoran Wang , Tamer Basar , Ji Liu

Transfer Learning (TL) offers the potential to accelerate learning by transferring knowledge across tasks. However, it faces critical challenges such as negative transfer, domain adaptation and inefficiency in selecting solid source…

Machine Learning · Computer Science 2025-07-29 Alessandro Capurso , Elia Piccoli , Davide Bacciu

Feature transformation enhances downstream task performance by generating informative features through mathematical feature crossing. Despite the advancements in deep learning, feature transformation remains essential for structured data,…

Machine Learning · Computer Science 2026-03-02 Tao Zhe , Huazhen Fang , Kunpeng Liu , Qian Lou , Tamzidul Hoque , Dongjie Wang

Federated learning has emerged as an umbrella term for centralized coordination strategies in multi-agent environments. While many federated learning architectures process data in an online manner, and are hence adaptive by nature, most…

Machine Learning · Computer Science 2020-05-06 Elsa Rizk , Stefan Vlaski , Ali H. Sayed

In traditional statistical learning, data points are usually assumed to be independently and identically distributed (i.i.d.) following an unknown probability distribution. This paper presents a contrasting viewpoint, perceiving data points…

Machine Learning · Computer Science 2025-08-19 Yangchen Pan , Junfeng Wen , Chenjun Xiao , Philip Torr