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Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity…

Machine Learning · Computer Science 2024-06-13 Adil Zouitine , David Bertoin , Pierre Clavier , Matthieu Geist , Emmanuel Rachelson

We establish novel and general high-dimensional concentration inequalities and Berry-Esseen bounds for vector-valued martingales induced by Markov chains. We apply these results to analyze the performance of the Temporal Difference (TD)…

Machine Learning · Statistics 2026-05-22 Weichen Wu , Yuting Wei , Alessandro Rinaldo

Long-term temporal credit assignment is an important challenge in deep reinforcement learning (RL). It refers to the ability of the agent to attribute actions to consequences that may occur after a long time interval. Existing…

Machine Learning · Computer Science 2020-10-27 Tanmay Gangwani , Yuan Zhou , Jian Peng

This paper analyzes multi-step temporal difference (TD)-learning algorithms within the ``deadly triad'' scenario, characterized by linear function approximation, off-policy learning, and bootstrapping. In particular, we prove that $n$-step…

Machine Learning · Computer Science 2026-02-24 Han-Dong Lim , Donghwan Lee

Reinforcement learning has attracted great attention recently, especially policy gradient algorithms, which have been demonstrated on challenging decision making and control tasks. In this paper, we propose an active multi-step TD algorithm…

Machine Learning · Computer Science 2019-11-28 Gang Chen , Dingcheng Li , Ran Xu

We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms…

Machine Learning · Computer Science 2023-12-12 Ruida Zhou , Tao Liu , Min Cheng , Dileep Kalathil , P. R. Kumar , Chao Tian

Long-horizon tasks, which have a large discount factor, pose a challenge for most conventional reinforcement learning (RL) algorithms. Algorithms such as Value Iteration and Temporal Difference (TD) learning have a slow convergence rate and…

Machine Learning · Computer Science 2024-09-04 Mark Bedaywi , Amin Rakhsha , Amir-massoud Farahmand

Temporal difference (TD) learning is a fundamental technique in reinforcement learning that updates value estimates for states or state-action pairs using a TD target. This target represents an improved estimate of the true value by…

Machine Learning · Computer Science 2024-08-05 Wuhao Wang , Zhiyong Chen , Lepeng Zhang

A common optimization tool used in deep reinforcement learning is momentum, which consists in accumulating and discounting past gradients, reapplying them at each iteration. We argue that, unlike in supervised learning, momentum in Temporal…

Machine Learning · Computer Science 2021-06-09 Emmanuel Bengio , Joelle Pineau , Doina Precup

Reinforcement learning (RL) depends critically on the choice of reward functions used to capture the de- sired behavior and constraints of a robot. Usually, these are handcrafted by a expert designer and represent heuristics for relatively…

Artificial Intelligence · Computer Science 2017-03-03 Xiao Li , Cristian-Ioan Vasile , Calin Belta

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

Temporal difference learning with linear function approximation is a popular method to obtain a low-dimensional approximation of the value function of a policy in a Markov Decision Process. We give a new interpretation of this method in…

Machine Learning · Computer Science 2020-10-29 Rui Liu , Alex Olshevsky

We investigate the explainability of Reinforcement Learning (RL) policies from a temporal perspective, focusing on the sequence of future outcomes associated with individual actions. In RL, value functions compress information about rewards…

Machine Learning · Computer Science 2025-01-08 Franco Ruggeri , Alessio Russo , Rafia Inam , Karl Henrik Johansson

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

The study of provable adversarial robustness for deep neural networks (DNNs) has mainly focused on static supervised learning tasks such as image classification. However, DNNs have been used extensively in real-world adaptive tasks such as…

Machine Learning · Computer Science 2022-05-31 Aounon Kumar , Alexander Levine , Soheil Feizi

In reinforcement learning (RL), the consideration of multivariate reward signals has led to fundamental advancements in multi-objective decision-making, transfer learning, and representation learning. This work introduces the first…

Machine Learning · Computer Science 2024-09-05 Harley Wiltzer , Jesse Farebrother , Arthur Gretton , Mark Rowland

Robust real-world learning should benefit from both demonstrations and interactions with the environment. Current approaches to learning from demonstration and reward perform supervised learning on expert demonstration data and use…

Artificial Intelligence · Computer Science 2019-05-31 Yang Gao , Huazhe Xu , Ji Lin , Fisher Yu , Sergey Levine , Trevor Darrell

Temporal difference (TD) learning is an important approach in reinforcement learning, as it combines ideas from dynamic programming and Monte Carlo methods in a way that allows for online and incremental model-free learning. A key idea of…

Machine Learning · Computer Science 2018-09-21 Kristopher De Asis , Brendan Bennett , Richard S. Sutton

This paper endeavors to augment the robustness of offline reinforcement learning (RL) in scenarios laden with heavy-tailed rewards, a prevalent circumstance in real-world applications. We propose two algorithmic frameworks, ROAM and ROOM,…

Machine Learning · Computer Science 2024-04-02 Jin Zhu , Runzhe Wan , Zhengling Qi , Shikai Luo , Chengchun Shi

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