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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

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

TD(0) is one of the most commonly used algorithms in reinforcement learning. Despite this, there is no existing finite sample analysis for TD(0) with function approximation, even for the linear case. Our work is the first to provide such…

Artificial Intelligence · Computer Science 2017-12-12 Gal Dalal , Balázs Szörényi , Gugan Thoppe , Shie Mannor

We study policy evaluation problems in multi-task reinforcement learning (RL) under a low-rank representation setting. In this setting, we are given $N$ learning tasks where the corresponding value function of these tasks lie in an…

Machine Learning · Computer Science 2025-03-05 Yitao Bai , Sihan Zeng , Justin Romberg , Thinh T. Doan

The task of predicting long-term patient outcomes using supervised machine learning is a challenging one, in part because of the high variance of each patient's trajectory, which can result in the model over-fitting to the training data.…

Machine Learning · Computer Science 2026-02-09 Thomas Frost , Kezhi Li , Steve Harris

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

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

Temporal-Difference (TD) learning is a standard and very successful reinforcement learning approach, at the core of both algorithms that learn the value of a given policy, as well as algorithms which learn how to improve policies.…

Machine Learning · Computer Science 2020-05-19 Mingde Zhao , Sitao Luan , Ian Porada , Xiao-Wen Chang , Doina Precup

We initiate the study of federated reinforcement learning under environmental heterogeneity by considering a policy evaluation problem. Our setup involves $N$ agents interacting with environments that share the same state and action space…

Machine Learning · Computer Science 2024-07-02 Han Wang , Aritra Mitra , Hamed Hassani , George J. Pappas , James Anderson

The temporal-difference methods TD($\lambda$) and Sarsa($\lambda$) form a core part of modern reinforcement learning. Their appeal comes from their good performance, low computational cost, and their simple interpretation, given by their…

Artificial Intelligence · Computer Science 2016-09-09 Harm van Seijen , A. Rupam Mahmood , Patrick M. Pilarski , Marlos C. Machado , Richard S. Sutton

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

Machine Learning · Computer Science 2019-04-04 Chao Qu , Shie Mannor , Huan Xu

Temporal difference (TD) learning is a cornerstone of reinforcement learning. In the average-reward setting, standard TD($\lambda$) is highly sensitive to the choice of step-size and thus requires careful tuning to maintain numerical…

Machine Learning · Statistics 2025-10-08 Hwanwoo Kim , Dongkyu Derek Cho , Eric Laber

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

In this paper we introduce the idea of improving the performance of parametric temporal-difference (TD) learning algorithms by selectively emphasizing or de-emphasizing their updates on different time steps. In particular, we show that…

Machine Learning · Computer Science 2016-07-21 Richard S. Sutton , A. Rupam Mahmood , Martha White

Motivated by the previous success of Two-Dimensional Convolutional Neural Network (2D CNN) on image recognition, researchers endeavor to leverage it to characterize videos. However, one limitation of applying 2D CNN to analyze videos is…

Computer Vision and Pattern Recognition · Computer Science 2020-07-16 Junwu Weng , Donghao Luo , Yabiao Wang , Ying Tai , Chengjie Wang , Jilin Li , Feiyue Huang , Xudong Jiang , Junsong Yuan

Understanding what information neural networks capture is an essential problem in deep learning, and studying whether different models capture similar features is an initial step to achieve this goal. Previous works sought to define metrics…

Machine Learning · Computer Science 2020-07-27 Yunzhen Feng , Runtian Zhai , Di He , Liwei Wang , Bin Dong

Value approximation using deep neural networks is at the heart of off-policy deep reinforcement learning, and is often the primary module that provides learning signals to the rest of the algorithm. While multi-layer perceptron networks are…

Machine Learning · Computer Science 2022-06-10 Ge Yang , Anurag Ajay , Pulkit Agrawal

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

We derive an equation for temporal difference learning from statistical principles. Specifically, we start with the variational principle and then bootstrap to produce an updating rule for discounted state value estimates. The resulting…

Machine Learning · Computer Science 2008-11-03 Marcus Hutter , Shane Legg

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
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