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Linear TD($\lambda$) is one of the most fundamental reinforcement learning algorithms for policy evaluation. Previously, convergence rates are typically established under the assumption of linearly independent features, which does not hold…

Machine Learning · Computer Science 2025-10-15 Zixuan Xie , Xinyu Liu , Rohan Chandra , Shangtong Zhang

Temporal difference learning (TD) is a foundational concept in reinforcement learning (RL), aimed at efficiently assessing a policy's value function. TD($\lambda$), a potent variant, incorporates a memory trace to distribute the prediction…

Machine Learning · Computer Science 2024-02-13 Jianfei Ma

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…

Optimization and Control · Mathematics 2020-04-29 Donghwan Lee , Jianghai Hu

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of…

Machine Learning · Computer Science 2019-11-14 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

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

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

Value functions arise as a component of algorithms as well as performance metrics in statistics and engineering applications. Computation of the associated Bellman equations is numerically challenging in all but a few special cases. A…

Systems and Control · Computer Science 2018-12-27 Adithya M. Devraj , Sean P. Meyn

Temporal difference (TD) methods constitute a class of methods for learning predictions in multi-step prediction problems, parameterized by a recency factor lambda. Currently the most important application of these methods is to temporal…

Artificial Intelligence · Computer Science 2008-02-03 P. Cichosz

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

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for multi-agent Markov decision processes (MDPs). The temporal difference (TD) learning is a reinforcement learning (RL)…

Optimization and Control · Mathematics 2018-08-23 Donghwan Lee , Hyungjin Yoon , Naira Hovakimyan

Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD)…

Machine Learning · Statistics 2021-12-03 Qin Lu , Georgios B. Giannakis

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

In reinforcement learning, the TD($\lambda$) algorithm is a fundamental policy evaluation method with an efficient online implementation that is suitable for large-scale problems. One practical drawback of TD($\lambda$) is its sensitivity…

Machine Learning · Statistics 2014-12-23 Aviv Tamar , Panos Toulis , Shie Mannor , Edoardo M. Airoldi

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

Given a dataset on actions and resulting long-term rewards, a direct estimation approach fits value functions that minimize prediction error on the training data. Temporal difference learning (TD) methods instead fit value functions by…

Machine Learning · Computer Science 2024-02-15 David Cheikhi , Daniel Russo

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

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

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

Despite extraordinary progress, current machine learning systems have been shown to be brittle against adversarial examples: seemingly innocuous but carefully crafted perturbations of test examples that cause machine learning predictors to…

Machine Learning · Computer Science 2023-06-14 Omar Montasser

We investigate the problem of corruption robustness in offline reinforcement learning (RL) with general function approximation, where an adversary can corrupt each sample in the offline dataset, and the corruption level $\zeta\geq0$…

Machine Learning · Computer Science 2024-02-20 Chenlu Ye , Rui Yang , Quanquan Gu , Tong Zhang