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In this paper we consider the problem of obtaining sharp bounds for the performance of temporal difference (TD) methods with linear function approximation for policy evaluation in discounted Markov decision processes. We show that a simple…

Machine Learning · Statistics 2024-06-18 Sergey Samsonov , Daniil Tiapkin , Alexey Naumov , Eric Moulines

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

Our understanding of reinforcement learning (RL) has been shaped by theoretical and empirical results that were obtained decades ago using tabular representations and linear function approximators. These results suggest that RL methods that…

Machine Learning · Computer Science 2018-06-05 Artemij Amiranashvili , Alexey Dosovitskiy , Vladlen Koltun , Thomas Brox

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

Reinforcement learning (RL) algorithms allow artificial agents to improve their selection of actions to increase rewarding experiences in their environments. Temporal Difference (TD) Learning -- a model-free RL method -- is a leading…

Machine Learning · Computer Science 2019-09-05 Jacob Rafati , David C. Noelle

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

Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement…

Machine Learning · Computer Science 2018-11-07 Jalaj Bhandari , Daniel Russo , Raghav Singal

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…

Machine Learning · Computer Science 2020-02-12 Kristopher De Asis , Alan Chan , Silviu Pitis , Richard S. Sutton , Daniel Graves

Off-policy learning ability is an important feature of reinforcement learning (RL) for practical applications. However, even one of the most elementary RL algorithms, temporal-difference (TD) learning, is known to suffer form divergence…

Machine Learning · Computer Science 2025-04-21 Han-Dong Lim , Donghwan Lee

Modern policy gradient algorithms such as Proximal Policy Optimization (PPO) rely on an arsenal of heuristics, including loss clipping and gradient clipping, to ensure successful learning. These heuristics are reminiscent of techniques from…

This paper revisits the temporal difference (TD) learning algorithm for the policy evaluation tasks in reinforcement learning. Typically, the performance of TD(0) and TD($\lambda$) is very sensitive to the choice of stepsizes. Oftentimes,…

Optimization and Control · Mathematics 2021-10-12 Tao Sun , Han Shen , Tianyi Chen , Dongsheng Li

Solving a reinforcement learning (RL) problem poses two competing challenges: fitting a potentially discontinuous value function, and generalizing well to new observations. In this paper, we analyze the learning dynamics of temporal…

Machine Learning · Computer Science 2022-06-07 Clare Lyle , Mark Rowland , Will Dabney , Marta Kwiatkowska , Yarin Gal

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

Gradient clipping is a commonly used technique to stabilize the training process of neural networks. A growing body of studies has shown that gradient clipping is a promising technique for dealing with the heavy-tailed behavior that emerged…

Machine Learning · Computer Science 2023-07-26 Shaojie Li , Yong Liu

We consider non-convex stochastic optimization using first-order algorithms for which the gradient estimates may have heavy tails. We show that a combination of gradient clipping, momentum, and normalized gradient descent yields convergence…

Machine Learning · Computer Science 2021-11-10 Ashok Cutkosky , Harsh Mehta

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

Deep reinforcement learning (RL) has achieved remarkable success, yet its deployment in real-world scenarios is often limited by vulnerability to environmental uncertainties. Distributionally robust RL (DR-RL) algorithms have been proposed…

Machine Learning · Computer Science 2026-04-21 Mingxuan Cui , Duo Zhou , Yuxuan Han , Grani A. Hanasusanto , Qiong Wang , Huan Zhang , Zhengyuan Zhou

The goal of this manuscript is to conduct a controltheoretic analysis of Temporal Difference (TD) learning algorithms. TD-learning serves as a cornerstone in the realm of reinforcement learning, offering a methodology for approximating the…

Artificial Intelligence · Computer Science 2023-09-12 Donghwan Lee , Do Wan Kim

Differentially Private Stochastic Gradient Descent (DPSGD) is widely utilized to preserve training data privacy in deep learning, which first clips the gradients to a predefined norm and then injects calibrated noise into the training…

Machine Learning · Computer Science 2024-05-29 Haichao Sha , Yang Cao , Yong Liu , Yuncheng Wu , Ruixuan Liu , Hong Chen

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

Machine Learning · Computer Science 2018-05-03 Yann Ollivier