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Related papers: TD Convergence: An Optimization Perspective

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Temporal-difference (TD) networks are a class of predictive state representations that use well-established TD methods to learn models of partially observable dynamical systems. Previous research with TD networks has dealt only with…

Machine Learning · Computer Science 2012-05-14 Christopher M. Vigorito

The true online TD({\lambda}) algorithm has recently been proposed (van Seijen and Sutton, 2014) as a universal replacement for the popular TD({\lambda}) algorithm, in temporal-difference learning and reinforcement learning. True online…

Artificial Intelligence · Computer Science 2015-07-03 Harm van Seijen , A. Rupam Mahmood , Patrick M. Pilarski , Richard S. Sutton

We design a new provably efficient algorithm for episodic reinforcement learning with generalized linear function approximation. We analyze the algorithm under a new expressivity assumption that we call "optimistic closure," which is…

Machine Learning · Statistics 2019-12-10 Yining Wang , Ruosong Wang , Simon S. Du , Akshay Krishnamurthy

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

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…

Machine Learning · Computer Science 2017-04-21 Bo Liu , Daoming Lyu , Wen Dong , Saad Biaz

TD($\lambda$) with function approximation has proved empirically successful for some complex reinforcement learning problems. For linear approximation, TD($\lambda$) has been shown to minimise the squared error between the approximate value…

Machine Learning · Computer Science 2025-12-24 Lex Weaver , Jonathan Baxter

Deliberating on large or continuous state spaces have been long standing challenges in reinforcement learning. Temporal Abstraction have somewhat made this possible, but efficiently planing using temporal abstraction still remains an issue.…

Artificial Intelligence · Computer Science 2017-03-21 Peeyush Kumar , Doina Precup

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

This paper motivates and develops source traces for temporal difference (TD) learning in the tabular setting. Source traces are like eligibility traces, but model potential histories rather than immediate ones. This allows TD errors to be…

Machine Learning · Computer Science 2019-02-11 Silviu Pitis

This work provides test error bounds for iterative fixed point methods on linear predictors -- specifically, stochastic and batch mirror descent (MD), and stochastic temporal difference learning (TD) -- with two core contributions: (a) a…

Machine Learning · Computer Science 2022-06-29 Matus Telgarsky

Multi-Task Learning is a learning paradigm that uses correlated tasks to improve performance generalization. A common way to learn multiple tasks is through the hard parameter sharing approach, in which a single architecture is used to…

Machine Learning · Computer Science 2022-04-15 Angelica Tiemi Mizuno Nakamura , Denis Fernando Wolf , Valdir Grassi

Policy evaluation in reinforcement learning is often conducted using two-timescale stochastic approximation, which results in various gradient temporal difference methods such as GTD(0), GTD2, and TDC. Here, we provide convergence rate…

Machine Learning · Computer Science 2019-12-05 Gal Dalal , Balazs Szorenyi , Gugan Thoppe

Recent advancements in meta-learning have enabled the automatic discovery of novel reinforcement learning algorithms parameterized by surrogate objective functions. To improve upon manually designed algorithms, the parameterization of this…

The temporal difference (TD) error was first formalized in Sutton (1988), where it was first characterized as the difference between temporally successive predictions, and later, in that same work, formulated as the difference between a…

Machine Learning · Computer Science 2026-03-24 Juan Sebastian Rojas , Chi-Guhn Lee

Consistency is the theoretical property of a meta learning algorithm that ensures that, under certain assumptions, it can adapt to any task at test time. An open question is whether and how theoretical consistency translates into practice,…

Machine Learning · Computer Science 2021-12-02 Zheng Xiong , Luisa Zintgraf , Jacob Beck , Risto Vuorio , Shimon Whiteson

We consider reinforcement learning with performance evaluated by a dynamic risk measure. We construct a projected risk-averse dynamic programming equation and study its properties. Then we propose risk-averse counterparts of the methods of…

Optimization and Control · Mathematics 2020-03-03 Umit Kose , Andrzej Ruszczynski

The fragility of deep neural networks to adversarially-chosen inputs has motivated the need to revisit deep learning algorithms. Including adversarial examples during training is a popular defense mechanism against adversarial attacks. This…

Optimization and Control · Mathematics 2020-05-05 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

We present a novel $l_1$ regularized off-policy convergent TD-learning method (termed RO-TD), which is able to learn sparse representations of value functions with low computational complexity. The algorithmic framework underlying RO-TD…

Machine Learning · Computer Science 2020-06-11 Bo Liu , Sridhar Mahadevan , Ji Liu

We address the problem of policy evaluation in discounted Markov decision processes, and provide instance-dependent guarantees on the $\ell_\infty$-error under a generative model. We establish both asymptotic and non-asymptotic versions of…

Machine Learning · Statistics 2020-03-17 Koulik Khamaru , Ashwin Pananjady , Feng Ruan , Martin J. Wainwright , Michael I. Jordan

Motivated by the emerging use of multi-agent reinforcement learning (MARL) in engineering applications such as networked robotics, swarming drones, and sensor networks, we investigate the policy evaluation problem in a fully decentralized…

Machine Learning · Computer Science 2020-01-31 Jun Sun , Gang Wang , Georgios B. Giannakis , Qinmin Yang , Zaiyue Yang
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