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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

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

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

One of the most influential results in neural network theory is the universal approximation theorem [1, 2, 3] which states that continuous functions can be approximated to within arbitrary accuracy by single-hidden-layer feedforward neural…

Machine Learning · Computer Science 2021-12-16 Clemens Hutter , Recep Gül , Helmut Bölcskei

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

In this paper, we consider the policy evaluation problem in multi-agent reinforcement learning (MARL) and derive exact closed-form formulas for the finite-time mean-squared estimation errors of decentralized temporal difference (TD)…

Machine Learning · Computer Science 2022-04-22 Xingang Guo , Bin Hu

Recently, methods have been developed to accurately predict the testing performance of a Deep Neural Network (DNN) on a particular task, given statistics of its underlying topological structure. However, further leveraging this newly found…

Computer Vision and Pattern Recognition · Computer Science 2021-12-01 Stuart Synakowski , Fabian Benitez-Quiroz , Aleix M. Martinez

Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study…

Machine Learning · Computer Science 2017-12-27 Stephen Tu , Benjamin Recht

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

Function approximation has been an indispensable component in modern reinforcement learning algorithms designed to tackle problems with large state spaces in high dimensions. This paper reviews recent results on error analysis for these…

Machine Learning · Computer Science 2024-02-27 Jihao Long , Jiequn Han

Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…

Machine Learning · Computer Science 2020-03-31 Yuanzhi Li , Yingyu Liang

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

In off-policy policy evaluation (OPE) tasks within reinforcement learning, Temporal Difference Learning(TD) and Fitted Q-Iteration (FQI) have traditionally been viewed as differing in the number of updates toward the target value function:…

Machine Learning · Computer Science 2025-12-02 Zechen Wu , Amy Greenwald , Ronald Parr

Balancing between computational efficiency and sample efficiency is an important goal in reinforcement learning. Temporal difference (TD) learning algorithms stochastically update the value function, with a linear time complexity in the…

Machine Learning · Computer Science 2016-11-21 Clement Gehring , Yangchen Pan , Martha White

Temporal distances lie at the heart of many algorithms for planning, control, and reinforcement learning that involve reaching goals, allowing one to estimate the transit time between two states. However, prior attempts to define such…

Machine Learning · Computer Science 2025-03-11 Vivek Myers , Chongyi Zheng , Anca Dragan , Sergey Levine , Benjamin Eysenbach

This paper is concerned with the problem of policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes. We investigate the sample complexities required to guarantee a predefined estimation…

Machine Learning · Statistics 2024-05-03 Gen Li , Weichen Wu , Yuejie Chi , Cong Ma , Alessandro Rinaldo , Yuting Wei

We are interested in understanding stability (almost sure boundedness) of stochastic approximation algorithms (SAs) driven by a `controlled Markov' process. Analyzing this class of algorithms is important, since many reinforcement learning…

Systems and Control · Computer Science 2018-05-18 Arunselvan Ramaswamy , Shalabh Bhatnagar

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

Machine Learning · Computer Science 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare

In distributed and federated learning, heterogeneity across data sources remains a major obstacle to effective model aggregation and convergence. We focus on feature heterogeneity and introduce energy distance as a sensitive measure for…

Machine Learning · Statistics 2025-01-28 Mengchen Fan , Baocheng Geng , Roman Shterenberg , Joseph A. Casey , Zhong Chen , Keren Li

In this paper we present the first empirical study of the emphatic temporal-difference learning algorithm (ETD), comparing it with conventional temporal-difference learning, in particular, with linear TD(0), on on-policy and off-policy…

Artificial Intelligence · Computer Science 2017-05-15 Sina Ghiassian , Banafsheh Rafiee , Richard S. Sutton
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