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In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…

Machine Learning · Computer Science 2019-01-30 Bicheng Ying , Kun Yuan , Stefan Vlaski , Ali H. Sayed

Offline safe reinforcement learning (RL) aims to train a constraint satisfaction policy from a fixed dataset. Current state-of-the-art approaches are based on supervised learning with a conditioned policy. However, these approaches fall…

Machine Learning · Computer Science 2025-01-28 Zijian Guo , Weichao Zhou , Wenchao Li

The problem of on-line off-policy evaluation (OPE) has been actively studied in the last decade due to its importance both as a stand-alone problem and as a module in a policy improvement scheme. However, most Temporal Difference (TD) based…

Machine Learning · Statistics 2017-02-24 Assaf Hallak , Shie Mannor

Off-policy temporal-difference (TD) learning with function approximation faces a structural tradeoff among stability, projection geometry, and variance control. Emphatic TD (ETD) improves the off-policy projection geometry through follow-on…

Artificial Intelligence · Computer Science 2026-05-07 Xingguo Chen , Chaohui Wu , Jinguo Ye , Chao Li , Shangdong Yang , Guang Yang , Tianyu Liang , Wenhao Wang

This paper investigates estimating the variance of a temporal-difference learning agent's update target. Most reinforcement learning methods use an estimate of the value function, which captures how good it is for the agent to be in a…

Artificial Intelligence · Computer Science 2018-02-15 Craig Sherstan , Brendan Bennett , Kenny Young , Dylan R. Ashley , Adam White , Martha White , Richard S. Sutton

Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…

Machine Learning · Computer Science 2020-11-19 Giorgos Mamakoukas , Orest Xherija , T. D. Murphey

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

In this paper, a new reinforcement learning (RL) method known as the method of temporal differential is introduced. Compared to the traditional temporal-difference learning method, it plays a crucial role in developing novel RL techniques…

Machine Learning · Computer Science 2020-06-02 Tao Bian , Zhong-Ping Jiang

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

Because reinforcement learning suffers from a lack of scalability, online value (and Q-) function approximation has received increasing interest this last decade. This contribution introduces a novel approximation scheme, namely the Kalman…

Machine Learning · Computer Science 2014-06-13 Matthieu Geist , Olivier Pietquin

Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…

Machine Learning · Computer Science 2025-02-07 Haotian Lin , Pengcheng Wang , Jeff Schneider , Guanya Shi

Reinforcement learning (RL) promises to solve long-horizon tasks even when training data contains only short fragments of the behaviors. This experience stitching capability is often viewed as the purview of temporal difference (TD)…

Machine Learning · Computer Science 2025-10-28 Michał Bortkiewicz , Władysław Pałucki , Mateusz Ostaszewski , Benjamin Eysenbach

In this paper, we study the finite-sample statistical rates of distributional temporal difference (TD) learning with linear function approximation. The aim of distributional TD learning is to estimate the return distribution of a discounted…

Machine Learning · Statistics 2025-05-14 Yang Peng , Kaicheng Jin , Liangyu Zhang , Zhihua Zhang

We study the finite-time convergence of TD learning with linear function approximation under Markovian sampling. Existing proofs for this setting either assume a projection step in the algorithm to simplify the analysis, or require a fairly…

Machine Learning · Computer Science 2024-06-27 Aritra Mitra

Iterative algorithms solve problems by taking steps until a solution is reached. Models in the form of Deep Thinking (DT) networks have been demonstrated to learn iterative algorithms in a way that can scale to different sized problems at…

Machine Learning · Computer Science 2024-11-01 Jay Bear , Adam Prügel-Bennett , Jonathon Hare

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

A central challenge to applying many off-policy reinforcement learning algorithms to real world problems is the variance introduced by importance sampling. In off-policy learning, the agent learns about a different policy than the one being…

Machine Learning · Computer Science 2022-06-20 Eric Graves , Sina Ghiassian

Offline reinforcement learning (RL) algorithms are applied to learn performant, well-generalizing policies when provided with a static dataset of interactions. Many recent approaches to offline RL have seen substantial success, but with one…

Machine Learning · Computer Science 2024-07-30 Padmanaba Srinivasan , William Knottenbelt

We consider the dynamics of a linear stochastic approximation algorithm driven by Markovian noise, and derive finite-time bounds on the moments of the error, i.e., deviation of the output of the algorithm from the equilibrium point of an…

Machine Learning · Computer Science 2019-03-11 R. Srikant , Lei Ying

To obtain better value estimation in reinforcement learning, we propose a novel algorithm based on the double actor-critic framework with temporal difference error-driven regularization, abbreviated as TDDR. TDDR employs double actors, with…

Machine Learning · Computer Science 2024-10-01 Haohui Chen , Zhiyong Chen , Aoxiang Liu , Wentuo Fang