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In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…

Machine Learning · Computer Science 2020-06-09 Bo Liu , Ian Gemp , Mohammad Ghavamzadeh , Ji Liu , Sridhar Mahadevan , Marek Petrik

Neural Temporal Difference (TD) Learning is an approximate temporal difference method for policy evaluation that uses a neural network for function approximation. Analysis of Neural TD Learning has proven to be challenging. In this paper we…

Machine Learning · Computer Science 2023-12-12 Haoxing Tian , Ioannis Ch. Paschalidis , Alex Olshevsky

We consider off-policy temporal-difference (TD) learning in discounted Markov decision processes, where the goal is to evaluate a policy in a model-free way by using observations of a state process generated without executing the policy. To…

Machine Learning · Computer Science 2018-11-27 Huizhen Yu , A. Rupam Mahmood , Richard S. Sutton

We consider a distributed setup for reinforcement learning, where each agent has a copy of the same Markov Decision Process but transitions are sampled from the corresponding Markov chain independently by each agent. We show that in this…

Machine Learning · Computer Science 2024-06-04 Haoxing Tian , Ioannis Ch. Paschalidis , Alex Olshevsky

In this paper, we aim at establishing an approximation theory and a learning theory of distribution regression via a fully connected neural network (FNN). In contrast to the classical regression methods, the input variables of distribution…

Machine Learning · Statistics 2023-07-10 Zhongjie Shi , Zhan Yu , Ding-Xuan Zhou

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

One of the most basic problems in reinforcement learning (RL) is policy evaluation: estimating the long-term return, i.e., value function, corresponding to a given fixed policy. The celebrated Temporal Difference (TD) learning algorithm…

Machine Learning · Computer Science 2025-02-10 Sreejeet Maity , Aritra Mitra

We introduce a generalization of temporal-difference (TD) learning to networks of interrelated predictions. Rather than relating a single prediction to itself at a later time, as in conventional TD methods, a TD network relates each…

Machine Learning · Computer Science 2015-04-22 Richard S. Sutton , Brian Tanner

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

This paper develops an unified framework to study finite-sample convergence guarantees of a large class of value-based asynchronous reinforcement learning (RL) algorithms. We do this by first reformulating the RL algorithms as…

Machine Learning · Computer Science 2023-09-06 Zaiwei Chen , Siva Theja Maguluri , Sanjay Shakkottai , Karthikeyan Shanmugam

Sample efficiency is crucial for imitation learning methods to be applicable in real-world applications. Many studies improve sample efficiency by extending adversarial imitation to be off-policy regardless of the fact that these off-policy…

Machine Learning · Computer Science 2022-04-14 Mingfei Sun , Sam Devlin , Katja Hofmann , Shimon Whiteson

Temporal-difference learning (TD), coupled with neural networks, is among the most fundamental building blocks of deep reinforcement learning. However, due to the nonlinearity in value function approximation, such a coupling leads to…

Machine Learning · Computer Science 2020-04-16 Qi Cai , Zhuoran Yang , Jason D. Lee , Zhaoran Wang

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Numerical Analysis · Computer Science 2019-09-05 Dimitri P. Bertsekas

We study the convergence behavior of the celebrated temporal-difference (TD) learning algorithm. By looking at the algorithm through the lens of optimization, we first argue that TD can be viewed as an iterative optimization algorithm where…

Machine Learning · Computer Science 2023-11-10 Kavosh Asadi , Shoham Sabach , Yao Liu , Omer Gottesman , Rasool Fakoor

We study two time-scale linear stochastic approximation algorithms, which can be used to model well-known reinforcement learning algorithms such as GTD, GTD2, and TDC. We present finite-time performance bounds for the case where the…

Machine Learning · Computer Science 2019-07-16 Harsh Gupta , R. Srikant , Lei Ying

We study the policy evaluation problem in multi-agent reinforcement learning (MARL) over directed communication networks, where agents cooperate with each other to explore an unknown environment and accomplish a specific task. We propose a…

Optimization and Control · Mathematics 2026-05-07 Haocheng Yang , Shengchao Zhao , Yongchao Liu

In real scenarios, state observations that an agent observes may contain measurement errors or adversarial noises, misleading the agent to take suboptimal actions or even collapse while training. In this paper, we study the training…

Machine Learning · Computer Science 2023-06-23 Ke Sun , Yingnan Zhao , Shangling Jui , Linglong Kong

Using insight from numerical approximation of ODEs and the problem formulation and solution methodology of TD learning through a Galerkin relaxation, I propose a new class of TD learning algorithms. After applying the improved numerical…

Machine Learning · Computer Science 2021-04-21 Caleb Bowyer

Recent research endeavours have theoretically shown the beneficial effect of cooperation in multi-agent reinforcement learning (MARL). In a setting involving $N$ agents, this beneficial effect usually comes in the form of an $N$-fold linear…

Multiagent Systems · Computer Science 2024-07-31 Nicolò Dal Fabbro , Arman Adibi , Aritra Mitra , George J. Pappas

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