Related papers: Stabilizing Temporal Difference Learning via Impli…
We investigate the finite-time convergence properties of Temporal Difference (TD) learning with linear function approximation, a cornerstone algorithm in the field of reinforcement learning. We are interested in the so-called ``robust''…
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…
We analyse quantile temporal-difference learning (QTD), a distributional reinforcement learning algorithm that has proven to be a key component in several successful large-scale applications of reinforcement learning. Despite these…
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…
Deep reinforcement learning algorithms that learn policies by trial-and-error must learn from limited amounts of data collected by actively interacting with the environment. While many prior works have shown that proper regularization…
Multi-step temporal-difference (TD) learning, where the update targets contain information from multiple time steps ahead, is one of the most popular forms of TD learning for linear function approximation. The reason is that multi-step…
We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice…
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…
Temporal-Difference (TD) learning methods, such as Q-Learning, have proven effective at learning a policy to perform control tasks. One issue with methods like Q-Learning is that the value update introduces bias when predicting the TD…
The focus of this paper is on stochastic variational inequalities (VI) under Markovian noise. A prominent application of our algorithmic developments is the stochastic policy evaluation problem in reinforcement learning. Prior…
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…
Temporal difference (TD) learning is a policy evaluation in reinforcement learning whose performance can be enhanced by variance reduction methods. Recently, multiple works have sought to fuse TD learning with Stochastic Variance Reduced…
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…
Our understanding of reinforcement learning (RL) has been shaped by theoretical and empirical results that were obtained decades ago using tabular representations and linear function approximators. These results suggest that RL methods that…
We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stochastic dynamic and a reward function. We propose two…
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…
Building deep reinforcement learning (RL) agents that find a good policy with few samples has proven notoriously challenging. To achieve sample efficiency, recent work has explored updating neural networks with large numbers of gradient…
In experimenting with off-policy temporal difference (TD) methods in hierarchical reinforcement learning (HRL) systems, we have observed unwanted on-policy learning under reproducible conditions. Here we present modifications to several TD…
Temporal difference (TD) learning is one of the main foundations of modern reinforcement learning. This paper studies the use of TD(0), a canonical TD algorithm, to estimate the value function of a given policy from a batch of data. In this…
This paper analyzes multi-step temporal difference (TD)-learning algorithms within the ``deadly triad'' scenario, characterized by linear function approximation, off-policy learning, and bootstrapping. In particular, we prove that $n$-step…